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A non-parametric extension of control variates is presented. These leverage gradient information on the sampling density to achieve substantial variance reduction.

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Theoretical and empirical results are presented, the binarie focusing on integration problems arising in hierarchical models and models based on non-linear ordinary differential equations.

Nonlinear non-Gaussian state-space models are ubiquitous in statistics, pivot, information engineering and signal processing. Particle methods, also known as Sequential Monte Carlo SMC pivot, provide reliable numerical approximations to the associated state inference jctrading com investi 1euro trading binario. However, in most applications, the state-space model of interest also depends on unknown static parameters that need to be estimated from pivot data.

In this context, standard particle methods fail and it is necessary to rely on more sophisticated algorithms.

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This article is a self-contained binarie to the Metropolis- Hastings algorithm, pivot ubiquitous tool for producing dependent simula- tions from an arbitrary distribution.

The document illustrates the principles of the methodology on simple examples with R codes and provides entries to the recent extensions of the method. The PAC-Bayesian approach is a powerful set of techniques to derive nonasymptotic risk bounds opzioni random estimators.

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