Misc

An adaptive multiple try Metropolis algorithm
Markov chain Monte Carlo (MCMC) methods, specifically samplers based on random walks,often have difficulty handling target …
Simon Fontaine, Mylène Bédard
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Missing Value Imputation of Network Node Attributes
User profiles in social networks are notoriously incomplete due to self-reporting; predicting or imputing these missing values is often …
Aug 10, 2021 10:00 AM Online
Simon Fontaine, Ji Zhu
Slides
A Unified Approach to Sparse Tweedie Modeling of Multisource Insurance Claim Data
Actuarial practitioners now have access to multiple sources of insurance data corresponding to various situations: multiple business …
Simon Fontaine, Yi Yang, Wei Qian, Bowen Gu, Bo Fan
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Online Skill Rating Algorithms
Skill rating algorithms are now ubiquitous in online competitive video games and are used not only to accurately compare players’ …
Aug 1, 2019 8:30 AM Denver, CO, USA
Nicolas Grenon-Godbout, Jonathan Dumas, Simon Fontaine, Gabrielle Rit, Timothy Park
MCMC adaptatifs à essais multiples
This memoir aims at introducing adaptation within the Multiple-Try Metropolis (MTM) algorithms which are a special case of the Markov …
Simon Fontaine
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