6 citations · 6 across the 3 of their papers we have counts for
3 papers
Error Bounds for Importance Sampling with Estimated Proposal Distributions
Cathrine Aeckerle-Willems, Ilja Klebanov, Simon Weissmann
Importance sampling with data-driven proposal distributions is widely used in practice. A common workflow first generates an auxiliary sample of size from an approximation of t…
Concentration analysis of multivariate elliptic diffusion processes
Cathrine Aeckerle-Willems, Claudia Strauch, Lukas Trottner
We prove concentration inequalities and associated PAC bounds for continuous- and discrete-time additive functionals for possibly unbounded functions of multivariate, nonreversible…
Sup-norm adaptive simultaneous drift estimation for ergodic diffusions
Cathrine Aeckerle-Willems, Claudia Strauch
We consider the question of estimating the drift and the invariant density for a large class of scalar ergodic diffusion processes, based on continuous observations, in -norm…