2 papers
stat.ME2026
Wasserstein Distributionally Robust Rare-Event Simulation
Dohyun Ahn, Huiyi Chen, Lewen Zheng
Standard rare-event simulation techniques require exact distributional specifications, which limits their effectiveness in the presence of distributional uncertainty. To address th…
astro-ph.IM2022
Nested sampling statistical errors
Andrew Fowlie, Qiao Li, Huifang Lv +3
Nested sampling (NS) is a popular algorithm for Bayesian computation. We investigate statistical errors in NS both analytically and numerically. We show two analytic results. First…