International audienceThis is a written discussion of the paper "sequential quasi-Monte Carlo sampling" by M. Gerber and N. Chopin, following the presentation given before the Royal Statistical Society in London on December 10th, 2014
International audienceIn mixture models, latent variables known as allocation variables play an esse...
International audienceMonte Carlo is one of the most versatile and widely used numerical methods. It...
Markov chain Monte Carlo methods have become ubiquitous across science and engineering to model dyna...
International audienceThis is a written discussion of the paper "sequential quasi-Monte Carlo sampli...
Discussion of "Sequential Quasi-Monte-Carlo Sampling" by M. Gerber and N. Chopin in view of possible...
A discussion on the possibility of reducing the variance of quasi-Monte Carlo estimators in applicat...
International audienceMonte-Carlo methods are widely used by the financial industry to price derivat...
This article was originally published as Quasi-Monte Carlo for Highly Structured Generalised Respons...
This book presents the refereed proceedings of the 13th International Conference on Monte Carlo and ...
This book presents the refereed proceedings of the Eleventh International Conference on Monte Carlo ...
7 pages, 4 figuresThis is the compilation of our comments submitted to the Journal of the Royal Stat...
This book provides a general introduction to Sequential Monte Carlo (SMC) methods, also known as par...
[Read before The Royal Statistical Society at a meeting organized by the Research Section o
Discussion on the papers by Girón, F. J. and Ríos, S., Quasi-Bayesian behaviour: a more realistic ap...
Sequential Monte Carlo (SMC) methods are a powerful set of simulation-based techniques for sampling ...
International audienceIn mixture models, latent variables known as allocation variables play an esse...
International audienceMonte Carlo is one of the most versatile and widely used numerical methods. It...
Markov chain Monte Carlo methods have become ubiquitous across science and engineering to model dyna...
International audienceThis is a written discussion of the paper "sequential quasi-Monte Carlo sampli...
Discussion of "Sequential Quasi-Monte-Carlo Sampling" by M. Gerber and N. Chopin in view of possible...
A discussion on the possibility of reducing the variance of quasi-Monte Carlo estimators in applicat...
International audienceMonte-Carlo methods are widely used by the financial industry to price derivat...
This article was originally published as Quasi-Monte Carlo for Highly Structured Generalised Respons...
This book presents the refereed proceedings of the 13th International Conference on Monte Carlo and ...
This book presents the refereed proceedings of the Eleventh International Conference on Monte Carlo ...
7 pages, 4 figuresThis is the compilation of our comments submitted to the Journal of the Royal Stat...
This book provides a general introduction to Sequential Monte Carlo (SMC) methods, also known as par...
[Read before The Royal Statistical Society at a meeting organized by the Research Section o
Discussion on the papers by Girón, F. J. and Ríos, S., Quasi-Bayesian behaviour: a more realistic ap...
Sequential Monte Carlo (SMC) methods are a powerful set of simulation-based techniques for sampling ...
International audienceIn mixture models, latent variables known as allocation variables play an esse...
International audienceMonte Carlo is one of the most versatile and widely used numerical methods. It...
Markov chain Monte Carlo methods have become ubiquitous across science and engineering to model dyna...