4 citations · 8 across the 6 of their papers we have counts for
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Parameter Estimation for Partially Observed McKean-Vlasov Diffusions
Ajay Jasra, Mohamed Maama, Raul Tempone
In this article we consider likelihood-based estimation of static parameters for a class of partially observed McKean-Vlasov (POMV) diffusion process with discrete-time observation…
Estimation of uncertainties in the density driven flow in fractured porous media using MLMC
Dmitry Logashenko, Alexander Litvinenko, Raul Tempone +1
We use the Multi Level Monte Carlo method to estimate uncertainties in a Henry-like salt water intrusion problem with a fracture. The flow is induced by the variation of the densit…
Uncertainty quantification in the Henry problem using the multilevel Monte Carlo method
Dmitry Logashenko, Alexander Litvinenko, Raul Tempone +2
We investigate the applicability of the well-known multilevel Monte Carlo (MLMC) method to the class of density-driven flow problems, in particular the problem of salinisation of c…