3 citations · 7 across the 3 of their papers we have counts for
3 papers
stat.CO2020★ 3 cited
Ensemble Rejection Sampling
George Deligiannidis, Arnaud Doucet, Sylvain Rubenthaler
We introduce Ensemble Rejection Sampling, a scheme for exact simulation from the posterior distribution of the latent states of a class of non-linear non-Gaussian state-space model…
math.PR2014★ 1 cited
Particle systems with a singular mean-field self-excitation. Application to neuronal networks
F. Delarue, J. Inglis, S. Rubenthaler +1
We discuss the construction and approximation of solutions to a nonlinear McKean-Vlasov equation driven by a singular self-excitatory interaction of the mean-field type. Such an eq…
math.PR2010★ 3 cited
Convergence of U-statistics for interacting particle systems
P. Del Moral, F. Patras, S. Rubenthaler
The convergence of U-statistics has been intensively studied for estimators based on families of i.i.d. random variables and variants of them. In most cases, the independence assum…