324 citations · 484 across the 31 of their papers we have counts for
10 papers · 1 filter
Easy Conditioning far beyond Gaussian
Antoine Faul, David Ginsbourger, Ben Spycher
Multivariate Gaussian distributions enjoy Gaussian conditional distributions that makes conditioning easy: conditioning boils down to implementing analytical formulae for condition…
An energy-based model approach to rare event probability estimation
Lea Friedli, David Ginsbourger, Arnaud Doucet +1
The estimation of rare event probabilities plays a pivotal role in diverse fields. Our aim is to determine the probability of a hazard or system failure occurring when a quantity o…
Evaluating forecasts for high-impact events using transformed kernel scores
Sam Allen, David Ginsbourger, Johanna Ziegel
It is informative to evaluate a forecaster's ability to predict outcomes that have a large impact on the forecast user. Although weighted scoring rules have become a well-establish…
Fast ABC with joint generative modelling and subset simulation
Eliane Maalouf, David Ginsbourger, Niklas Linde
We propose a novel approach for solving inverse-problems with high-dimensional inputs and an expensive forward mapping. It leverages joint deep generative modelling to transfer the…
Goal-oriented adaptive sampling under random field modelling of response probability distributions
Athénaïs Gautier, David Ginsbourger, Guillaume Pirot
In the study of natural and artificial complex systems, responses that are not completely determined by the considered decision variables are commonly modelled probabilistically, r…
Fast calculation of Gaussian Process multiple-fold cross-validation residuals and their covariances
David Ginsbourger, Cedric Schärer
We generalize fast Gaussian process leave-one-out formulae to multiple-fold cross-validation, highlighting in turn the covariance structure of cross-validation residuals in both Si…