Eric Moulines

From MaRDI portal

Available identifiers

zbMath Open moulines.ericWikidataQ65131635 ScholiaQ65131635MaRDI QIDQ217350

List of research outcomes





PublicationDate of PublicationType
On geometric convergence for the Metropolis-adjusted Langevin algorithm under simple conditions2024-11-13Paper
Stochastic approximation beyond gradient for signal processing and machine learning2024-09-12Paper
Probability and moment inequalities for additive functionals of geometrically ergodic Markov chains2024-08-24Paper
Particle-based, rapid incremental smoother meets particle Gibbs2024-06-12Paper
Diffusion approximations and control variates for MCMC2024-06-10Paper
Stochastic variable metric proximal gradient with variance reduction for non-convex composite optimization2023-07-20Paper
Law of Large Numbers for Bayesian two-layer Neural Network trained with Variational Inference2023-07-10Paper
Rosenthal-type inequalities for linear statistics of Markov chains2023-03-10Paper
A proximal Markov chain Monte Carlo method for Bayesian inference in imaging inverse problems: when Langevin meets Moreau2022-11-03Paper
Finite-time High-probability Bounds for Polyak-Ruppert Averaged Iterates of Linear Stochastic Approximation2022-07-10Paper
Variance reduction for additive functionals of Markov chains via martingale representations2022-03-14Paper
Fast incremental expectation maximization for finite-sum optimization: nonasymptotic convergence2021-12-09Paper
On Stochastic Gradient Langevin Dynamics with Dependent Data Streams: The Fully Nonconvex Case2021-11-03Paper
Probability and moment inequalities for additive functionals of geometrically ergodic Markov chains2021-09-01Paper
Uniform minorization condition and convergence bounds for discretizations of kinetic Langevin dynamics2021-07-30Paper
Variance reduction for dependent sequences with applications to stochastic gradient MCMC2021-06-23Paper
Tight High Probability Bounds for Linear Stochastic Approximation with Fixed Stepsize2021-06-02Paper
Irreducibility and geometric ergodicity of Hamiltonian Monte Carlo2021-02-26Paper
On Riemannian Stochastic Approximation Schemes with Fixed Step-Size2021-02-15Paper
On the Stability of Random Matrix Product with Markovian Noise: Application to Linear Stochastic Approximation and TD Learning2021-01-30Paper
On stochastic gradient Langevin dynamics with dependent data streams in the logconcave case2020-12-07Paper
Main effects and interactions in mixed and incomplete data frames2020-09-15Paper
Variance reduction for Markov chains with application to MCMC2020-08-27Paper
On Stability of a Class of Filters for Nonlinear Stochastic Systems2020-07-30Paper
A quantitative McDiarmid's inequality for geometrically ergodic Markov chains2020-05-26Paper
On the two-filter approximations of marginal smoothing distributions in general state-space models2020-02-05Paper
f-SAEM: a fast stochastic approximation of the EM algorithm for nonlinear mixed effects models2019-11-22Paper
Low-rank model with covariates for count data with missing values2019-10-01Paper
High-dimensional Bayesian inference via the unadjusted Langevin algorithm2019-09-25Paper
The tamed unadjusted Langevin algorithm2019-09-19Paper
Density estimation for RWRE2019-07-11Paper
On stochastic gradient Langevin dynamics with dependent data streams: the fully non-convex case2019-05-30Paper
Efficient Bayesian computation by proximal Markov chain Monte Carlo: when Langevin meets Moreau2018-10-10Paper
Optimal scaling of the random walk Metropolis algorithm under Lp mean differentiability2018-09-26Paper
Markov Chains2018-08-28Paper
Online EM for functional data2018-08-07Paper
Inference of a Generalized Long Memory Process in the Wavelet Domain2018-07-18Paper
On Approximate Maximum-Likelihood Methods for Blind Identification: How to Cope With the Curse of Dimensionality2018-07-09Paper
Statistical Pileup Correction Method for HPGe Detectors2018-06-27Paper
Decentralized Frank–Wolfe Algorithm for Convex and Nonconvex Problems2018-06-27Paper
Main effects and interactions in mixed and incomplete data frames2018-06-26Paper
Normalizing constants of log-concave densities2018-04-25Paper
Adaptive equi-energy sampler: convergence and illustration2018-04-16Paper
Detecting Aircraft With a Low-Resolution Infrared Sensor2017-10-27Paper
On perturbed proximal gradient algorithms2017-09-27Paper
Nonasymptotic convergence analysis for the unadjusted Langevin algorithm2017-09-15Paper
