Implied stopping rules for American basket options from Markovian projection  2017

• Implied Stopping Rules for American Basket Options from Markovian Projection

A hierarchical Bayesian setting for an inverse problem in linear parabolic PDEs with noisy boundary conditions  2017

• A hierarchical Bayesian setting for an inverse problem in linear parabolic PDEs with noisy boundary conditions

Multilevel weighted least squares polynomial approximation   2017

• Multilevel methods
• least squares approximation
• multivariate approximation
• polynomial approximation
• error analysis

On the thermodynamics of the Swift–Hohenberg theory

• Phase-field
• Gradient theory
• Thermodynamics of continua
• Swift–Hohenberg theory

Bayesian Parameter Estimation via Filtering and Functional Approximations

• Bayesian Parameter Estimation via Filtering and Functional Approximations

On the Efficient Simulation of Outage Probability in a Log-normal Fading Environment

• On the Efficient Simulation of Outage Probability in a Log-normal Fading Environment

On the Efficient Simulation of the Left-Tail of the Sum of Correlated Log-normal Variates

• On the Efficient Simulation of the Left-Tail of the Sum of Correlated Log-normal Variates

HLIBCov: Parallel Hierarchical Matrix Approximation of Large Covariance Matrices and Likelihoods with Applications in Parameter Identification

• HLIBPro
• HLIBCov
• parallel hierarchical matrices
• approximating large covariance matrice
• parameter estimation,
• Gaussian likelihood

Direct numerical simulation of bi-disperse particle-laden gravity currents in the channel configuration

• Bi-disperse flows
• Particle-laden gravity currents
• Direct numerical simulation
• Energy budget

Tucker Tensor analysis of Matern functions in spatial statistics

• Fourier transform
• low-rank tensor approximation
• geostatistical optimal design
• kriging
• Matern covariance
• Hilbert tensor,
• Kalman filter
• Bayesian update
• loglikelihood surrogate

Multilevel ensemble Kalman filtering for spatio-temporal processes

• Monte Carlo
• multilevel
• filtering
• Kalman filter
• ensemble Kalman filter
• partial differential equations (PDE)

Multilevel and Multi-index Monte Carlo methods for the McKean–Vlasov equation.

• Multi-index Monte Carlo
• Multilevel Monte Carlo
• Monte Carlo Particle systems
• McKean–Vlasov Mean-field
• Stochastic differential equations
• Combination-technique
• Sparse approximation
• Weak approximation

On the Efficient Simulation of the Distribution of the Sum of Gamma-Gamma Variates with Application to the Outage Probability Evaluation Over Fading Channels

• Gamma-Gamma
• generalized-K
• Importance sampling
• Monte Carlo
• bounded relative error
• Outage probability
• diversity techniques

A Unified Moment-Based Approach for the Evaluation of the Outage Probability with Noise and Interference

• moment-based approach
• Outage probability
• generalized fading environment
• interference
• power series expansion
• cross-moments
• convergence study
• selection diversity