1 citations · 2 across the 2 of their papers we have counts for
2 papers
math.ST2023★ 1 cited
Multilevel Surrogate-based Control Variates
Mohamed Reda El Amri, Paul Mycek, Sophie Ricci +1
Monte Carlo (MC) sampling is a popular method for estimating the statistics (e.g. expectation and variance) of a random variable. Its slow convergence has led to the emergence of a…
stat.ML2021★ 1 cited
A sampling criterion for constrained Bayesian optimization with uncertainties
Reda El Amri, Rodolphe Le Riche, Céline Helbert +2
We consider the problem of chance constrained optimization where it is sought to optimize a function and satisfy constraints, both of which are affected by uncertainties. The real…