| Publication | Date of Publication | Type |
|---|
Smoothness estimation for Whittle-Matérn processes on closed Riemannian manifolds
Stochastic Processes and their Applications | 2025-10-02 | Paper |
Finite-time high-probability bounds for Polyak-Ruppert averaged iterates of linear stochastic approximation
Mathematics of Operations Research | 2025-06-02 | Paper |
Uniform minorization condition and convergence bounds for discretizations of kinetic Langevin dynamics
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2025-03-19 | Paper |
| Minimization by incremental stochastic surrogate optimization for large scale nonconvex problems | 2025-02-11 | Paper |
On geometric convergence for the Metropolis-adjusted Langevin algorithm under simple conditions
Biometrika | 2024-11-13 | Paper |
Stochastic approximation beyond gradient for signal processing and machine learning
IEEE Transactions on Signal Processing | 2024-09-12 | Paper |
Probability and moment inequalities for additive functionals of geometrically ergodic Markov chains
Journal of Theoretical Probability | 2024-08-24 | Paper |
Particle-based, rapid incremental smoother meets particle Gibbs
STATISTICA SINICA | 2024-06-12 | Paper |
Diffusion approximations and control variates for MCMC
Computational Mathematics and Mathematical Physics | 2024-06-10 | Paper |
Stochastic variable metric proximal gradient with variance reduction for non-convex composite optimization
Statistics and Computing | 2023-07-20 | Paper |
| Law of Large Numbers for Bayesian two-layer Neural Network trained with Variational Inference | 2023-07-10 | Paper |
| Rosenthal-type inequalities for linear statistics of Markov chains | 2023-03-10 | Paper |
A proximal Markov chain Monte Carlo method for Bayesian inference in imaging inverse problems: when Langevin meets Moreau
SIAM Review | 2022-11-03 | Paper |
| Finite-time High-probability Bounds for Polyak-Ruppert Averaged Iterates of Linear Stochastic Approximation | 2022-07-10 | Paper |
Variance reduction for additive functionals of Markov chains via martingale representations
Statistics and Computing | 2022-03-14 | Paper |
Fast incremental expectation maximization for finite-sum optimization: nonasymptotic convergence
Statistics and Computing | 2021-12-09 | Paper |
On Stochastic Gradient Langevin Dynamics with Dependent Data Streams: The Fully Nonconvex Case
SIAM Journal on Mathematics of Data Science | 2021-11-03 | Paper |
| Probability and moment inequalities for additive functionals of geometrically ergodic Markov chains | 2021-09-01 | Paper |
| Uniform minorization condition and convergence bounds for discretizations of kinetic Langevin dynamics | 2021-07-30 | Paper |
Variance reduction for dependent sequences with applications to stochastic gradient MCMC
SIAM/ASA Journal on Uncertainty Quantification | 2021-06-23 | Paper |
| Tight High Probability Bounds for Linear Stochastic Approximation with Fixed Stepsize | 2021-06-02 | Paper |
Irreducibility and geometric ergodicity of Hamiltonian Monte Carlo
The Annals of Statistics | 2021-02-26 | Paper |
| On Riemannian Stochastic Approximation Schemes with Fixed Step-Size | 2021-02-15 | Paper |
| On the Stability of Random Matrix Product with Markovian Noise: Application to Linear Stochastic Approximation and TD Learning | 2021-01-30 | Paper |
On stochastic gradient Langevin dynamics with dependent data streams in the logconcave case
Bernoulli | 2020-12-07 | Paper |
On stochastic gradient Langevin dynamics with dependent data streams in the logconcave case
Bernoulli | 2020-12-07 | Paper |
Main effects and interactions in mixed and incomplete data frames
Journal of the American Statistical Association | 2020-09-15 | Paper |
Variance reduction for Markov chains with application to MCMC
Statistics and Computing | 2020-08-27 | Paper |
On Stability of a Class of Filters for Nonlinear Stochastic Systems
SIAM Journal on Control and Optimization | 2020-07-30 | Paper |
A quantitative McDiarmid's inequality for geometrically ergodic Markov chains
Electronic Communications in Probability | 2020-05-26 | Paper |
A quantitative McDiarmid's inequality for geometrically ergodic Markov chains
Electronic Communications in Probability | 2020-05-26 | Paper |
On the two-filter approximations of marginal smoothing distributions in general state-space models
Advances in Applied Probability | 2020-02-05 | Paper |
f-SAEM: a fast stochastic approximation of the EM algorithm for nonlinear mixed effects models
Computational Statistics and Data Analysis | 2019-11-22 | Paper |
Low-rank model with covariates for count data with missing values
Journal of Multivariate Analysis | 2019-10-01 | Paper |
High-dimensional Bayesian inference via the unadjusted Langevin algorithm
Bernoulli | 2019-09-25 | Paper |
High-dimensional Bayesian inference via the unadjusted Langevin algorithm
Bernoulli | 2019-09-25 | Paper |
The tamed unadjusted Langevin algorithm
Stochastic Processes and their Applications | 2019-09-19 | Paper |
Density estimation for RWRE
Mathematical Methods of Statistics | 2019-07-11 | Paper |
