Dynamical low-rank approximation (DLRA) methods have emerged as a powerful numerical framework for addressing the challenges posed by high-dimensional problems. By restricting the evolution of a ...

This is a preview. Log in through your library . Abstract The paper applies the theory developed in Part I to the discrete normal approximation in total variation of random vectors in ℤd. We ...

The framework of Stein's method for Poisson process approximation is presented from the point of view of Palm theory, which is used to construct Stein identities and define local dependence. A general ...

In this talk we present few instances of multilevel approximation methods involving PDEs with random parameters and associated scalar output quantities of interest (QoI). Multilevel methods aim at ...

In this paper we evaluate the single-loss approximation method for high-quantile loss estimation on the basis of SAS OpRisk Global Data. Due to its simplicity, the single-loss approximation method has ...