12 citations · 25 across the 8 of their papers we have counts for
3 papers · 1 filter
The reproducing Stein kernel approach for post-hoc corrected sampling
Liam Hodgkinson, Robert Salomone, Fred Roosta
Stein importance sampling is a widely applicable technique based on kernelized Stein discrepancy, which corrects the output of approximate sampling algorithms by reweighting the em…
Monte Carlo Estimation of the Density of the Sum of Dependent Random Variables
Patrick J. Laub, Robert Salomone, Zdravko I. Botev
We study an unbiased estimator for the density of a sum of random variables that are simulated from a computer model. A numerical study on examples with copula dependence is conduc…
Stratified Splitting for Efficient Monte Carlo Integration
Radislav Vaisman, Robert Salomone, Dirk P. Kroese
The efficient evaluation of high-dimensional integrals is of importance in both theoretical and practical fields of science, such as data science, statistical physics, and machine…