Fabio Nobile
- Multi-index Monte Carlo: when sparsity meets sampling
2015/06/26 by Abdul-Lateef Haji-Ali, Fabio Nobile, Raúl Tempone · 11 citations
Mathematics · Decision Sciences · #Mathematical Approximation and Integration #Probabilistic and Robust Engineering Design #Statistical Methods and Inference
- Stable high-order randomized cubature formulae in arbitrary dimension
2018/12/19 by Giovanni Migliorati, Fabio Nobile, Migliorati, Giovanni +1 · 1 citation
Decision Sciences · Mathematics · #FOS: Mathematics #Mathematical Approximation and Integration #Numerical Analysis (math.NA) #Probabilistic and Robust Engineering Design #Statistical Methods and Inference
- PDE-constrained optimal control problems with uncertain parameters using\n SAGA
2018/10/31 by Matthieu Martin, Fabio Nobile, Martin, Matthieu C. +1 · 1 citation
Decision Sciences · Mathematics · #Probabilistic and Robust Engineering Design #Probability and Risk Models #Statistical Methods and Inference
- Robust high-order low-rank BUG integrators based on explicit Runge--Kutta methods
2025/02/10 by Fabio Nobile, Nobile, Fabio, Sébastien Riffaud +1 · 1 citation
Computer Science · Mathematics · Physics and Astronomy · #Matrix Theory and Algorithms #Model Reduction and Neural Networks #Numerical methods for differential equations #cs.NA #math.DS #math.NA
- Dynamical Low-Rank Filters for Data Assimilation
2026/07/29 by Yoshihito Kazashi, Youssef Marzouk, Fabio Nobile +1 · 1 citation
Mathematics · Computer Science · #math.NA #cs.NA #msc:60G35 #msc:60H35 #msc:62M20 #msc:65C35 #msc:65F55
- Dynamical Low-Rank Smoothing
2026/07/29 by Youssef Marzouk, Fabio Nobile, Fabio Zoccolan
Mathematics · Computer Science · #math.NA #cs.NA #msc:62M20 #msc:60G35 #msc:60H35 #msc:65C35 #msc:65F55