output
20072025
most citedThree discussions of the paper "sequential quasi-Monte Carlo sampling", by M. Gerber and N. Chopin

125 citations

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stat.ME2020

Testing for equality between conditional copulas given discretized conditioning events

Alexis Derumigny, Jean-David Fermanian, Aleksey Min

Several procedures have been recently proposed to test the simplifying assumption for conditional copulas. Instead of considering pointwise conditioning events, we study the consta…

stat.ME2014★ 4 cited

Noisy Monte Carlo: Convergence of Markov chains with approximate transition kernels

P. Alquier, N. Friel, R. Everitt +1

Monte Carlo algorithms often aim to draw from a distribution by simulating a Markov chain with transition kernel such that is invariant under . However, there are ma…