Espen Bernton

activity

20152021

most citedApproximate Bayesian computation with the Wasserstein distance

137 citations · 199 across the 7 of their papers we have counts for

collaborators

Showing 2019Show all

2 papers · 1 filter

stat.CO2019★ 11 cited

Schrödinger Bridge Samplers

Espen Bernton, Jeremy Heng, Arnaud Doucet +1

Consider a reference Markov process with initial distribution $π_{0}$ and transition kernels ${M_{t}}_{t \in [1 : T]}$ , for some $T \in N$ . Assume that you are given distribut…

stat.ME2019★ 137 cited

Approximate Bayesian computation with the Wasserstein distance

Espen Bernton, Pierre E. Jacob, Mathieu Gerber +1

A growing number of generative statistical models do not permit the numerical evaluation of their likelihood functions. Approximate Bayesian computation (ABC) has become a popular…