148 citations · 1.1k across the 40 of their papers we have counts for
5 papers · 1 filter
Repelled point processes with application to numerical integration
Diala Hawat, Gabriel Mastrilli, Rémi Bardenet +1
We look at Monte Carlo numerical integration from a stochastic geometry point of view. While crude Monte Carlo estimators relate to linear statistics of a homogeneous Poisson point…
Smoothing complex-valued signals on Graphs with Monte-Carlo
Hugo Jaquard, Michaël Fanuel, Pierre-Olivier Amblard +3
We introduce new smoothing estimators for complex signals on graphs, based on a recently studied Determinantal Point Process (DPP). These estimators are built from subsets of edges…
On estimating the structure factor of a point process, with applications to hyperuniformity
Diala Hawat, Guillaume Gautier, Rémi Bardenet +1
Hyperuniformity is the study of stationary point processes with a sub-Poisson variance in a large window. In other words, counting the points of a hyperuniform point process that f…
On the zeros of the spectrogram of white noise
Rémi Bardenet, Julien Flamant, Pierre Chainais
In a recent paper, Flandrin [2015] has proposed filtering based on the zeros of a spectrogram, using the short-time Fourier transform and a Gaussian window. His results are based o…
On Markov chain Monte Carlo methods for tall data
Rémi Bardenet, Arnaud Doucet, Chris Holmes
Markov chain Monte Carlo methods are often deemed too computationally intensive to be of any practical use for big data applications, and in particular for inference on datasets co…