no code implementations • 7 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.
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.
no code implementations • 6 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