Raúl Tempone

ORCID

Publication Activity (10 Years)

Years Active: 2003-2024
Publications (10 Years): 84

Top Venues

CoRR

Stat. Comput.

SIAM J. Sci. Comput.

Numerische Mathematik

Publications

Christian Bayer, Chiheb Ben Hammouda, Raúl Tempone
Multilevel Monte Carlo with Numerical Smoothing for Robust and Efficient Computation of Probabilities and Densities. SIAM J. Sci. Comput. 46 (3) (2024)
Chiheb Ben Hammouda, Nadhir Ben Rached, Raúl Tempone, Sophia Wiechert
Automated importance sampling via optimal control for stochastic reaction networks: A Markovian projection-based approach. J. Comput. Appl. Math. 446 (2024)
Dmitry Logashenko, Alexander Litvinenko, Raúl Tempone, Ekaterina Vasilyeva, Gabriel Wittum
Uncertainty quantification in the Henry problem using the multilevel Monte Carlo method. CoRR (2024)
Dmitry Logashenko, Alexander Litvinenko, Raúl Tempone, Ekaterina Vasilyeva, Gabriel Wittum
Uncertainty quantification in the Henry problem using the multilevel Monte Carlo method. J. Comput. Phys. 503 (2024)
Aku Kammonen, Lisi Liang, Anamika Pandey, Raúl Tempone
Comparing Spectral Bias and Robustness For Two-Layer Neural Networks: SGD vs Adaptive Random Fourier Features. CoRR (2024)
Eya Ben Amar, Nadhir Ben Rached, Raúl Tempone, Mohamed-Slim Alouini
Stochastic differential equations for performance analysis of wireless communication systems. CoRR (2024)
Christian Bayer, Chiheb Ben Hammouda, Antonis Papapantoleon, Michael Samet, Raúl Tempone
Quasi-Monte Carlo for Efficient Fourier Pricing of Multi-Asset Options. CoRR (2024)
Dmitry Logashenko, Alexander Litvinenko, Raúl Tempone, Gabriel Wittum
Estimation of uncertainties in the density driven flow in fractured porous media using MLMC. CoRR (2024)
Nadhir Ben Rached, Erik von Schwerin, Gaukhar Shaimerdenova, Raúl Tempone
Importance sampling for rare event tracking within the ensemble Kalman filtering framework. CoRR (2024)
Vinh Hoang, Luis Espath, Sebastian Krumscheid, Raúl Tempone
Scalable method for Bayesian experimental design without integrating over posterior distribution. CoRR (2023)
Juan P. Madrigal-Cianci, Fabio Nobile, Raúl Tempone
Analysis of a Class of Multilevel Markov Chain Monte Carlo Algorithms Based on Independent Metropolis-Hastings. SIAM/ASA J. Uncertain. Quantification 11 (1) (2023)
Owen Davis, Mohammad Motamed, Raúl Tempone
Residual Multi-Fidelity Neural Network Computing. CoRR (2023)
Arved Bartuska, André Gustavo Carlon, Luis Espath, Sebastian Krumscheid, Raúl Tempone
Double-loop quasi-Monte Carlo estimator for nested integration. CoRR (2023)
Eya Ben Amar, Nadhir Ben Rached, Abdul-Lateef Haji-Ali, Raúl Tempone
State-dependent importance sampling for estimating expectations of functionals of sums of independent random variables. Stat. Comput. 33 (2) (2023)
Alexander Litvinenko, Dmitry Logashenko, Raúl Tempone, Ekaterina Vasilyeva, Gabriel Wittum
Uncertainty quantification in coastal aquifers using the multilevel Monte Carlo method. CoRR (2023)
Felix Terhag, Philipp Knechtges, Achim Basermann, Raúl Tempone
Uncertainty Quantification in Machine Learning Based Segmentation: A Post-Hoc Approach for Left Ventricle Volume Estimation in MRI. CoRR (2023)
Yang Liu, Raúl Tempone
Nonasymptotic Convergence Rate of Quasi-Monte Carlo: Applications to Linear Elliptic PDEs with Lognormal Coefficients and Importance Samplings. CoRR (2023)
Chiheb Ben Hammouda, Nadhir Ben Rached, Raúl Tempone, Sophia Wiechert
Automated Importance Sampling via Optimal Control for Stochastic Reaction Networks: A Markovian Projection-based Approach. CoRR (2023)
Chiheb Ben Hammouda, Nadhir Ben Rached, Raúl Tempone, Sophia Wiechert
