Publication | Date of Publication | Type |
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Stochastic variable metric proximal gradient with variance reduction for non-convex composite optimization | 2023-07-20 | Paper |
Fast incremental expectation maximization for finite-sum optimization: nonasymptotic convergence | 2021-12-09 | Paper |
Uncertainty Quantification for Stochastic Approximation Limits Using Chaos Expansion | 2020-08-31 | Paper |
Stochastic proximal-gradient algorithms for penalized mixed models | 2019-10-18 | Paper |
Stochastic approximation schemes for economic capital and risk margin computations | 2019-07-11 | Paper |
Success and Failure of Adaptation-Diffusion Algorithms With Decaying Step Size in Multiagent Networks | 2019-02-08 | Paper |
Convergence and efficiency of adaptive importance sampling techniques with partial biasing | 2018-06-08 | Paper |
Convergence of a Particle-Based Approximation of the Block Online Expectation Maximization Algorithm | 2018-04-16 | Paper |
Adaptive Equi-Energy Sampler | 2018-04-16 | Paper |
On perturbed proximal gradient algorithms | 2017-09-27 | Paper |
Performance of a Distributed Stochastic Approximation Algorithm | 2017-06-08 | Paper |
Self-healing umbrella sampling: convergence and efficiency | 2017-03-23 | Paper |
MCMC design-based non-parametric regression for rare event. application to nested risk computations | 2017-03-16 | Paper |
Subgeometric rates of convergence in Wasserstein distance for Markov chains | 2017-01-11 | Paper |
Convergence of Markovian Stochastic Approximation with Discontinuous Dynamics | 2016-04-11 | Paper |
Central limit theorems for stochastic approximation with controlled Markov chain dynamics | 2016-02-12 | Paper |
Quantitative Convergence Rates for Subgeometric Markov Chains | 2015-10-02 | Paper |
Adaptive MCMC with online relabeling | 2015-08-05 | Paper |
Convergence of the Wang-Landau algorithm | 2015-07-20 | Paper |
Efficiency of the Wang-Landau Algorithm: A Simple Test Case | 2014-11-05 | Paper |
A central limit theorem for adaptive and interacting Markov chains | 2014-05-05 | Paper |
A shrinkage-thresholding Metropolis adjusted Langevin algorithm for Bayesian variable selection | 2013-12-19 | Paper |
Online expectation maximization based algorithms for inference in hidden Markov models | 2013-05-29 | Paper |
Convergence of adaptive and interacting Markov chain Monte Carlo algorithms | 2012-09-03 | Paper |
Limit theorems for some adaptive MCMC algorithms with subgeometric kernels. II | 2012-08-09 | Paper |
A simple variance inequality for \(U\)-statistics of a Markov chain with applications | 2012-06-11 | Paper |
On adaptive stratification | 2012-03-08 | Paper |
Supplement paper to "Online Expectation Maximization based algorithms for inference in hidden Markov models" | 2011-08-20 | Paper |
Limit theorems for some adaptive MCMC algorithms with subgeometric kernels | 2010-11-12 | Paper |
State-dependent Foster-Lyapunov criteria for subgeometric convergence of Markov chains | 2009-12-16 | Paper |
Limit theorems for some adaptive MCMC algorithms with subgeometric kernels: Part II | 2009-11-01 | Paper |
Forgetting the initial distribution for hidden Markov models | 2009-05-06 | Paper |
Subgeometric rates of convergence of \(f\)-ergodic strong Markov processes | 2009-04-02 | Paper |
The ODE method for stability of skip-free Markov chains with applications to MCMC | 2008-04-23 | Paper |
Polynomial ergodicity of Markov transition kernels. | 2005-11-29 | Paper |
Subgeometric ergodicity of strong Markov processes | 2005-07-13 | Paper |
Practical drift conditions for subgeometric rates of convergence. | 2004-09-15 | Paper |
Convergence of the Monte Carlo expectation maximization for curved exponential families. | 2004-07-01 | Paper |
On the geometric ergodicity of hybrid samplers | 2004-01-26 | Paper |
\(V\)-subgeometric ergodicity for a Hastings-Metropolis algorithm | 2002-03-14 | Paper |
https://portal.mardi4nfdi.de/entity/Q4496052 | 2001-03-19 | Paper |