208 citations
- Centre de Recherche en Économie et StatistiqueFR2 papers
- Université Paris Dauphine-PSLFR2 papers
- Centrale MéditerranéeFR1 paper
- Centre de Recherche en Mathématiques de la DécisionFR1 paper
- Centre Inria de SaclayFR1 paper
- Centre National de la Recherche ScientifiqueFR1 paper
- Institut de Mathématiques de MarseilleFR1 paper
- Institut national de recherche en sciences et technologies du numériqueFR1 paper
- Institut Polytechnique de ParisFR1 paper
- Laboratoire Traitement et Communication de l’InformationFR1 paper
- Télécom ParisFR1 paper
- Télécom SudParisFR1 paper
3 papers
stat.CO2007★ 208 cited
Adaptive Importance Sampling in General Mixture Classes
Olivier Cappé, Randal Douc, Arnaud Guillin +2
In this paper, we propose an adaptive algorithm that iteratively updates both the weights and component parameters of a mixture importance sampling density so as to optimise the im…
math.ST2007
Living conditions: classification of households using the Kohonen algorithm
Sophie Ponthieux, Marie Cottrell
In the analysis of poverty and social exclusion, indicators of living conditions are some interesting non-monetary complements to the usual measurements in terms of current or annu…
math.PR2004★ 34 cited
A mixture representation of πwith applications in Markov chain Monte Carlo and perfect sampling
James P. Hobert, Christian P. Robert
Let X={X_n:n=0,1,2,...} be an irreducible, positive recurrent Markov chain with invariant probability measure π. We show that if X satisfies a one-step minorization condition, then…