Tamborrino, Massimiliano
- Spectral Density-Based and Measure-Preserving ABC for partially observed\n diffusion processes. An illustration on Hamiltonian SDEs
2019/03/04 by Evelyn Buckwar, Buckwar, Evelyn, Massimiliano Tamborrino +3 · 3 citations
Computer Science · Mathematics · #62Mxx #Bayesian Methods and Mixture Models #Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #Gaussian Processes and Bayesian Inference #Markov Chains and Monte Carlo Methods #Methodology (stat.ME) #Statistics Theory (math.ST)
- A splitting method for SDEs with locally Lipschitz drift: Illustration on the FitzHugh-Nagumo model
2021/01/04 by Evelyn Buckwar, Buckwar, Evelyn, Adeline Samson +5 · 3 citations
Economics, Econometrics and Finance · Engineering · Mathematics · #Stochastic processes and financial applications #Fluid Dynamics and Turbulent Flows #Statistical Methods and Inference
- Network inference via approximate Bayesian computation. Illustration on a stochastic multi-population neural mass model
2023/06/27 by Ditlevsen, Susanne, Tamborrino, Massimiliano, Tubikanec, Irene · 2 citations
#FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Numerical Analysis (math.NA)
- Error bound analysis of the stochastic parareal algorithm
2022/11/10 by Kamran Pentland, Pentland, Kamran, Massimiliano Tamborrino +3 · 1 citation
Computer Science · Mathematics · #65C99 #65L70 #65Y05 #Cellular Automata and Applications #Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #Matrix Theory and Algorithms #Numerical Analysis (math.NA) #Numerical methods for differential equations
- Boundary crossing problems and functional transformations for Ornstein-Uhlenbeck processes
2022/10/04 by Aria Ahari, Ahari, Aria, Larbi Alili +3 · 1 citation
Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #35K05 #60J50 #60J60 #FOS: Mathematics #Probability (math.PR) #Quantum chaos and dynamical systems #Spectral Theory in Mathematical Physics #Stochastic processes and financial applications
- Inference for the stochastic FitzHugh-Nagumo model from real action potential data via approximate Bayesian computation
2024/05/28 by Samson, Adeline, Tamborrino, Massimiliano, Tubikanec, Irene · 2 citations
#60H10 #60H35 #65C30 #Computation (stat.CO) #Dynamical Systems (math.DS) #FOS: Computer and information sciences #FOS: Mathematics
- Inference for Diffusion Processes via Controlled Sequential Monte Carlo and Splitting Schemes
2025/07/19 by Shu Huang, Richard G. Everitt, Huang, Shu +5 · 4 voices · 1 citation
#stat.CO #stat.ME
- RandNet-Parareal: a time-parallel PDE solver using Random Neural Networks
2024/11/09 by Gattiglio, Guglielmo, Grigoryeva, Lyudmila, Tamborrino, Massimiliano · 1 citation
#65L05 #65M22 #65M55 #65Y05 #68T07 #68T09 #Computation (stat.CO) #Distributed #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (stat.ML) #Numerical Analysis (math.NA) #Parallel #and Cluster Computing (cs.DC)