On stochastic gradient Langevin dynamics with dependent data streams: the fully non-convex case
(available as arXiv preprint) | 2019-05-30 | Paper |
Efficient Bayesian computation by proximal Markov chain Monte Carlo: when Langevin meets Moreau
SIAM Journal on Imaging Sciences | 2018-10-10 | Paper |
Optimal scaling of the random walk Metropolis algorithm under <i>L</i><sup><i>p</i></sup> mean differentiability
Journal of Applied Probability | 2018-09-26 | Paper |
Markov Chains
Springer Series in Operations Research and Financial Engineering | 2018-08-28 | Paper |
Online EM for functional data
Computational Statistics and Data Analysis | 2018-08-07 | Paper |
Inference of a Generalized Long Memory Process in the Wavelet Domain
IEEE Transactions on Signal Processing | 2018-07-18 | Paper |
On Approximate Maximum-Likelihood Methods for Blind Identification: How to Cope With the Curse of Dimensionality
IEEE Transactions on Signal Processing | 2018-07-09 | Paper |
Statistical Pileup Correction Method for HPGe Detectors
IEEE Transactions on Signal Processing | 2018-06-27 | Paper |
Decentralized Frank–Wolfe Algorithm for Convex and Nonconvex Problems
IEEE Transactions on Automatic Control | 2018-06-27 | Paper |
Main effects and interactions in mixed and incomplete data frames
Journal of the American Statistical Association | 2018-06-26 | Paper |
Normalizing constants of log-concave densities
Electronic Journal of Statistics | 2018-04-25 | Paper |
Normalizing constants of log-concave densities
Electronic Journal of Statistics | 2018-04-25 | Paper |
Adaptive equi-energy sampler: convergence and illustration
ACM Transactions on Modeling and Computer Simulation | 2018-04-16 | Paper |
Detecting Aircraft With a Low-Resolution Infrared Sensor
IEEE Transactions on Image Processing | 2017-10-27 | Paper |
| On perturbed proximal gradient algorithms | 2017-09-27 | Paper |
On perturbed proximal gradient algorithms
(available as arXiv preprint) | 2017-09-27 | Paper |
Nonasymptotic convergence analysis for the unadjusted Langevin algorithm
The Annals of Applied Probability | 2017-09-15 | Paper |
A semi-blind channel estimation technique based on second-order blind method for CDMA systems
IEEE Transactions on Signal Processing | 2017-09-08 | Paper |
Error Exponents for Neyman-Pearson Detection of a Continuous-Time Gaussian Markov Process From Regular or Irregular Samples
IEEE Transactions on Information Theory | 2017-07-12 | Paper |
Asymptotic properties of quasi-maximum likelihood estimators in observation-driven time series models
Electronic Journal of Statistics | 2017-07-11 | Paper |
| On the convergence of Hamiltonian Monte Carlo | 2017-04-29 | Paper |
Convergence properties of weighted particle islands with application to the double bootstrap algorithm
(available as arXiv preprint) | 2017-04-10 | Paper |
| Convergence properties of weighted particle islands with application to the double bootstrap algorithm | 2017-04-10 | Paper |
| scientific article; zbMATH DE number 6696738 (Why is no real title available?) | 2017-03-23 | Paper |
MCMC design-based non-parametric regression for rare event. application to nested risk computations
Monte Carlo Methods and Applications | 2017-03-16 | Paper |
Subgeometric rates of convergence in Wasserstein distance for Markov chains
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2017-01-11 | Paper |
Estimators of long-memory: Fourier versus wavelets
Journal of Econometrics | 2016-07-18 | Paper |
On the two-filter approximations of marginal smoothing distributions in general state space models
(available as arXiv preprint) | 2016-05-27 | Paper |
Convergence of Markovian stochastic approximation with discontinuous dynamics
SIAM Journal on Control and Optimization | 2016-04-11 | Paper |
On parallel implementation of sequential Monte Carlo methods: the island particle model
Statistics and Computing | 2016-02-23 | Paper |
Quantitative bounds of convergence for geometrically ergodic Markov chain in the Wasserstein distance with application to the Metropolis adjusted Langevin algorithm
Statistics and Computing | 2016-02-22 | Paper |
Nonparametric estimation of Mark's distribution of an exponential shot-noise process
Electronic Journal of Statistics | 2016-01-21 | Paper |
Nonparametric estimation of Mark's distribution of an exponential shot-noise process
Electronic Journal of Statistics | 2016-01-21 | Paper |
Adaptive multinomial matrix completion
Electronic Journal of Statistics | 2016-01-07 | Paper |
Adaptive multinomial matrix completion
Electronic Journal of Statistics | 2016-01-07 | Paper |
Adaptive sequential Monte Carlo by means of mixture of experts
Statistics and Computing | 2015-11-19 | Paper |
Uniform ergodicity of the particle Gibbs sampler
Scandinavian Journal of Statistics | 2015-10-05 | Paper |
Blocking Strategies and Stability of Particle Gibbs Samplers
(available as arXiv preprint) | 2015-09-28 | Paper |
Scaling analysis of delayed rejection MCMC methods
Methodology and Computing in Applied Probability | 2015-01-28 | Paper |
Long-term stability of sequential Monte Carlo methods under verifiable conditions
