Publications

Peer-Reviewed Publications

• Carlon, A. G.*, Espath, L. and Tempone, R. (2024). Approximating Hessian matrices using Bayesian inference: a new approach for quasi-Newton methods in stochastic optimization. Optimization Methods and Software, 39(6), 1352–1382. DOI:10.1080/10556788.2024.2339226
• Carlon, A. G., Maia, C. D. d. C. D., Lopez, R. H.*, Torii, A. J., and Miguel, L. F. F. (2023). A polynomial chaos efficient global optimization approach for Bayesian optimal experimental design. Probabilistic Engineering Mechanics, 72, 103454. DOI:10.1016/j.probengmech.2023.103454
• Carlon, A. G.*, Kroetz, H. M., Torii, A. J., Lopez, R. H., and Miguel, L. F. F. (2022). Risk optimization using the Chernoff bound and stochastic gradient descent. Reliability Engineering & System Safety, 223, 108512. DOI:10.1016/j.ress.2022.108512
• Carlon, A. G.*, Torii, A. J., Lopez, R. H., and de Cursi, J. E. S. (2021). Stochastic gradient descent for risk optimization. In Proceedings of the 5th International Symposium on Uncertainty Quantification and Stochastic Modelling: Uncertainties 2020, pages 424–435. Springer International Publishing. DOI:10.1007/978-3-030-53669-5_31
• Carlon, A. G.*, Dia, B. M., Espath, L., Lopez, R. H., and Tempone, R. (2020). Nesterov-aided stochastic gradient methods using Laplace approximation for Bayesian design optimization. Computer Methods in Applied Mechanics and Engineering, 363, 112909. DOI:10.1016/j.cma.2020.112909
• Carlon, A. G.*, Lopez, R. H., Espath, L., Miguel, L. F. F., and Beck, A. T. (2019). A stochastic gradient approach for the reliability maximization of passively controlled structures. Engineering Structures, 186, 1–12. DOI:10.1016/j.engstruct.2019.01.121
• Lopez, R.*, Cursi, J. S., and Carlon, A. G. (2018). A state estimation approach based on stochastic expansions. Computational and Applied Mathematics, 37, 3399–3430. DOI:10.1007/s40314-017-0515-0
• Carlon, A. G.*, Lopez, R. H., and Espath, L. (2017). Stochastic optimization for design of experiments. In Proceedings of the XXXVIII Iberian Latin-American Congress on Computational Methods in Engineering. DOI:10.20906/cps/cilamce2017-0149

Submitted Publications

• Bartuska, A.*, Carlon, A. G., Espath, L., Krumscheid, S., and Tempone, R. (2024). Double-loop quasi-Monte Carlo estimator for nested integration. Submitted to Computers and Mathematics with Applications.
• Carlon, A. G., Espath, L.*, Lopez, R., and Tempone, R. (2024). Multi-iteration stochastic optimizers. Submitted to Computational Optimization and Applications.

Book Chapters and Conference Proceedings

• de Cursi, E. S.*, Lopez, R. H., and Carlon, A. G. (2019). A new approach for state estimation. Chapter in Uncertainty Modeling for Engineering Applications, pages 41–54.
• Lopez, R. H.*, de Cursi, E. S., and Carlon, A. G. (2015). State estimation based on stochastic polynomials and variational approximation. In Proceedings of the 3rd International Symposium on Uncertainty Quantification and Stochastic Modeling, pages 41–54.

Preprints

• Bartuska, A.*, Carlon, A. G., Espath, L., Krumscheid, S. and Tempone, R. (2024). Multilevel randomized quasi-Monte Carlo estimator for nested integration. arXiv preprint atarXiv:2412.07723

* denotes corresponding author