21 citations · 35 across the 7 of their papers we have counts for
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stat.CO2021
NEO: Non Equilibrium Sampling on the Orbit of a Deterministic Transform
Achille Thin, Yazid Janati, Sylvain Le Corff +5
Sampling from a complex distribution and approximating its intractable normalizing constant Z are challenging problems. In this paper, a novel family of importance samplers (IS…
stat.CO2019
A pseudo-marginal sequential Monte Carlo online smoothing algorithm
Pierre Gloaguen, Sylvain Le Corff, Jimmy Olsson
We consider online computation of expectations of additive state functionals under general path probability measures proportional to products of unnormalised transition densities.…