4 citations · 12 across the 9 of their papers we have counts for
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Sliced-Wasserstein Estimation with Spherical Harmonics as Control Variates
Rémi Leluc, Aymeric Dieuleveut, François Portier +2
The Sliced-Wasserstein (SW) distance between probability measures is defined as the average of the Wasserstein distances resulting for the associated one-dimensional projections. A…
A Quadrature Rule combining Control Variates and Adaptive Importance Sampling
Rémi Leluc, François Portier, Johan Segers +1
Driven by several successful applications such as in stochastic gradient descent or in Bayesian computation, control variates have become a major tool for Monte Carlo integration.…
SGD with Coordinate Sampling: Theory and Practice
Rémi Leluc, François Portier
While classical forms of stochastic gradient descent algorithm treat the different coordinates in the same way, a framework allowing for adaptive (non uniform) coordinate sampling…
Feature Clustering for Support Identification in Extreme Regions
Hamid Jalalzai, Rémi Leluc
Understanding the complex structure of multivariate extremes is a major challenge in various fields from portfolio monitoring and environmental risk management to insurance. In the…