85 citations · 405 across the 34 of their papers we have counts for
5 papers · 1 filter
Preconditioners for robust optimal control problems under uncertainty
Fabio Nobile, Tommaso Vanzan
The discretization of robust quadratic optimal control problems under uncertainty using the finite element method and the stochastic collocation method leads to large saddle-point…
Density estimation in RKHS with application to Korobov spaces in high dimensions
Yoshihito Kazashi, Fabio Nobile
A kernel method for estimating a probability density function (pdf) from an i.i.d. sample drawn from such density is presented. Our estimator is a linear combination of kernel func…
Uncertainty Quantification by MLMC and Local Time-stepping For Wave Propagation
Marcus J. Grote, Simon Michel, Fabio Nobile
Because of their robustness, efficiency and non-intrusiveness, Monte Carlo methods are probably the most popular approach in uncertainty quantification to computing expected values…
Analysis of a class of Multi-Level Markov Chain Monte Carlo algorithms based on Independent Metropolis-Hastings
Juan Pablo Madrigal-Cianci, Fabio Nobile, Raul Tempone
In this work, we present, analyze, and implement a class of Multi-Level Markov chain Monte Carlo (ML-MCMC) algorithms based on independent Metropolis-Hastings proposals for Bayesia…
Integration of activation maps of epicardial veins in computational cardiac electrophysiology
Simone Stella, Christian Vergara, Massimiliano Maines +7
In this work we address the issue of validating the monodomain equation used in combination with the Bueno-Orovio ionic model for the prediction of the activation times in cardiac…