Centre de Mathématiques Appliquées, École polytechnique, Palaiseau, France; Université Paris-Saclay, ENS Paris-Saclay, CNRS, Centre Borelli, F-91190 Gif-sur-Yvette, France; Ceremade, Université Paris-Dauphine, France & Department of Statistics, Warwick University, UK; Department of Statistics, University of Oxford, UK; Samovar, Télécom SudParis, Département CITI, Palaiseau, France
Achille Thin, Yazid Janati El Idrissi, Sylvain Le Corff, Charles Ollion, Eric Moulines, Arnaud Doucet, Alain Durmus, Christian X Robert
Importance Sampling;Monte Carlo;Markov chain Monte Carlo
NEO: Non Equilibrium Sampling on the Orbits of a Deterministic Transform