Håkon Hoel

According to our database, Håkon Hoel authored at least 15 papers between 2014 and 2024.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of five.

2024

A fast and accurate numerical method for the left tail of sums of independent random variables.

Nadhir Ben Rached, Håkon Hoel, Johannes Vincent Meo

Stat. Comput., December, 2024

Higher-order spring-coupled multilevel Monte Carlo method for invariant measures.

Sankarasubramanian Ragunathan, Håkon Andreas Hoel

CoRR, 2024

2022

Improved Efficiency of Multilevel Monte Carlo for Stochastic PDE through Strong Pairwise Coupling.

Neil K. Chada, Håkon Hoel, Ajay Jasra, Georgios E. Zouraris

J. Sci. Comput., 2022

Multi-index ensemble Kalman filtering.

Håkon Hoel, Gaukhar Shaimerdenova, Raúl Tempone

J. Comput. Phys., 2022

Higher-order adaptive methods for exit times of Itô diffusions.

Håkon Hoel, Sankarasubramanian Ragunathan

CoRR, 2022

2021

Multilevel ensemble Kalman filtering for spatio-temporal processes.

Alexey Chernov, Håkon Hoel, Kody J. H. Law, Fabio Nobile, Raúl Tempone

Numerische Mathematik, 2021

A simple approach to proving the existence, uniqueness, and strong and weak convergence rates for a broad class of McKean-Vlasov equations.

Abdul-Lateef Haji-Ali, Håkon Hoel, Raúl Tempone

CoRR, 2021

2020

Multilevel Ensemble Kalman Filtering with local-level Kalman gains.

Håkon Hoel, Gaukhar Shaimerdenova, Raúl Tempone

CoRR, 2020

2019

Central limit theorems for multilevel Monte Carlo methods.

Håkon Hoel, Sebastian Krumscheid

J. Complex., 2019

2016

Computable Error Estimates for Finite Element Approximations of Elliptic Partial Differential Equations with Rough Stochastic Data.

Eric Joseph Hall, Håkon Hoel, Mattias Sandberg, Anders Szepessy, Raúl Tempone

SIAM J. Sci. Comput., 2016

Multilevel ensemble Kalman filtering.

Håkon Hoel, Kody J. H. Law, Raúl Tempone

SIAM J. Numer. Anal., 2016

2014

An Extension of Clarke's Model With Stochastic Amplitude Flip Processes.

Håkon Hoel, Henrik Nyberg

IEEE Trans. Commun., 2014

On NonAsymptotic Optimal Stopping Criteria in Monte Carlo Simulations.

Christian Bayer, Håkon Hoel, Erik von Schwerin, Raúl Tempone

SIAM J. Sci. Comput., 2014

Implementation and analysis of an adaptive multilevel Monte Carlo algorithm.

Håkon Hoel, Erik von Schwerin, Anders Szepessy, Raúl Tempone

Monte Carlo Methods Appl., 2014

Construction of a Mean Square Error Adaptive Euler-Maruyama Method With Applications in Multilevel Monte Carlo.

Håkon Hoel, Juho Häppölä, Raúl Tempone

Proceedings of the Monte Carlo and Quasi-Monte Carlo Methods, 2014