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20072024
most citedState-Of-The-Art Algorithms For Low-Rank Dynamic Mode Decomposition

1 citations · 1 across the 3 of their papers we have counts for

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stat.CO2024

Adaptive reduced tempering For Bayesian inverse problems and rare event simulation

Frederic Cerou, Patrick Heas, Mathias Rousset

This work proposes an adaptive sequential Monte Carlo sampling algorithm to solve Bayesian inverse problems in scenarios where likelihood evaluations are costly but can be approxim…

stat.CO2018

Selecting Reduced Models in the Cross-Entropy Method

Patrick Héas

This paper deals with the estimation of rare event probabilities using importance sampling (IS), where an optimal proposal distribution is computed with the cross-entropy (CE) meth…