4 citations · 4 across the 1 of their papers we have counts for
5 papers
Individual Survival Curves with Conditional Normalizing Flows
Guillaume Ausset, Tom Ciffreo, Francois Portier +2
Survival analysis, or time-to-event modelling, is a classical statistical problem that has garnered a lot of interest for its practical use in epidemiology, demographics or actuari…
Empirical Risk Minimization under Random Censorship: Theory and Practice
Guillaume Ausset, Stéphan Clémençon, François Portier
We consider the classic supervised learning problem, where a continuous non-negative random label (i.e. a random duration) is to be predicted based upon observing a random vect…
Control variate selection for Monte Carlo integration
Rémi Leluc, François Portier, Johan Segers
Monte Carlo integration with variance reduction by means of control variates can be implemented by the ordinary least squares estimator for the intercept in a multiple linear regre…
Parametric versus nonparametric: the fitness coefficient
Gildas Mazo, François Portier
The fitness coefficient, introduced in this paper, results from a competition between parametric and nonparametric density estimators within the likelihood of the data. As illustra…
Asymptotic optimality of adaptive importance sampling
Bernard Delyon, François Portier
Adaptive importance sampling (AIS) uses past samples to update the \textit{sampling policy} at each stage . Each stage is formed with two steps : (i) to explore the sp…