Learning-based importance sampling via stochastic optimal control for stochastic reaction networks. Stat. Comput. 33 (3) (2023)
Luis Espath, Pouria Behnoudfar, Raúl Tempone
Physics-informed Spectral Learning: the Discrete Helmholtz-Hodge Decomposition. CoRR (2023)
Nadhir Ben Rached, Abdul-Lateef Haji-Ali, Shyam Mohan Subbiah Pillai, Raúl Tempone
Multi-index Importance Sampling for McKean-Vlasov Stochastic Differential Equation. CoRR (2023)
Arved Bartuska, Luis Espath, Raúl Tempone
Laplace-based strategies for Bayesian optimal experimental design with nuisance uncertainty. CoRR (2023)
Eike Cramer, Felix Rauh, Alexander Mitsos, Raúl Tempone, Manuel Dahmen
Nonlinear Isometric Manifold Learning for Injective Normalizing Flows. CoRR (2022)
Joakim Beck, Yang Liu, Erik von Schwerin, Raúl Tempone
Goal-Oriented Adaptive Finite Element Multilevel Monte Carlo with Convergence Rates. CoRR (2022)
Christian Bayer, Chiheb Ben Hammouda, Antonis Papapantoleon, Michael Samet, Raúl Tempone
Optimal Damping with Hierarchical Adaptive Quadrature for Efficient Fourier Pricing of Multi-Asset Options in Lévy Models. CoRR (2022)
Håkon Hoel, Gaukhar Shaimerdenova, Raúl Tempone
Multi-index ensemble Kalman filtering. J. Comput. Phys. 470 (2022)
Nadhir Ben Rached, Abdul-Lateef Haji-Ali, Shyam Mohan, Raúl Tempone
Double Loop Monte Carlo Estimator with Importance Sampling for McKean-Vlasov Stochastic Differential Equation. CoRR (2022)
Nadhir Ben Rached, Abdul-Lateef Haji-Ali, Shyam Mohan, Raúl Tempone
Multilevel Importance Sampling for McKean-Vlasov Stochastic Differential Equation. CoRR (2022)
Hamed Saidaoui, Luis Espath, Raúl Tempone
Deep nurbs - admissible neural networks. CoRR (2022)
Eya Ben Amar, Nadhir Ben Rached, Abdul-Lateef Haji-Ali, Raúl Tempone
Efficient Importance Sampling Algorithm Applied to the Performance Analysis of Wireless Communication Systems Estimation. CoRR (2022)
Renzo Caballero, Ahmed Kebaier, Marco Scavino, Raúl Tempone
Quantifying uncertainty with a derivative tracking SDE model and application to wind power forecast data. Stat. Comput. 31 (5) (2021)
Abdul-Lateef Haji-Ali, Håkon Hoel, Raúl Tempone
A simple approach to proving the existence, uniqueness, and strong and weak convergence rates for a broad class of McKean-Vlasov equations. CoRR (2021)
Juan Pablo Madrigal-Cianci, Fabio Nobile, Raúl Tempone
Analysis of a class of Multi-Level Markov Chain Monte Carlo algorithms based on Independent Metropolis-Hastings. CoRR (2021)
Arved Bartuska, Luis Espath, Raúl Tempone
Small-noise approximation for Bayesian optimal experimental design with nuisance uncertainty. CoRR (2021)
Chaouki Ben Issaid, Mohamed-Slim Alouini, Raúl Tempone
Efficient Importance Sampling for the Left Tail of Positive Gaussian Quadratic Forms. IEEE Wirel. Commun. Lett. 10 (3) (2021)
Julio Enrique Castrillón-Candás, Fabio Nobile, Raúl Tempone
A hybrid collocation-perturbation approach for PDEs with random domains. Adv. Comput. Math. 47 (3) (2021)
Alexey Chernov, Håkon Hoel, Kody J. H. Law, Fabio Nobile, Raúl Tempone
Multilevel ensemble Kalman filtering for spatio-temporal processes. Numerische Mathematik 147 (1) (2021)
Christian Bayer, Chiheb Ben Hammouda, Raúl Tempone
Numerical Smoothing with Hierarchical Adaptive Sparse Grids and Quasi-Monte Carlo Methods for Efficient Option Pricing. CoRR (2021)
Truong-Vinh Hoang, Sebastian Krumscheid, Hermann G. Matthies, Raúl Tempone
Machine learning-based conditional mean filter: a generalization of the ensemble Kalman filter for nonlinear data assimilation. CoRR (2021)
Eike Cramer, Alexander Mitsos, Raúl Tempone, Manuel Dahmen
