A multilevel adaptive reaction-splitting simulation method for stochastic reaction networks
Manuscripts Year: 2016
Authors: A. Moraes, R. Tempone, P. Vilanova
  • Error estimates
  • error control
  • control variates
  • weak approximation
  • hybrid algorithms
  • Multilevel Monte Carlo
  • Chernoff tau-leap
  • reaction splitting
A hierarchical Bayesian setting for an inverse problem in linear parabolic PDEs with noisy boundary conditions
Manuscripts Year: 2016
Authors: F. Ruggeri, Z. Sawlan, M. Scavino, R. Tempone
  • Linear Parabolic PDEs
  • Noisy Boundary Parameters,
  • Bayesian Inference
  • Heat Equation
  • Thermal Diffusivity
Multilevel ensemble Kalman filtering
Manuscripts Year: 2016
Authors: Håkon Hoel, Kody J. H. Law, Raul Tempone
  • Multilevel ensemble Kalman filtering
An Efficient Forward-Reverse Expectation-Maximization Algorithm for Statistical Inference in Stochastic Reaction Networks
Manuscripts Year: 2016
Authors: C. Bayer, A.Moraes, R. Tempone, P. Vilanova
  • Forward-reverse algorithm
  • Monte Carlo EM algorithm
  • inference for stochastic reaction networks
  • bridges for continuous-time Markov chains
A Sparse Stochastic Collocation Technique for High Frequency Wave Propagation with Uncertainty
Manuscripts Year: 2016
Authors: Gabriela Malenova, Mohammad Motamed, Olof Runborg, Raul Tempone
  • A Sparse Stochastic Collocation Technique for High Frequency Wave Propagation with Uncertainty
An adaptive sparse grid algorithm for elliptic PDEs with lognormal diffusion coefficient
Manuscripts Year: 2016
Authors: F. Nobile, L. Tamellini, R. Tempone, F. Tesei
  • An adaptive sparse grid algorithm with application to elliptic PDEs with lognormal diffusion coefficient
Multi-Index Stochastic Collocation for random PDEs
Manuscripts Year: 2016
Authors: A. Haji-Ali, F. Nobile, L. Tamellini, R. Tempone
  • Multi-Index Stochastic Collocation for random PDEs
Multilevel hybrid split-step implicit tau-leap
Manuscripts Year: 2016
Authors: ​C. Ben Hammouda, A.Moraes, R. Tempone
  • Stochastic reaction networks
  • Multilevel Monte Carlo
  • Split-step implicit
Bayesian inference and model comparison for metallic fatigue data
Manuscripts Year: 2016
Authors: I. Babuska, Z. Sawlan, M. Scavino, B.Szabo, R. Tempone
  • Metallic fatigue data
  • fatigue life prediction
  • random fatigue-limit models
  • maximum likelihood methods
  • Bayesian computational techniques for model calibration/ranking
  • predictive accuracy for Bayesian models.
On the Relation Between Flexibility Analysis and Robust Optimization for Linear Systems
Manuscripts Year: 2016
Authors: Q. Zhang, R. Lima, I. Grossmann
  • On the Relation Between Flexibility Analysis and Robust Optimization for Linear Systems
Parameter Estimation via Conditional Expectation — A Bayesian Inversion
Manuscripts Year: 2016
Authors: H. Matthies, E. Zander, B. Rosic, A. Litvinenko
  • Parameter Estimation
  • Conditional Expectation
  • Bayesian Inversion
Some probabilistic properties of fractional point processes
Manuscripts Year: 2016
Authors: R. Garra, E. Orsingher, M. Scavino
  • Fractional point processes
  • Bern?stein functions
  • Space-time Fractional Poisson processes
  • grey Brownian motion
Smoothing the payoff for efficient computation of Basket option prices
Manuscripts Year: 2016
Authors: C. Bayer, M. Siebenmorgen, R. Tempone
  • Basket option pricing
  • smoothing payoff
Sparse approximation of multilinear problems with applications to kernel-based methods in UQ
Manuscripts Year: 2016
Authors: Soeren Wolfers, Fabio Nobile, Raul Tempone
  • Sparse approximation of multilinear problems with applications to kernel-based methods in UQ.
Bayesian inferences of the thermal properties of a wall using temperature and heat flux measurements
Manuscripts Year: 2017
Authors: M. Iglesias, Z. Sawlan, M. Scavino, R. Tempone, C. Wood
  • Heat Equation
  • Nuisance Boundary Parameters Marginalization
  • Heat Flux Measurements,
  • Solid Walls
  • Bayesian Inference
  • Thermal Resistance
  • Heat Capacity
  • Experimental Design.
Multilevel and Multi-index Monte Carlo methods for the McKean-Vlasov equation
Manuscripts Year: 2017
Authors: A. Haji-Ali, R. Tempone
  • Multilevel and Multi-index Monte Carlo methods for the McKean-Vlasov equation
Implied Stopping Rules for American Basket Options from Markovian Projection
Manuscripts Year: 2017
Authors: C. Bayer, J Happola, R. Tempone
  • Implied Stopping Rules for American Basket Options from Markovian Projection
ℋ‐matrix techniques for approximating large covariance matrices and estimating its parameters
Manuscripts Year: 2017
Authors: A. Litvinenko, M. Genton, Y. Sun, D. Keyes
  • ℋ‐matrix techniques for approximating large covariance matrices and estimating its parameters
Fast Bayesian experimental design: Laplace-based importance sampling for the expected information gain
Manuscripts Year: 2017
Authors: J. Beck, B. Dia, L. Espath, Q. Long, R. Tempone
  • Fast Bayesian experimental design: Laplace-based importance sampling for the expected information gain
Tucker tensor analysis of Matern functions in spatial statistics
Manuscripts Year: 2018
Authors: Alexander Litvinenko, David Keyes, Venera Khoromskaia, Boris N. Khoromskij, Hermann G. Matthies

Acknowledgements:

​The research reported in this publication was supported by funding from King
Abdullah University of Science and Technology (KAUST).

Bibtex:

@ARTICLE{2017arXiv171106874L,
   author = {{Litvinenko}, A. and {Keyes}, D. and {Khoromskaia}, V. and {Khoromskij}, B.~N. and 
 {Matthies}, H.~G.},
    title = "{Tucker Tensor analysis of Matern functions in spatial statistics}",
  journal = {ArXiv e-prints},
archivePrefix = "arXiv",
   eprint = {1711.06874},
 primaryClass = "math.NA",
 keywords = {Mathematics - Numerical Analysis, 62F99, 62P12, 65F30, 65F40, G.3, G.4, J.2},
     year = 2017,
    month = nov,
   adsurl = {http://adsabs.harvard.edu/abs/2017arXiv171106874L},
  adsnote = {Provided by the SAO/NASA Astrophysics Data System}
}
  • Fourier transform
  • low-rank tensor approximation
  • geostatistical optimal design,
  • Kriging
  • Matern covariance
  • Hilbert tensor
  • Kalman filter
  • Bayesian update
  • loglikelihood surrogate