activity
20092026
most citedEffective Sample Size for Importance Sampling based on discrepancy measures

203 citations · 2.2k across the 52 of their papers we have counts for

collaborators
Showing 2022Show all

6 papers · 1 filter

cond-mat.mtrl-sci2022★ 1 cited

Polycrystalline MnBi as a transverse thermoelectric material

Alessandro Sola, Elena Olivetti, Luca Martino +1

To assess the potential of polycrystalline MnBi as a transverse thermoelectric material, we have experimentally investigated its anomalous Nernst effect (ANE) by means of the heat…

stat.CO2022

Gradient-based Adaptive Importance Samplers

Víctor Elvira, Emilie Chouzenoux, Ömer Deniz Akyildiz +1

Importance sampling (IS) is a powerful Monte Carlo methodology for the approximation of intractable integrals, very often involving a target probability density function. The perfo…

stat.ME2022★ 25 cited

On the safe use of prior densities for Bayesian model selection

F. Llorente, L. Martino, E. Curbelo +2

The application of Bayesian inference for the purpose of model selection is very popular nowadays. In this framework, models are compared through their marginal likelihoods, or the…

cs.LG2022

CAMEO: Curiosity Augmented Metropolis for Exploratory Optimal Policies

Simo Alami. C, Fernando Llorente, Rim Kaddah +2

Reinforcement Learning has drawn huge interest as a tool for solving optimal control problems. Solving a given problem (task or environment) involves converging towards an optimal…

cs.LG2022★ 7 cited

Inference over radiative transfer models using variational and expectation maximization methods

Daniel Heestermans Svendsen, Daniel Hernández-Lobato, Luca Martino +3

Earth observation from satellites offers the possibility to monitor our planet with unprecedented accuracy. Radiative transfer models (RTMs) encode the energy transfer through the…

stat.ML2022

Optimality in Noisy Importance Sampling

Fernando Llorente, Luca Martino, Jesse Read +1

In this work, we analyze the noisy importance sampling (IS), i.e., IS working with noisy evaluations of the target density. We present the general framework and derive optimal prop…