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cs.LG2026
Robust Importance Sampling for Rare Events via Constrained Gaussian Mixtures
Paweł Lorek, Rafał Nowak, Rafał Topolnicki +2
We study estimating rare-event probabilities with and general $g : \mathbb{R}^d \to \m…
cs.LG2026
Reducing Estimation Uncertainty Using Normalizing Flows and Stratification
Paweł Lorek, Rafał Nowak, Rafał Topolnicki +3
Estimating the expectation of a real-valued function of a random variable from sample data is a critical aspect of statistical analysis, with far-reaching implications in various a…