Principal Component Density Estimation for Scenario Generation Using Normalizing Flows. CoRR (2021)
Chiheb Ben Hammouda, Nadhir Ben Rached, Raúl Tempone, Sophia Wiechert
Optimal Importance Sampling via Stochastic Optimal Control for Stochastic Reaction Networks. CoRR (2021)
Luis Espath, Sebastian Krumscheid, Raúl Tempone, Pedro Vilanova
On the equivalence of different adaptive batch size selection strategies for stochastic gradient descent methods. CoRR (2021)
Nadhir Ben Rached, Abdul-Lateef Haji-Ali, Gerardo Rubino, Raúl Tempone
Efficient importance sampling for large sums of independent and identically distributed random variables. Stat. Comput. 31 (6) (2021)
Jonas Latz, Juan P. Madrigal-Cianci, Fabio Nobile, Raúl Tempone
Generalized parallel tempering on Bayesian inverse problems. Stat. Comput. 31 (5) (2021)
Håkon Hoel, Gaukhar Shaimerdenova, Raúl Tempone
Multi-index ensemble Kalman filtering. CoRR (2021)
Jonas Kiessling, Emanuel Ström, Raúl Tempone
Wind Field Reconstruction with Adaptive Random Fourier Features. CoRR (2021)
Christian Bayer, Eric Joseph Hall, Raúl Tempone
Weak error rates for option pricing under the rough Bergomi model. CoRR (2020)
Aku Kammonen, Jonas Kiessling, Petr Plechác, Mattias Sandberg, Anders Szepessy, Raúl Tempone
Smaller generalization error derived for deep compared to shallow residual neural networks. CoRR (2020)
Marco Ballesio, Ajay Jasra, Erik von Schwerin, Raúl Tempone
A Wasserstein Coupled Particle Filter for Multilevel Estimation. CoRR (2020)
Håkon Hoel, Gaukhar Shaimerdenova, Raúl Tempone
Multilevel Ensemble Kalman Filtering with local-level Kalman gains. CoRR (2020)
Chiheb Ben Hammouda, Nadhir Ben Rached, Raúl Tempone
Importance sampling for a robust and efficient multilevel Monte Carlo estimator for stochastic reaction networks. Stat. Comput. 30 (6) (2020)
Christian Bayer, Chiheb Ben Hammouda, Raúl Tempone
Multilevel Monte Carlo with Numerical Smoothing for Robust and Efficient Computation of Probabilities and Densities. CoRR (2020)
Nadhir Ben Rached, Daniel MacKinlay, Zdravko I. Botev, Raúl Tempone, Mohamed-Slim Alouini
A Universal Splitting Estimator for the Performance Evaluation of Wireless Communications Systems. IEEE Trans. Wirel. Commun. 19 (7) (2020)
Nadhir Ben Rached, Abla Kammoun, Mohamed-Slim Alouini, Raúl Tempone
An Accurate Sample Rejection Estimator of the Outage Probability With Equal Gain Combining. IEEE Open J. Commun. Soc. 1 (2020)
Jonas Latz, Juan P. Madrigal-Cianci, Fabio Nobile, Raúl Tempone
Generalized Parallel Tempering on Bayesian Inverse Problems. CoRR (2020)
Alexander Litvinenko, Dmitriy Logashenko, Raúl Tempone, Gabriel Wittum, David E. Keyes
Solution of the 3D density-driven groundwater flow problem with uncertain porosity and permeability. CoRR (2019)
Nadhir Ben Rached, Daniel MacKinlay, Zdravko I. Botev, Raúl Tempone, Mohamed-Slim Alouini
A Universal Splitting Estimator for the Performance Evaluation of Wireless Communications Systems. CoRR (2019)
Chiheb Ben Hammouda, Nadhir Ben Rached, Raúl Tempone
Importance sampling for a robust and efficient multilevel Monte Carlo estimator for stochastic reaction networks. CoRR (2019)
Nadhir Ben Rached, Zdravko I. Botev, Abla Kammoun, Mohamed-Slim Alouini, Raúl Tempone
Importance Sampling Estimator of Outage Probability under Generalized Selection Combining Model. ICASSP (2018)
Fabio Nobile, Raúl Tempone, Sören Wolfers
Sparse approximation of multilinear problems with applications to kernel-based methods in UQ. Numerische Mathematik 139 (1) (2018)
Nadhir Ben Rached, Zdravko I. Botev, Abla Kammoun, Mohamed-Slim Alouini, Raúl Tempone