A semi-blind channel estimation technique based on second-order blind method for CDMA systems2017-09-08Paper
Error Exponents for Neyman-Pearson Detection of a Continuous-Time Gaussian Markov Process From Regular or Irregular Samples2017-07-12Paper
Asymptotic properties of quasi-maximum likelihood estimators in observation-driven time series models2017-07-11Paper
On the convergence of Hamiltonian Monte Carlo2017-04-29Paper
Convergence properties of weighted particle islands with application to the double bootstrap algorithm2017-04-10Paper
https://portal.mardi4nfdi.de/entity/Q29697882017-03-23Paper
MCMC design-based non-parametric regression for rare event. application to nested risk computations2017-03-16Paper
Subgeometric rates of convergence in Wasserstein distance for Markov chains2017-01-11Paper
Estimators of long-memory: Fourier versus wavelets2016-07-18Paper
On the two-filter approximations of marginal smoothing distributions in general state space models2016-05-27Paper
Convergence of Markovian stochastic approximation with discontinuous dynamics2016-04-11Paper
On parallel implementation of sequential Monte Carlo methods: the island particle model2016-02-23Paper
Quantitative bounds of convergence for geometrically ergodic Markov chain in the Wasserstein distance with application to the Metropolis adjusted Langevin algorithm2016-02-22Paper
Nonparametric estimation of Mark's distribution of an exponential shot-noise process2016-01-21Paper
Adaptive multinomial matrix completion2016-01-07Paper
Adaptive sequential Monte Carlo by means of mixture of experts2015-11-19Paper
Uniform ergodicity of the particle Gibbs sampler2015-10-05Paper
Blocking Strategies and Stability of Particle Gibbs Samplers2015-09-28Paper
Scaling analysis of delayed rejection MCMC methods2015-01-28Paper
Long-term stability of sequential Monte Carlo methods under verifiable conditions2014-09-25Paper
Asymptotic properties of the maximum likelihood estimation in misspecified hidden Markov models2014-09-15Paper
Robust estimation of the scale and of the autocovariance function of Gaussian short- and long-range dependent processes2014-06-16Paper
A central limit theorem for adaptive and interacting Markov chains2014-05-05Paper
Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator2014-04-28Paper
Large sample behaviour of some well-known robust estimators under long-range dependence2014-03-14Paper
Nonlinear time series. Theory, methods and applications with R examples2014-01-22Paper
A shrinkage-thresholding Metropolis adjusted Langevin algorithm for Bayesian variable selection2013-12-19Paper
Central limit theorem for the robust log-regression wavelet estimation of the memory parameter in the Gaussian semi-parametric context2013-03-07Paper
On-line expectation-maximization algorithm for latent data models2012-10-25Paper
Convergence of adaptive and interacting Markov chain Monte Carlo algorithms2012-09-03Paper
A simple variance inequality for \(U\)-statistics of a Markov chain with applications2012-06-11Paper
Scaling analysis of multiple-try MCMC methods2012-03-22Paper
On adaptive stratification2012-03-08Paper
Sequential Monte Carlo smoothing for general state space hidden Markov models2012-01-10Paper
Corrigendum: On-line Expectation–Maximization Algorithm for Latent Data Models2011-12-21Paper
On upper-confidence bound policies for switching bandit problems2011-10-19Paper
Asymptotic properties of \(U\)-processes under long-range dependence2011-09-14Paper
Consistency of the maximum likelihood estimator for general hidden Markov models2011-04-05Paper
On the properties of the periodogram of a stationary long-memory process over different epochs with applications2011-02-22Paper
Forgetting of the initial distribution for nonergodic hidden Markov chains2010-10-04Paper
Frequency estimation based on the cumulated Lomb-Scargle periodogram2010-04-22Paper
Forgetting of the initial condition for the filter in general state-space hidden Markov chain: a coupling approach2009-11-20Paper
Bounds on regeneration times and limit theorems for subgeometric Markov chains2009-10-08Paper
On the auxiliary particle filter2009-06-18Paper
Forgetting the initial distribution for hidden Markov models2009-05-06Paper
On the Forward Filtering Backward Smoothing particle approximations of the smoothing distribution in general state spaces models2009-04-02Paper
Sequential Monte Carlo smoothing with application to parameter estimation in nonlinear state space models2009-03-02Paper
