no code implementations • 5 Oct 2023 • Pål Forr Austnes, Celia García-Pareja, Fabio Nobile, Mario Paolone
Accurate and reliable electricity load forecasts are becoming increasingly important as the share of intermittent resources in the system increases.
no code implementations • 8 Mar 2023 • Celia García-Pareja, Fabio Nobile
In this paper we propose an unbiased Monte Carlo maximum likelihood estimator for discretely observed Wright-Fisher diffusions.
no code implementations • 23 Dec 2019 • Panagiotis Tsilifis, Iason Papaioannou, Daniel Straub, Fabio Nobile
The challenges for non-intrusive methods for Polynomial Chaos modeling lie in the computational efficiency and accuracy under a limited number of model simulations.