80 citations · 122 across the 11 of their papers we have counts for
14 papers
On deviation probabilities in non-parametric regression with heavy-tailed noise
Anna Ben-Hamou, Arnaud Guyader
This paper is devoted to the problem of determining the concentration bounds that are achievable in non-parametric regression. We consider the setting where features are supported…
On the Hill relation and the mean reaction time for metastable processes
Manon Baudel, Arnaud Guyader, Tony Lelièvre
We illustrate how the Hill relation and the notion of quasi-stationary distribution can be used to analyse the biasing error introduced by many numerical procedures that have been…
Efficient large deviation estimation based on importance sampling
Arnaud Guyader, Hugo Touchette
We present a complete framework for determining the asymptotic (or logarithmic) efficiency of estimators of large deviation probabilities and rate functions based on importance sam…
On Synchronized Fleming-Viot Particle Systems
Frédéric Cérou, Arnaud Guyader, Mathias Rousset
This article presents a variant of Fleming-Viot particle systems, which are a standard way to approximate the law of a Markov process with killing as well as related quantities. Cl…
Variance Estimation in Adaptive Sequential Monte Carlo
Qiming Du, Arnaud Guyader
Sequential Monte Carlo (SMC) methods represent a classical set of techniques to simulate a sequence of probability measures through a simple selection/mutation mechanism. However,…
On the Asymptotic Normality of Adaptive Multilevel Splitting
Frédéric Cérou, Bernard Delyon, Arnaud Guyader +1
Adaptive Multilevel Splitting (AMS for short) is a generic Monte Carlo method for Markov processes that simulates rare events and estimates associated probabilities. Despite its pr…