output
20042009
most citedVariational Monte Carlo Method Combined with Quantum-Number Projection and Multi-Variable Optimization

144 citations

researchers with a paper here
collaborating institutions

19 papers

math.PR2009

Stability of Feynman-Kac formulae with path-dependent potentials

Nicolas Chopin, Pierre Del Moral, Sylvain Rubenthaler

Several particle algorithms admit a Feynman-Kac representation such that the potential function may be expressed as a recursive function which depends on the complete state traject…

stat.ME2009

Bayesian Core: The Complete Solution Manual

Christian P. Robert, Jean-Michel Marin

This solution manual contains the unabridged and original solutions to all the exercises proposed in Bayesian Core, along with R programs when necessary.

stat.CO2009★ 49 cited

Importance sampling methods for Bayesian discrimination between embedded models

Jean-Michel Marin, Christian P. Robert

This paper surveys some well-established approaches on the approximation of Bayes factors used in Bayesian model choice, mostly as covered in Chen et al. (2000). Our focus here is…

q-fin.CP2009

Double Kernel estimation of sensitivities

Romuald Elie

This paper adresses the general issue of estimating the sensitivity of the expectation of a random variable with respect to a parameter characterizing its evolution. In finance for…

math.ST2009★ 1 cited

Transductive versions of the LASSO and the Dantzig Selector

Pierre Alquier, Mohamed Hebiri

We consider the linear regression problem, where the number of covariates is possibly larger than the number of observations , under sparsit…

math.ST2009

Sparse classification boundaries

Yuri I. Ingster, Christophe Pouet, Alexandre B. Tsybakov

Given a training sample of size from a -dimensional population, we wish to allocate a new observation to this population or to the noise. We suppose that the dif…