Search Results for author: Mathias Rousset

Found 3 papers, 1 papers with code

Chilled Sampling for Uncertainty Quantification: A Motivation From A Meteorological Inverse Problem

no code implementations7 Jul 2022 Patrick Héas, Frédéric Cérou, Mathias Rousset

The main contribution is to propose a general strategy, called here chilling, which amounts to sampling a local approximation of the posterior distribution in the neighborhood of a point estimate.

Specificity Uncertainty Quantification

Efficient Statistical Assessment of Neural Network Corruption Robustness

1 code implementation NeurIPS 2021 Karim TIT, Teddy Furon, Mathias Rousset

We quantify the robustness of a trained network to input uncertainties with a stochastic simulation inspired by the field of Statistical Reliability Engineering.

Hybrid Monte Carlo methods for sampling probability measures on submanifolds

no code implementations6 Jul 2018 Tony Lelièvre, Mathias Rousset, Gabriel Stoltz

In order to avoid biases in the invariant probability measures sampled by discretizations of these stochastically perturbed Hamiltonian dynamics, a Metropolis rejection procedure can be considered.

Numerical Analysis Numerical Analysis 65P10, 65C40, 82-08

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