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math.PR2026
The Wasserstein cost of Importance Sampling
Simon Coste, Michael Goldman
Importance sampling (IS) consists in biasing samples from a distribution towards another distribution . Concretely, given samples from , the IS measure is $$\hat{g}…
math.PR2026
The delocalization of eigenvectors of real elliptic matrices
Lucas Benigni, Simon Coste, Guillaume Dubach
We investigate delocalization phenomena for eigenvectors of real random matrices that are invariant by orthogonal transformations. A specific phenomenon with these ensembles is tha…