2 papers
stat.CO2026
Optimal Sampling for Kernel Quadrature on Unbounded Domains
Edoardo Bandoni, Christian Robert, Julien Stoehr
Kernel quadrature is widely used to approximate integrals of smooth functions, with worst-case error typically decaying at the minimax rate for smoothness in dimensi…
stat.ME2026
Entropic Mirror Monte Carlo
Anas Cherradi, Yazid Janati, Alain Durmus +3
Importance sampling is a Monte Carlo method which designs estimators of expectations under a target distribution using weighted samples from a proposal distribution. When the targe…