95 citations · 97 across the 2 of their papers we have counts for
2 papers
math.ST2012★ 95 cited
Convergence of adaptive and interacting Markov chain Monte Carlo algorithms
G. Fort, E. Moulines, P. Priouret
Adaptive and interacting Markov chain Monte Carlo algorithms (MCMC) have been recently introduced in the literature. These novel simulation algorithms are designed to increase the…
math.PR2008★ 2 cited
On adaptive stratification
Pierre Etoré, Gersende Fort, Benjamin Jourdain +1
This paper investigates the use of stratified sampling as a variance reduction technique for approximating integrals over large dimensional spaces. The accuracy of this method crit…