Paris Dauphine University

About: Paris Dauphine University is a education organization based out in Paris, France. It is known for research contribution in the topics: Context (language use) & Population. The organization has 1766 authors who have published 6909 publications receiving 162747 citations. The organization is also known as: Paris Dauphine & Dauphine.

Relevant statistics for Bayesian model choice

Abstract: The choice of the summary statistics that are used in Bayesian inference and in particular in approximate Bayesian computation algorithms has bearings on the validation of the resulting inference. Those statistics are nonetheless customarily used in approximate Bayesian computation algorithms without consistency checks. We derive necessary and sufficient conditions on summary statistics for the corresponding Bayes factor to be convergent, namely to select the true model asymptotically. Those conditions, which amount to the expectations of the summary statistics differing asymptotically under the two models, are quite natural and can be exploited in approximate Bayesian computation settings to infer whether or not a choice of summary statistics is appropriate, via a Monte Carlo validation.

Wasserstein barycentric coordinates: histogram regression using optimal transport

Abstract: This article defines a new way to perform intuitive and geometrically faithful regressions on histogram-valued data. It leverages the theory of optimal transport, and in particular the definition of Wasserstein barycenters, to introduce for the first time the notion of barycentric coordinates for histograms. These coordinates take into account the underlying geometry of the ground space on which the histograms are defined, and are thus particularly meaningful for applications in graphics to shapes, color or material modification. Beside this abstract construction, we propose a fast numerical optimization scheme to solve this backward problem (finding the barycentric coordinates of a given histogram) with a low computational overhead with respect to the forward problem (computing the barycenter). This scheme relies on a backward algorithmic differentiation of the Sinkhorn algorithm which is used to optimize the entropic regularization of Wasserstein barycenters. We showcase an illustrative set of applications of these Wasserstein coordinates to various problems in computer graphics: shape approximation, BRDF acquisition and color editing.

A survey of approximately optimal solutions to some covering and packing problems

Abstract: We survey approximation algorithms for some well-known and very natural combinatorial optimization problems, the minimum set covering, the minimum vertex covering, the maximum set packing, and maximum independent set problems; we discuss their approximation performance and their complexity. For already known results, any time we have conceived simpler proofs than those already published, we give these proofs, and, for the rest, we cite the simpler published ones. Finally, we discuss how one can relate the approximability behavior (from both a positive and a negative point of view) of vertex covering to the approximability behavior of a restricted class of independent set problems.

Minimum variance importance sampling via Population Monte Carlo

Abstract: Variance reduction has always been a central issue in Monte Carlo experiments. Population Monte Carlo can be used to this effect, in that a mixture of importance functions, called a D-kernel, can be iteratively optimized to achieve the minimum asymptotic variance for a function of interest among all possible mixtures. The implementation of this iterative scheme is illustrated for the computation of the price of a European option in the Cox-Ingersoll-Ross model. A Central Limit theorem as well as moderate deviations are established for the D-kernel Population Monte Carlo methodology.