On the Sum of Order Statistics and Applications to Wireless Communication Systems Performances. IEEE Trans. Wirel. Commun. 17 (11) (2018)
Nadhir Ben Rached, Abla Kammoun, Mohamed-Slim Alouini, Raúl Tempone
Accurate Outage Probability Evaluation of Equal Gain Combining Receivers. GLOBECOM (2018)
Nadhir Ben Rached, Fatma Benkhelifa, Abla Kammoun, Mohamed-Slim Alouini, Raúl Tempone
On the generalization of the hazard rate twisting-based simulation approach. Stat. Comput. 28 (1) (2018)
Mohamed-Slim Alouini, Nadhir Ben Rached, Abla Kammoun, Raúl Tempone
On the efficient simulation of the left-tail of the sum of correlated log-normal variates. Monte Carlo Methods Appl. 24 (1) (2018)
Chaouki Ben Issaid, Mohamed-Slim Alouini, Raúl Tempone
Efficient outage probability evaluation of diversity receivers over α-μ fading channels. WCNC (2018)
Chaouki Ben Issaid, Mohamed-Slim Alouini, Raúl Tempone
On the Fast and Precise Evaluation of the Outage Probability of Diversity Receivers Over $\alpha -\mu $ , $\kappa -\mu $ , and $\eta -\mu $ Fading Channels. IEEE Trans. Wirel. Commun. 17 (2) (2018)
Abdul-Lateef Haji-Ali, Raúl Tempone
Multilevel and Multi-index Monte Carlo methods for the McKean-Vlasov equation. Stat. Comput. 28 (4) (2018)
Chaouki Ben Issaid, Nadhir Ben Rached, Abla Kammoun, Mohamed-Slim Alouini, Raúl Tempone
On the Efficient Simulation of the Distribution of the Sum of Gamma-Gamma Variates With Application to the Outage Probability Evaluation Over Fading Channels. IEEE Trans. Commun. 65 (4) (2017)
Nadhir Ben Rached, Abla Kammoun, Mohamed-Slim Alouini, Raúl Tempone
A Unified Moment-Based Approach for the Evaluation of the Outage Probability With Noise and Interference. IEEE Trans. Wirel. Commun. 16 (2) (2017)
Chiheb Ben Hammouda, Alvaro Moraes, Raúl Tempone
Multilevel hybrid split-step implicit tau-leap. Numer. Algorithms 74 (2) (2017)
Nadhir Ben Rached, Abla Kammoun, Mohamed-Slim Alouini, Raúl Tempone
On the Efficient Simulation of Outage Probability in a Log-Normal Fading Environment. IEEE Trans. Commun. 65 (6) (2017)
Nadhir Ben Rached, Abla Kammoun, Mohamed-Slim Alouini, Raúl Tempone
Unified Importance Sampling Schemes for Efficient Simulation of Outage Capacity Over Generalized Fading Channels. IEEE J. Sel. Top. Signal Process. 10 (2) (2016)
Håkon Hoel, Kody J. H. Law, Raúl Tempone
Multilevel ensemble Kalman filtering. SIAM J. Numer. Anal. 54 (3) (2016)
Gabriela Malenova, Mohammad Motamed, Olof Runborg, Raúl Tempone
A Sparse Stochastic Collocation Technique for High-Frequency Wave Propagation with Uncertainty. SIAM/ASA J. Uncertain. Quantification 4 (1) (2016)
Julio Enrique Castrillón-Candás, Fabio Nobile, Raúl Tempone
Analytic regularity and collocation approximation for elliptic PDEs with random domain deformations. Comput. Math. Appl. 71 (6) (2016)
Abdul-Lateef Haji-Ali, Fabio Nobile, Raúl Tempone
Multi-index Monte Carlo: when sparsity meets sampling. Numerische Mathematik 132 (4) (2016)
Chaouki Ben Issaid, Ki-Hong Park, Mohamed-Slim Alouini, Raúl Tempone
Fast Outage Probability Simulation for FSO Links with a Generalized Pointing Error Model. GLOBECOM (2016)
Nadhir Ben Rached, Abla Kammoun, Mohamed-Slim Alouini, Raúl Tempone
An exact power series formula of the outage probability with noise and interference over generalized fading channels. PIMRC (2016)
Abdul-Lateef Haji-Ali, Fabio Nobile, Lorenzo Tamellini, Raúl Tempone
Multi-index Stochastic Collocation Convergence Rates for Random PDEs with Parametric Regularity. Found. Comput. Math. 16 (6) (2016)
Alvaro Moraes, Raúl Tempone, Pedro Vilanova
A Multilevel Adaptive Reaction-splitting Simulation Method for Stochastic Reaction Networks. SIAM J. Sci. Comput. 38 (4) (2016)
