6 citations · 8 across the 10 of their papers we have counts for
8 papers · 1 filter
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…
Smaller generalization error derived for a deep residual neural network compared to shallow networks
Aku Kammonen, Jonas Kiessling, Petr Plecháč +3
Estimates of the generalization error are proved for a residual neural network with random Fourier features layers $\bar z_{\ell+1}=\bar z_\ell + \mathrm{Re}\sum_{k=1}^K\bar b_…
A Wasserstein Coupled Particle Filter for Multilevel Estimation
Marco Ballesio, Ajay Jasra, Erik von Schwerin +1
In this paper, we consider the filtering problem for partially observed diffusions, which are regularly observed at discrete times. We are concerned with the case when one must res…
Multilevel Ensemble Kalman Filtering based on a sample average of independent EnKF estimators
Håkon Hoel, Gaukhar Shaimerdenova, Raúl Tempone
We introduce a new multilevel ensemble Kalman filter method (MLEnKF) which consists of a hierarchy of independent samples of ensemble Kalman filters (EnKF). This new MLEnKF method…
Solution of the 3D density-driven groundwater flow problem with uncertain porosity and permeability
Alexander Litvinenko, Dmitry Logashenko, Raul Tempone +2
As groundwater is an essential nutrition and irrigation resource, its pollution may lead to catastrophic consequences. Therefore, accurate modeling of the pollution of the soil and…
Multilevel Double Loop Monte Carlo and Stochastic Collocation Methods with Importance Sampling for Bayesian Optimal Experimental Design
Joakim Beck, Ben Mansour Dia, Luis F. R. Espath +1
An optimal experimental set-up maximizes the value of data for statistical inferences and predictions. The efficiency of strategies for finding optimal experimental set-ups is part…