3 papers
stat.CO2024
Doubly Adaptive Importance Sampling
Willem van den Boom, Andrea Cremaschi, Alexandre H. Thiery
We propose an adaptive importance sampling scheme for Gaussian approximations of intractable posteriors. Optimization-based approximations like variational inference can be too ina…
stat.ME2023
Graph of Graphs: From Nodes to Supernodes in Graphical Models
Maria De Iorio, Willem van den Boom, Alexandros Beskos +2
High-dimensional data analysis typically focuses on low-dimensional structure, often to aid interpretation and computational efficiency. Graphical models provide a powerful methodo…
stat.ME2023
The Multivariate Bernoulli detector: Change point estimation in discrete survival analysis
Willem van den Boom, Maria De Iorio, Fang Qian +1
Time-to-event data are often recorded on a discrete scale with multiple, competing risks as potential causes for the event. In this context, application of continuous survival anal…