Eric Joseph Hall, Håkon Hoel, Mattias Sandberg, Anders Szepessy, Raúl Tempone
Computable Error Estimates for Finite Element Approximations of Elliptic Partial Differential Equations with Rough Stochastic Data. SIAM J. Sci. Comput. 38 (6) (2016)
Kody J. H. Law, Hamidou Tembine, Raúl Tempone
Deterministic Mean-Field Ensemble Kalman Filtering. SIAM J. Sci. Comput. 38 (3) (2016)
Chaouki Ben Issaid, Nadhir Ben Rached, Abla Kammoun, Mohamed-Slim Alouini, Raúl Tempone
On the sum of Gamma-Gamma variates with application to the fast outage probability evaluation over fading channels. GlobalSIP (2016)
Fabio Nobile, Lorenzo Tamellini, Raúl Tempone
Convergence of quasi-optimal sparse-grid approximation of Hilbert-space-valued functions: application to random elliptic PDEs. Numerische Mathematik 134 (2) (2016)
Nadhir Ben Rached, Fatma Benkhelifa, Mohamed-Slim Alouini, Raúl Tempone
A fast simulation method for the Log-normal sum distribution using a hazard rate twisting technique. ICC (2015)
Nadhir Ben Rached, Abla Kammoun, Mohamed-Slim Alouini, Raúl Tempone
An Efficient Simulation Scheme of the Outage Probability with Co-Channel Interference. GLOBECOM (2015)
Nadhir Ben Rached, Abla Kammoun, Mohamed-Slim Alouini, Raúl Tempone
An Improved Hazard Rate Twisting Approach for the Statistic of the Sum of Subexponential Variates. IEEE Commun. Lett. 19 (1) (2015)
Nadhir Ben Rached, Abla Kammoun, Mohamed-Slim Alouini, Raúl Tempone
A unified simulation approach for the fast outage capacity evaluation over generalized fading channels. ISIT (2015)
Boualem Djehiche, Hamidou Tembine, Raúl Tempone
A Stochastic Maximum Principle for Risk-Sensitive Mean-Field Type Control. IEEE Trans. Autom. Control. 60 (10) (2015)
Mohammad Motamed, Fabio Nobile, Raúl Tempone
Analysis and computation of the elastic wave equation with random coefficients. Comput. Math. Appl. 70 (10) (2015)
Giovanni Migliorati, Fabio Nobile, Raúl Tempone
Convergence estimates in probability and in expectation for discrete least squares with noisy evaluations at random points. J. Multivar. Anal. 142 (2015)
Jesper Karlsson, Stig Larsson, Mattias Sandberg, Anders Szepessy, Raúl Tempone
An Error Estimate for Symplectic Euler Approximation of Optimal Control Problems. SIAM J. Sci. Comput. 37 (2) (2015)
Håkon Hoel, Juho Häppölä, Raúl Tempone
Construction of a Mean Square Error Adaptive Euler-Maruyama Method With Applications in Multilevel Monte Carlo. MCQMC (2014)
Nadhir Ben Rached, Abla Kammoun, Mohamed-Slim Alouini, Raúl Tempone
An Improved Hazard Rate Twisting Approach for the Statistic of the Sum of Subexponential Variates (Extended Version). CoRR (2014)
Dario Bauso, Ben Mansour Dia, Boualem Djehiche, Hamidou Tembine, Raúl Tempone
Mean-Field Games for Marriage. CoRR (2014)
Alvaro Moraes, Fabrizio Ruggeri, Raúl Tempone, Pedro Vilanova
Multiscale Modeling of Wear Degradation in Cylinder Liners. Multiscale Model. Simul. 12 (1) (2014)
Håkon Hoel, Erik von Schwerin, Anders Szepessy, Raúl Tempone
Implementation and analysis of an adaptive multilevel Monte Carlo algorithm. Monte Carlo Methods Appl. 20 (1) (2014)
Boualem Djehiche, Hamidou Tembine, Raúl Tempone
A Stochastic Maximum Principle for Risk-Sensitive Mean-Field Type Control. CoRR (2014)
Alvaro Moraes, Raúl Tempone, Pedro Vilanova
Hybrid Chernoff Tau-Leap. Multiscale Model. Simul. 12 (2) (2014)
Christian Bayer, Håkon Hoel, Erik von Schwerin, Raúl Tempone
On NonAsymptotic Optimal Stopping Criteria in Monte Carlo Simulations. SIAM J. Sci. Comput. 36 (2) (2014)

Raúl Tempone.css-eqlu8i{font-size:small;padding-left:4px;}

Publication Activity (10 Years)

Top Topics

Top Venues

Raúl Tempone