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03/17/2021
Invertible Flow Non Equilibrium sampling
Simultaneously sampling from a complex distribution with intractable nor...
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03/18/2018
Approximating the Likelihood in Approximate Bayesian Computation
This chapter will appear in the forthcoming Handbook of Approximate Baye...
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08/29/2017
Tail approximations for sums of dependent regularly varying random variables under Archimedean copula models
In this paper, we compare two numerical methods for approximating the pr...
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12/16/2014