4 papers
Convex Order Comparisons for Sub-Gamma Random Variables
El Mahdi Khribch, Badr-Eddine Chérief-Abdellatif
Recent work has shown that sub-Gaussian random variables are dominated in convex order by a sharp multiple of a Gaussian. We study the analogous question for the sub-Gamma class un…
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 mo…
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…
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…