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stat.CO2023
Adaptive importance sampling for heavy-tailed distributions via -divergence minimization
Thomas Guilmeau, Nicola Branchini, Emilie Chouzenoux +1
Adaptive importance sampling (AIS) algorithms are widely used to approximate expectations with respect to complicated target probability distributions. When the target has heavy ta…
math.ST2023
On variational inference and maximum likelihood estimation with the λ-exponential family
Thomas Guilmeau, Emilie Chouzenoux, Víctor Elvira
The λ-exponential family has recently been proposed to generalize the exponential family. While the exponential family is well-understood and widely used, this it not the case of t…