9 citations · 13 across the 15 of their papers we have counts for
7 papers · 1 filter
A Pontryagin Maximum Principle on the Belief Space for Continuous-Time Optimal Control with Discrete Observations
Christian Bayer, Saifeddine Ben naamia, Erik von Schwerin +1
We study a continuous time stochastic optimal control problem under partial observations that are available only at discrete time instants. This hybrid setting, with continuous dyn…
Hierarchical Importance Sampling for Estimating Occupation Time for SDE Solutions
Eya Ben Amar, Nadhir Ben Rached, Raul Tempone
This study considers the estimation of the complementary cumulative distribution function of the occupation time (i.e., the time spent below a threshold) for a process governed by…
Convergence for adaptive resampling of random Fourier features
Xin Huang, Aku Kammonen, Anamika Pandey +4
The machine learning random Fourier feature method for data in high dimension is computationally and theoretically attractive since the optimization is based on a convex standard l…
Goal-Oriented Adaptive Finite Element Multilevel Quasi-Monte Carlo
Joakim Beck, Yang Liu, Erik von Schwerin +1
The efficient approximation of quantities of interest derived from PDEs with lognormal diffusivity is a central challenge in uncertainty quantification. This paper targets a proble…
An Adaptive Random Fourier Features approach Applied to Learning Stochastic Differential Equations
Owen Douglas, Aku Kammonen, Anamika Pandey +1
This work proposes a training algorithm based on adaptive random Fourier features (ARFF) with Metropolis sampling and resampling \cite{kammonen2024adaptiverandomfourierfeatures} fo…
Optimal power procurement for green cellular wireless networks under uncertainty and chance constraints
Nadhir Ben Rached, Shyam Mohan Subbiah Pillai, Raúl Tempone
Given the increasing global emphasis on sustainable energy usage and the rising energy demands of cellular wireless networks, this work seeks an optimal short-term, continuous-time…
Filtered Markovian Projection: Dimensionality Reduction in Filtering for Stochastic Reaction Networks
Chiheb Ben Hammouda, Maksim Chupin, Sophia Münker +1
Stochastic reaction networks (SRNs) model stochastic effects for various applications, including intracellular chemical or biological processes and epidemiology. A typical challeng…