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Sliced-Wasserstein Estimation with Spherical Harmonics as Control Variates

Archive ouverte | Leluc, Rémi | CCSD

The Sliced-Wasserstein (SW) distance between probability measures is defined as the average of the Wasserstein distances resulting for the associated one-dimensional projections. As a consequence, the SW distance can be written as...

A Quadrature Rule combining Control Variates and Adaptive Importance Sampling

Archive ouverte | Leluc, Rémi | CCSD

International audience. Driven by several successful applications such as in stochastic gradient descent or in Bayesian computation, control variates have become a major tool for Monte Carlo integration. However, st...

Tails of multivariate archimedean copulas

Archive ouverte | Charpentier, Arthur | CCSD

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