Mathieu Gerber

activity

20142022

most citedApproximate Bayesian computation with the Wasserstein distance

137 citations · 167 across the 11 of their papers we have counts for

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Showing 2014 · stat.COShow all

2 papers · 2 filters

stat.CO2014

On Integration Methods Based on Scrambled Nets of Arbitrary Size

Mathieu Gerber

We consider the problem of evaluating $I (φ) := \int_{[0, 1)^{s}} φ (x) d x$ for a function $φ \in L^{2} [0, 1)^{s}$ . In situations where $I (φ)$ can be approximated by an estimate of the form $N…

stat.CO2014★ 3 cited

Sequential Quasi-Monte Carlo

Mathieu Gerber, Nicolas Chopin

We derive and study SQMC (Sequential Quasi-Monte Carlo), a class of algorithms obtained by introducing QMC point sets in particle filtering. SQMC is related to, and may be seen as…