Zobrazeno 1 - 10
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pro vyhledávání: '"Ballesio, Marco"'
Autor:
Ballesio, Marco, Jasra, Ajay
In this paper, we consider static parameter estimation for a class of continuous-time state-space models. Our goal is to obtain an unbiased estimate of the gradient of the log-likelihood (score function), which is an estimate that is unbiased even if
Externí odkaz:
http://arxiv.org/abs/2105.11522
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 resort to time-discretization of the diffusion process if the transition
Externí odkaz:
http://arxiv.org/abs/2004.03981
Autor:
Ballesio, Marco, Beck, Joakim, Pandey, Anamika, Parisi, Laura, von Schwerin, Erik, Tempone, Raul
We interpret uncertainty in a model for seismic wave propagation by treating the model parameters as random variables, and apply the Multilevel Monte Carlo (MLMC) method to reduce the cost of approximating expected values of selected, physically rele
Externí odkaz:
http://arxiv.org/abs/1810.01710
Autor:
Ballesio, Marco
This thesis studies novel and efficient computational sampling methods for appli- cations in three types of stochastic inversion problems: seismic waveform inversion, filtering problems, and static parameter estimation. A primary goal of a large clas
Externí odkaz:
http://hdl.handle.net/10754/675299
Akademický článek
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Autor:
Ballesio, Marco1,2 (AUTHOR), Jasra, Ajay1 (AUTHOR), von Schwerin, Erik1,2 (AUTHOR), Tempone, Raúl1,2,3 (AUTHOR)
Publikováno v:
Stochastic Analysis & Applications. 2023, Vol. 41 Issue 5, p820-859. 40p.
Akademický článek
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Autor:
Ballesio, Marco, Jasra, Ajay
Publikováno v:
Monte Carlo Methods & Applications; Mar2022, Vol. 28 Issue 1, p61-83, 23p
Autor:
Ballesio, Marco, Beck, Joakim, Pandey, Anamika, Parisi, Laura, von Schwerin, Erik, Tempone, Raúl
Publikováno v:
GEM: International Journal on Geomathematics; 2019, Vol. 10 Issue 1, pN.PAG-N.PAG, 1p
Autor:
Stefano Villani
For almost three hundred years there were those in England who believed that an Italian translation of the Book of Common Prayer could trigger radical change in the political and religious landscape of Italy. The aim was to present the text to the It