Émilie Chouzenoux

activity

20202024

most citedA divergence-based condition to ensure quantile improvement in black-box global optimization

1 citations · 1 across the 6 of their papers we have counts for

collaborators

Showing stat.COShow all

2 papers · 1 filter

stat.CO2024

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…

stat.CO2023

Adaptive importance sampling for heavy-tailed distributions via $α$ -divergence minimization

Thomas Guilmeau, Nicola Branchini, Emilie Chouzenoux +1

Adaptive importance sampling (AIS) algorithms are widely used to approximate expectations with respect to complicated target probability distributions. When the target has heavy ta…

GraphGrad: Efficient Estimation of Sparse Polynomial Representations for General State-Space Models

Adaptive importance sampling for heavy-tailed distributions via α-divergence minimization

Adaptive importance sampling for heavy-tailed distributions via $α$ -divergence minimization