Limit theorems for weighted samples with applications to sequential Monte Carlo methods2008-11-18Paper
Forgetting of the initial distribution for non-ergodic Hidden Markov Chains2008-10-12Paper
A wavelet Whittle estimator of the memory parameter of a nonstationary Gaussian time series2008-08-28Paper
CENTRAL LIMIT THEOREM FOR THE LOG-REGRESSION WAVELET ESTIMATION OF THE MEMORY PARAMETER IN THE GAUSSIAN SEMI-PARAMETRIC CONTEXT2008-07-02Paper
On the Spectral Density of the Wavelet Coefficients of Long-Memory Time Series with Application to the Log-Regression Estimation of the Memory Parameter2008-06-18Paper
Corrigendum to "Estimating Long Memory in Volatility"2008-06-13Paper
On Upper-Confidence Bound Policies for Non-Stationary Bandit Problems2008-05-22Paper
The ODE method for stability of skip-free Markov chains with applications to MCMC2008-04-23Paper
Computable convergence rates for sub-geometric ergodic Markov chains2008-02-06Paper
Nonparametric inference of photon energy distribution from indirect measurement2008-01-09Paper
Log-average periodogram estimator of the memory parameter2007-12-05Paper
On the use of sequential Monte Carlo methods for approximating smoothing functionals, with application to fixed parameter estimation2007-11-20Paper
Limit theorems for weighted samples with applications to sequential Monte Carlo methods2007-11-20Paper
On the ergodicity properties of some adaptive MCMC algorithms2007-02-05Paper
Subgeometric ergodicity of Markov chains2007-01-09Paper
Estimating Long Memory in Volatility2006-10-24Paper
On recursive estimation for time varying autoregressive processes2006-03-23Paper
Polynomial ergodicity of Markov transition kernels.2005-11-29Paper
Inference in hidden Markov models.2005-09-21Paper
Stability of Stochastic Approximation under Verifiable Conditions2005-09-15Paper
Nonlinear functionals of the periodogram2005-05-20Paper
Global sampling for sequential filtering over discrete state space2005-05-03Paper
Quantitative bounds on convergence of time-inhomogeneous Markov chains2005-03-21Paper
Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime2005-02-28Paper
The FEXP estimator for potentially non-stationary linear time series.2005-02-25Paper
Practical drift conditions for subgeometric rates of convergence.2004-09-15Paper
Convergence of the Monte Carlo expectation maximization for curved exponential families.2004-07-01Paper
On the Convergence of the Monte Carlo Maximum Likelihood Method for Latent Variable Models2004-03-16Paper
Edgeworth expansions for linear statistics of possibly long-range-dependent linear processes.2004-03-14Paper
On the geometric ergodicity of hybrid samplers2004-01-26Paper
https://portal.mardi4nfdi.de/entity/Q44076072003-07-01Paper
Adaptive estimation of the fractional differencing coefficient2003-03-10Paper
\(V\)-subgeometric ergodicity for a Hastings-Metropolis algorithm2002-03-14Paper
Least-squares estimation of an unknown number of shifts in a time series2001-09-23Paper
Invariance of subspace based estimators2001-08-14Paper
Broadband log-periodogram regression of time series with long-range dependence2001-06-19Paper
https://portal.mardi4nfdi.de/entity/Q44960522001-03-19Paper
Data driven order selection for projection estimator of the spectral density of time series with long range dependence2001-03-01Paper
On a Perturbation Approach for the Analysis of Stochastic Tracking Algorithms2000-10-18Paper
Wavelet estimator of long-range dependent processes.2000-01-01Paper
On blind multiuser forward link channel estimation by the subspace method: Identifiability results.2000-01-01Paper
Convergence of a stochastic approximation version of the EM algorithm1999-11-09Paper
Simulation-based methods for blind maximum-likelihood filter identification1999-04-28Paper
Recent advances on the semi-parametric estimation of the long-range dependence coefficient1999-01-27Paper
A subspace algorithm for certain blind identification problems1997-09-24Paper
Détection de ruptures multiples dans la moyenne d'un processus aléatoire1997-06-23Paper
https://portal.mardi4nfdi.de/entity/Q48523371995-11-26Paper
https://portal.mardi4nfdi.de/entity/Q48494311995-09-25Paper
Smoothness Estimation for Whittle-Mat\'ern Processes on Closed Riemannian ManifoldsN/APaper

This page was built for person: Eric Moulines


Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Eric_Moulines&oldid=59367474"
Powered by MediaWiki