Convergence rates for optimised adaptive importance samplers

Convergence rates for optimised adaptive importance samplers

28 March 2019

Ömer Deniz Akyildiz

Joaquín Míguez

Papers citing "Convergence rates for optimised adaptive importance samplers"

13 / 13 papers shown

Title
Quantification of Uncertainty with Adversarial Models Kajetan Schweighofer L. Aichberger Mykyta Ielanskyi G. Klambauer Sepp Hochreiter UQCV 42 14 0 06 Jul 2023
Regularized Rényi divergence minimization through Bregman proximal gradient algorithms Thomas Guilmeau Émilie Chouzenoux Victor Elvira 34 3 0 09 Nov 2022
Efficient Bayes Inference in Neural Networks through Adaptive Importance Sampling Yunshi Huang Émilie Chouzenoux Victor Elvira J. Pesquet BDL 26 5 0 03 Oct 2022
Optimized Population Monte Carlo Victor Elvira Émilie Chouzenoux 32 23 0 14 Apr 2022
Global convergence of optimized adaptive importance samplers Ömer Deniz Akyildiz 30 7 0 02 Jan 2022
MCMC-driven importance samplers F. Llorente E. Curbelo Luca Martino Victor Elvira D. Delgado 32 11 0 06 May 2021
NEO: Non Equilibrium Sampling on the Orbit of a Deterministic Transform Achille Thin Yazid Janati Sylvain Le Corff Charles Ollion Arnaud Doucet Alain Durmus Eric Moulines C. Robert 32 7 0 17 Mar 2021
Advances in Importance Sampling Victor Elvira Luca Martino AI4TS 45 103 0 10 Feb 2021
Context-aware surrogate modeling for balancing approximation and sampling costs in multi-fidelity importance sampling and Bayesian inverse problems Terrence Alsup Benjamin Peherstorfer 35 11 0 22 Oct 2020
Deep Importance Sampling based on Regression for Model Inversion and Emulation F. Llorente Luca Martino D. Delgado G. Camps-Valls 34 19 0 20 Oct 2020
Bayesian Update with Importance Sampling: Required Sample Size D. Sanz-Alonso Zijian Wang 14 6 0 22 Sep 2020
Solving high-dimensional Hamilton-Jacobi-Bellman PDEs using neural networks: perspectives from the theory of controlled diffusions and measures on path space Nikolas Nusken Lorenz Richter AI4CE 19 103 0 11 May 2020
Stochastic Gradient Descent for Non-smooth Optimization: Convergence Results and Optimal Averaging Schemes Ohad Shamir Tong Zhang 101 571 0 08 Dec 2012