208 citations · 373 across the 3 of their papers we have counts for
3 papers
Regret Bounds for Opportunistic Channel Access
Sarah Filippi, Olivier Cappé, Aurélien Garivier
We consider the task of opportunistic channel access in a primary system composed of independent Gilbert-Elliot channels where the secondary (or opportunistic) user does not dispos…
Adaptive Importance Sampling in General Mixture Classes
Olivier Cappé, Randal Douc, Arnaud Guillin +2
In this paper, we propose an adaptive algorithm that iteratively updates both the weights and component parameters of a mixture importance sampling density so as to optimise the im…
Sequential Monte Carlo smoothing with application to parameter estimation in non-linear state space models
Jimmy Olsson, Olivier Cappé, Randal Douc +1
This paper concerns the use of sequential Monte Carlo methods (SMC) for smoothing in general state space models. A well-known problem when applying the standard SMC technique in th…