3 papers
stat.CO2025
GraphGrad: Efficient Estimation of Sparse Polynomial Representations for General State-Space Models
Benjamin Cox, Emilie Chouzenoux, Victor Elvira
State-space models (SSMs) are a powerful statistical tool for modelling time-varying systems via a latent state. In these models, the latent state is never directly observed. Inste…
math.OC2024
A divergence-based condition to ensure quantile improvement in black-box global optimization
Thomas Guilmeau, Emilie Chouzenoux, VÃctor Elvira
Black-box global optimization aims at minimizing an objective function whose analytical form is not known. To do so, many state-of-the-art methods rely on sampling-based strategies…
math.ST2024
On variational inference and maximum likelihood estimation with the λ-exponential family
Thomas Guilmeau, Emilie Chouzenoux, VÃctor Elvira
The λ-exponential family has recently been proposed to generalize the exponential family. While the exponential family is well-understood and widely used, this it not the case of…