Mathieu Gerber

activity

20152025

most citedThree discussions of the paper "sequential quasi-Monte Carlo sampling", by M. Gerber and N. Chopin

125 citations · 125 across the 5 of their papers we have counts for

collaborators

Showing 2024Show all

2 papers · 1 filter

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 $θ$ . A popular idea to address this problem cons…

stat.CO2024

Gradient-free optimization via integration

Christophe Andrieu, Nicolas Chopin, Ettore Fincato +1

We develop and analyse an approach to optimize functions $l : R^{d} \to R$ not assumed to be convex, differentiable or even continuous. The algorithm be…