Publications

On importance sampling and independent Metropolis–Hastings with an unbounded weight function

George Deligiannidis (University of Oxford), Pierre E. Jacob (ESSEC Business School), El Mahdi Khribch (ESSEC Business School), Guanyang Wang (Rutgers University) Submitted and under review for The Annals of Statistics.

Convergence of Statistical Estimators via Mutual Information Bounds

El Mahdi Khribch, Pierre Alquier Submitted and under review for Journal of Machine Learning Research.

Mehdi Khribch

On importance sampling and independent Metropolis–Hastings with an unbounded weight function

Convergence of Statistical Estimators via Mutual Information Bounds