41 citations · 198 across the 24 of their papers we have counts for
3 papers · 1 filter
Certified Bayesian optimal experimental design: from Expected Information Gain to Signal-to-Noise Ratio
Mohamed Doumbouya, Arthur Vidard, Olivier Zahm
Optimal experimental design is often formulated as the maximization of the Expected Information Gain (EIG), which measures the expected reduction in uncertainty about a parameter o…
Gradient-free Riemannian Langevin Sampler
Ricardo Baptista, Olivier Zahm
We address the problem of efficiently sampling multimodal probability distributions, where standard Markov Chain Monte Carlo methods often suffer from poor mixing and mode trapping…
A new gradient-free active subspace estimation method with application to rare event probability estimation
Valentin Breaz, Miguel Munoz Zuniga, Olivier Zahm +1
To reduce the cost of estimating the probability of a rare event involving a very large number of random parameters, we propose a new strategy for dimension reduction coupled with…