Importance Sampling for Logarithmic Pool Ensembles

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Abstract

Exploring logarithmic pooling ensembles, mainly in the case with normal distributions, we seek through importance sampling (IS) schemes to estimate the weights and determine the optimal sets of proposals for sampling. In addition to determining bounds for the variance of the estimators built with the optimal ensembles proposed.

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Programme
18:15 to 19:15 on 09/18/2025
Foyer 12 andar - ST…
Institutions
  • 1 Escola de Matemática Aplicada - Fundação Getúlio Vargas
Track
  • ST10 - Stochastic and Statistical Methods
Keywords
logarithmic pooling
importance sampling
normal log pool