Search Results for author: Victor Cohen

Found 2 papers, 1 papers with code

Adaptive Annealed Importance Sampling with Constant Rate Progress

1 code implementation27 Jun 2023 Shirin Goshtasbpour, Victor Cohen, Fernando Perez-Cruz

This algorithm relies on a sequence of interpolating distributions bridging the target to an initial tractable distribution such as the well-known geometric mean path of unnormalized distributions which is assumed to be suboptimal in general.

Integer programming for weakly coupled stochastic dynamic programs with partial information

no code implementations1 Dec 2020 Victor Cohen, Axel Parmentier

The second is a collection of mathematical programming formulations and algorithms which provide tractable policies and upper bounds for weakly coupled POMDPs.

Optimization and Control

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