113 citations · 1k across the 84 of their papers we have counts for
8 papers · 1 filter
Multi-index importance sampling for McKean--Vlasov stochastic differential equations
Nadhir Ben Rached, Abdul-Lateef Haji-Ali, Shyam Mohan Subbiah Pillai +1
This work addresses the estimation of rare-event quantities expressed as expectations of smooth observables of solutions to a broad class of McKean--Vlasov stochastic differential…
Scalable method for Bayesian experimental design without integrating over posterior distribution
Vinh Hoang, Luis Espath, Sebastian Krumscheid +1
We address the computational efficiency in solving the A-optimal Bayesian design of experiments problems for which the observational map is based on partial differential equations…
Automated Importance Sampling via Optimal Control for Stochastic Reaction Networks: A Markovian Projection-based Approach
Chiheb Ben Hammouda, Nadhir Ben Rached, Raúl Tempone +1
We propose a novel alternative approach to our previous work (Ben Hammouda et al., 2023) to improve the efficiency of Monte Carlo (MC) estimators for rare event probabilities for s…
Modeling metallic fatigue data using the Birnbaum--Saunders distribution
Zaid Sawlan, Marco Scavino, Raul Tempone
This work employs the Birnbaum--Saunders distribution to model the fatigue life of metallic materials under cyclic loading and compares it with the normal distribution. Fatigue-lim…
Physics-informed Spectral Learning: the Discrete Helmholtz--Hodge Decomposition
Luis Espath, Pouria Behnoudfar, Raul Tempone
In this work, we further develop the Physics-informed Spectral Learning (PiSL) by Espath et al. \cite{Esp21} based on a discrete projection to solve the discrete Hodge--Helmh…
Uncertainty quantification in coastal aquifers using the multilevel Monte Carlo method
Alexander Litvinenko, Dmitry Logashenko, Raul Tempone +2
We consider a class of density-driven flow problems. We are particularly interested in the problem of the salinization of coastal aquifers. We consider the Henry saltwater intrusio…