57 citations · 111 across the 16 of their papers we have counts for
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stat.CO2021★ 2 cited
NEO: Non Equilibrium Sampling on the Orbit of a Deterministic Transform
Achille Thin, Yazid Janati, Sylvain Le Corff +5
Sampling from a complex distribution and approximating its intractable normalizing constant Z are challenging problems. In this paper, a novel family of importance samplers (IS…
stat.CO2017
Tail approximations for sums of dependent regularly varying random variables under Archimedean copula models
Hélène Cossette, Etienne Marceau, Quang Huy Nguyen +1
In this paper, we compare two numerical methods for approximating the probability that the sum of dependent regularly varying random variables exceeds a high threshold under Archim…