3 papers
math.ST2026
On importance sampling and independent Metropolis-Hastings with an unbounded weight function
George Deligiannidis, Pierre E. Jacob, El Mahdi Khribch +1
Importance sampling and independent Metropolis-Hastings are among the fundamental building blocks of Monte Carlo methods. Both require a proposal distribution that globally approxi…
stat.ML2026
Robust Bayesian Inference via Variational Approximations of Generalized Rho-Posteriors
EL Mahdi Khribch, Pierre Alquier
We introduce the -posterior, a modified version of the -posterior, obtained by replacing the supremum over competitor parameters with a softmax aggregation. This…
stat.ML2025
Convergence of Statistical Estimators via Mutual Information Bounds
El Mahdi Khribch, Pierre Alquier
Recent advances in statistical learning theory have revealed profound connections between mutual information (MI) bounds, PAC-Bayesian theory, and Bayesian nonparametrics. This wor…