1 code implementation • 30 Jul 2018 • Rémi Bardenet, Adrien Hardy
Finally, we provide quantitative estimates concerning the finite-dimensional approximations of these white noises, which is of practical interest when it comes to implementing signal processing algorithms based on GAFs.
Probability Classical Analysis and ODEs Methodology
1 code implementation • 2 May 2016 • Rémi Bardenet, Adrien Hardy
We show that repulsive random variables can yield Monte Carlo methods with faster convergence rates than the typical $N^{-1/2}$, where $N$ is the number of integrand evaluations.
Probability Classical Analysis and ODEs Computation Methodology
