5 citations · 7 across the 5 of their papers we have counts for
6 papers
Impact of Residential Retrofits on Gas and Electricity Consumption in France
Charly Andral, Laetitia Leduc, Guillaume Matheron +1
This study examines the impact of residential energy retrofits on household energy consumption in France using smart meter data from nearly 2,500 Hello Watt users, using a two-peri…
Permutations accelerate Approximate Bayesian Computation
Antoine Luciano, Charly Andral, Christian P. Robert +1
Approximate Bayesian Computation (ABC) methods have become essential tools for performing inference when likelihood functions are intractable or computationally prohibitive. Howeve…
Automated Techniques for Efficient Sampling of Piecewise-Deterministic Markov Processes
Charly Andral, Kengo Kamatani
Piecewise deterministic Markov processes (PDMPs) are a class of continuous-time Markov processes that were recently used to develop a new class of Markov chain Monte Carlo algorith…
Combining Normalizing Flows and Quasi-Monte Carlo
Charly Andral
Recent advances in machine learning have led to the development of new methods for enhancing Monte Carlo methods such as Markov chain Monte Carlo (MCMC) and importance sampling (IS…
The Importance Markov Chain
Charly Andral, Randal Douc, Hugo Marival +1
The Importance Markov chain is a novel algorithm bridging the gap between rejection sampling and importance sampling, moving from one to the other through a tuning parameter. Based…
An attempt to trace the birth of importance sampling
Charly Andral
In this note, we try to trace the birth of importance sampling (IS) back to 1949. We found the classical formulation of IS in a paper from Kahn in June 1949. As for the appearance…