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math.ST2024
Where does the tail start? Inflection Points and Maximum Curvature as Boundaries
Rafael Cabral, Maria de Iorio, Andrea Cremaschi
Understanding the tail behavior of distributions is crucial in statistical theory. For instance, the tail of a distribution plays a ubiquitous role in extreme value statistics, whe…
stat.CO2024★ 1 cited
Doubly Adaptive Importance Sampling
Willem van den Boom, Andrea Cremaschi, Alexandre H. Thiery
We propose an adaptive importance sampling scheme for Gaussian approximations of intractable posteriors. Optimization-based approximations like variational inference can be too ina…