2 citations · 3 across the 3 of their papers we have counts for
3 papers
stat.ML2024★ 1 cited
Sliced-Wasserstein Estimation with Spherical Harmonics as Control Variates
Rémi Leluc, Aymeric Dieuleveut, François Portier +2
The Sliced-Wasserstein (SW) distance between probability measures is defined as the average of the Wasserstein distances resulting for the associated one-dimensional projections. A…
math.NA2023
Speeding up Monte Carlo Integration: Control Neighbors for Optimal Convergence
Rémi Leluc, François Portier, Johan Segers +1
A novel linear integration rule called is proposed in which nearest neighbor estimates act as control variates to speed up the convergence rate of the…
stat.ML2022★ 2 cited
A Quadrature Rule combining Control Variates and Adaptive Importance Sampling
Rémi Leluc, François Portier, Johan Segers +1
Driven by several successful applications such as in stochastic gradient descent or in Bayesian computation, control variates have become a major tool for Monte Carlo integration.…