activity
20042025
most citedAdaptive Importance Sampling in General Mixture Classes

208 citations · 1.5k across the 43 of their papers we have counts for

collaborators

47 papers

stat.ML2025

Learning Upper Lower Value Envelopes to Shape Online RL: A Principled Approach

Sebastian Reboul, Hélène Halconruy

We investigate the fundamental problem of leveraging offline data to accelerate online reinforcement learning - a direction with strong potential but limited theoretical grounding.…

math.ST2025

On the Asymptotics of Importance Weighted Variational Inference

Badr-Eddine Cherief-Abdellatif, Randal Douc, Arnaud Doucet +1

For complex latent variable models, the likelihood function is not available in closed form. In this context, a popular method to perform parameter estimation is Importance Weighte…

stat.ML2024★ 3 cited

Variational Diffusion Posterior Sampling with Midpoint Guidance

Badr Moufad, Yazid Janati, Lisa Bedin +4

Diffusion models have recently shown considerable potential in solving Bayesian inverse problems when used as priors. However, sampling from the resulting denoising posterior distr…

math.ST2024

Self-Organizing State-Space Models with Artificial Dynamics

Yuan Chen, Mathieu Gerber, Christophe Andrieu +1

We consider the problem of performing parameter and state inference in a state-space model (SSM) parametrized by a static parameter . A popular idea to address this problem cons…

stat.ML2023

Asymptotic convergence of iterative optimization algorithms

Randal Douc, Sylvain Le Corff

This paper introduces a general framework for iterative optimization algorithms and establishes under general assumptions that their convergence is asymptotically geometric. We als…

stat.CO2022★ 5 cited

The Importance Markov Chain

Charly Andral, Randal Douc, Hugo Marival +1

The Importance Markov chain is a novel algorithm bridging the gap between rejection sampling and importance sampling, moving from one to the other through a tuning parameter. Based…