137 citations · 167 across the 11 of their papers we have counts for
18 papers
Higher-order stochastic integration through cubic stratification
Nicolas Chopin, Mathieu Gerber
We propose two novel unbiased estimators of the integral for a function , which depend on a smoothness parameter . The first estimator…
A Global Stochastic Optimization Particle Filter Algorithm
Mathieu Gerber, Randal Douc
We introduce a new online algorithm for expected log-likelihood maximization in situations where the objective function is multi-modal and/or has saddle points, that we term G-PFSO…
Exponential inequalities for sampling designs
Guillaume Chauvet, Mathieu Gerber
In this work we introduce a general approach, based on the mar-tingale representation of a sampling design and Azuma-Hoeffding's inequality , to derive exponential inequalities for…
Universal Robust Regression via Maximum Mean Discrepancy
Pierre Alquier, Mathieu Gerber
Many modern datasets are collected automatically and are thus easily contaminated by outliers. This led to a regain of interest in robust estimation, including new notions of robus…
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…
Online Inference with Multi-modal Likelihood Functions
Mathieu Gerber, Kari Heine
Let be a sequence of i.i.d.\ observations and be a parametric model. We introduce a new online algorithm for computing a sequence $(\h…