Dutfoy, Anne
- Adaptive importance sampling based on fault tree analysis for piecewise deterministic Markov process
2022/09/17 by Guillaume Chennetier, Chennetier, Guillaume, Hassane Chraibi +5 · 1 voice · 1 citation
Mathematics · #60J25 #62L12 #65C05 #65C60 #Applications (stat.AP) #Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #Probability (math.PR) #math.PR #stat.AP #stat.CO
- Reparameterization of extreme value framework for improved Bayesian workflow
2022/10/11 by Théo Moins, Julyan Arbel, Moins, Théo +5 · 1 citation
Economics, Econometrics and Finance · #Capital Investment and Risk Analysis #FOS: Computer and information sciences #Market Dynamics and Volatility #Methodology (stat.ME) #Monetary Policy and Economic Impact