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Total result(s) found: 4
  • E. Cramer, A. Mitsos, R. Tempone, and M. Dahmen. "Principal Component Density Estimation for Scenario Generation Using Normalizing Flows", arXiv preprint  arXiv:2104.10410, 2021​​​​​​​
Keywords:
Renewable energy, scenario generation, normalizing flows, dimensionality reduction, principal component analysis
  • J. Kiessling, E. Strom, and R. Tempone. "Wind Field Reconstruction with Adaptive Random Fourier Features", arXiv preprint  arXiv:2102.02356, 2021​​​​​​
Keywords:
Random Fourier features, neural networks, Metropolis algorithm, discrete Fourier, physical loss function, spatial interpolation, machine learning, wind field reconstruction, flow field estimation
  • N. Ben Rached, A.-L Haji-Ali,  G. Rubino, and R. Tempone. "Efficient Importance Sampling for Large Sums of Independent and Identically Distributed Random Variables", arXiv preprint  arXiv:2101.09514​​, 2021​​​
Keywords:
Importance sampling, rare event, exponential twisting, Gamma IS PDF
  • A.-L Haji-Ali,  H. Hoel , and R. Tempone. "A simple approach to proving the existence, uniqueness, and strong and weak convergence rates for a broad class of McKean--Vlasov equations", arXiv preprint  arXiv:2101.00886​​​​​​​​, 2021​​
Keywords:
Interacting stochastic particle systems, Stochastic mean-field limit, Weak and strong convergence rates.