Safe and adaptive importance sampling: a mixture approach

v1v2v3v4 (latest)

Safe and adaptive importance sampling: a mixture approach

20 March 2019

Franccois Portier

ArXiv (abs)PDF HTML

Papers citing "Safe and adaptive importance sampling: a mixture approach"

7 / 7 papers shown

Title
Stochastic mirror descent for nonparametric adaptive importance sampling Pascal Bianchi B. Delyon Victor Priser François Portier 58 3 0 20 Sep 2024
A Quadrature Rule combining Control Variates and Adaptive Importance Sampling Rémi Leluc Franccois Portier Johan Segers Aigerim Zhuman 75 2 0 24 May 2022
Tempered, Anti-trunctated, Multiple Importance Sampling Grégoire Aufort Pierre Pudlo D. Burgarella 62 0 0 03 May 2022
Adaptive Importance Sampling meets Mirror Descent: a Bias-variance tradeoff Anna Korba Franccois Portier 80 14 0 29 Oct 2021
Asymptotic Analysis of Conditioned Stochastic Gradient Descent Rémi Leluc Franccois Portier 88 4 0 04 Jun 2020
Infinite-dimensional gradient-based descent for alpha-divergence minimisation Kamélia Daudel Randal Douc Franccois Portier 89 18 0 20 May 2020
Collective Proposal Distributions for Nonlinear MCMC samplers: Mean-Field Theory and Fast Implementation Grégoire Clarté A. Diez Jean Feydy 79 8 0 18 Sep 2019