Mathieu Gerber

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20152020

most citedApproximate Bayesian computation with the Wasserstein distance

137 citations · 141 across the 5 of their papers we have counts for

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math.ST2020

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…

math.ST2018

Online Inference with Multi-modal Likelihood Functions

Mathieu Gerber, Kari Heine

Let $(Y_{t})_{t \geq 1}$ be a sequence of i.i.d.\ observations and ${f_{θ}, θ \in R^{d}}$ be a parametric model. We introduce a new online algorithm for computing a sequence $(\h…