Raúl Tempone

Saudi Arabia

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Professors in Statistics

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Articles (9)

Year:

2024

Year:

2023

Year:

2023

Year:

2022

Year:

2022

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2021

Year:

2021

Year:

2021

Year:

2020

Collaborators (3)

Ahmed Kebaier

Professor

Université d'Evry-Val-d'Essonne

FRANCE

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Luis Felipe da Rosa Espath

Assistant Professor

University of Nottingham

UNITED KINGDOM

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Chiheb Ben Hammouda

Utrecht University

NETHERLANDS

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Raúl Tempone

Research Interests

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Contact this professor

Articles (9)

Lagrangian relaxation for continuous-time optimal control of coupled hydrothermal power systems including storage capacity and a cascade of hydropower systems with time delays

Numerical smoothing with hierarchical adaptive sparse grids and quasi-Monte Carlo methods for efficient option pricing

A Wasserstein coupled particle filter for multilevel estimation

Goal-oriented adaptive finite element multilevel Monte Carlo with convergence rates

Principal component density estimation for scenario generation using normalizing flows

Statistical learning for fluid flows: Sparse Fourier divergence-free approximations

Quantifying uncertainty with a derivative tracking SDE model and application to wind power forecast data

A note on tools for prediction under uncertainty and identifiability of SIR-like dynamical systems for epidemiology

Multilevel double loop Monte Carlo and stochastic collocation methods with importance sampling for Bayesian optimal experimental design

Collaborators (3)

Ahmed Kebaier

Luis Felipe da Rosa Espath

Chiheb Ben Hammouda

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