4 citations · 7 across the 7 of their papers we have counts for
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math.ST2018
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…
math.ST2018
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…
math.ST2018
Monte Carlo integration with a growing number of control variates
François Portier, Johan Segers
It is well known that 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…