The Annals of Applied Probability | 2014-09-25 | Paper |
Long-term stability of sequential Monte Carlo methods under verifiable conditions
The Annals of Applied Probability | 2014-09-25 | Paper |
Asymptotic properties of the maximum likelihood estimation in misspecified hidden Markov models
The Annals of Statistics | 2014-09-15 | Paper |
Asymptotic properties of the maximum likelihood estimation in misspecified hidden Markov models
The Annals of Statistics | 2014-09-15 | Paper |
Robust estimation of the scale and of the autocovariance function of Gaussian short- and long-range dependent processes
Journal of Time Series Analysis | 2014-06-16 | Paper |
Robust estimation of the scale and of the autocovariance function of Gaussian short- and long-range dependent processes
Journal of Time Series Analysis | 2014-06-16 | Paper |
A central limit theorem for adaptive and interacting Markov chains
Bernoulli | 2014-05-05 | Paper |
A central limit theorem for adaptive and interacting Markov chains
Bernoulli | 2014-05-05 | Paper |
Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator
Stochastic Processes and their Applications | 2014-04-28 | Paper |
Large sample behaviour of some well-known robust estimators under long-range dependence
Statistics | 2014-03-14 | Paper |
Nonlinear time series. Theory, methods and applications with R examples
Chapman & Hall CRC Texts in Statistical Science Series | 2014-01-22 | Paper |
| A shrinkage-thresholding Metropolis adjusted Langevin algorithm for Bayesian variable selection | 2013-12-19 | Paper |
Central limit theorem for the robust log-regression wavelet estimation of the memory parameter in the Gaussian semi-parametric context
Bernoulli | 2013-03-07 | Paper |
Central limit theorem for the robust log-regression wavelet estimation of the memory parameter in the Gaussian semi-parametric context
Bernoulli | 2013-03-07 | Paper |
On-line expectation-maximization algorithm for latent data models
Journal of the Royal Statistical Society. Series B. Statistical Methodology | 2012-10-25 | Paper |
Convergence of adaptive and interacting Markov chain Monte Carlo algorithms
The Annals of Statistics | 2012-09-03 | Paper |
Convergence of adaptive and interacting Markov chain Monte Carlo algorithms
The Annals of Statistics | 2012-09-03 | Paper |
A simple variance inequality for \(U\)-statistics of a Markov chain with applications
Statistics & Probability Letters | 2012-06-11 | Paper |
Scaling analysis of multiple-try MCMC methods
Stochastic Processes and their Applications | 2012-03-22 | Paper |
On adaptive stratification
Annals of Operations Research | 2012-03-08 | Paper |
Sequential Monte Carlo smoothing for general state space hidden Markov models
The Annals of Applied Probability | 2012-01-10 | Paper |
Corrigendum: On-line Expectation–Maximization Algorithm for Latent Data Models
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2011-12-21 | Paper |
On upper-confidence bound policies for switching bandit problems
Lecture Notes in Computer Science | 2011-10-19 | Paper |
Asymptotic properties of U-processes under long-range dependence
The Annals of Statistics | 2011-09-14 | Paper |
Consistency of the maximum likelihood estimator for general hidden Markov models
The Annals of Statistics | 2011-04-05 | Paper |
On the properties of the periodogram of a stationary long-memory process over different epochs with applications
Journal of Time Series Analysis | 2011-02-22 | Paper |
Forgetting of the initial distribution for nonergodic hidden Markov chains
The Annals of Applied Probability | 2010-10-04 | Paper |
Frequency estimation based on the cumulated Lomb-Scargle periodogram
Journal of Time Series Analysis | 2010-04-22 | Paper |
Forgetting of the initial condition for the filter in general state-space hidden Markov chain: a coupling approach
Electronic Journal of Probability | 2009-11-20 | Paper |
Forgetting of the initial condition for the filter in general state-space hidden Markov chain: a coupling approach
Electronic Journal of Probability | 2009-11-20 | Paper |
Forgetting of the initial condition for the filter in general state-space hidden Markov chain: a coupling approach
Electronic Journal of Probability | 2009-11-20 | Paper |
Bounds on regeneration times and limit theorems for subgeometric Markov chains
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2009-10-08 | Paper |
Bounds on regeneration times and limit theorems for subgeometric Markov chains
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2009-10-08 | Paper |
| On the auxiliary particle filter | 2009-06-18 | Paper |
On the auxiliary particle filter
(available as arXiv preprint) | 2009-06-18 | Paper |
Forgetting the initial distribution for hidden Markov models
Stochastic Processes and their Applications | 2009-05-06 | Paper |
| On the Forward Filtering Backward Smoothing particle approximations of the smoothing distribution in general state spaces models | 2009-04-02 | Paper |
Sequential Monte Carlo smoothing with application to parameter estimation in nonlinear state space models
Bernoulli | 2009-03-02 | Paper |
Limit theorems for weighted samples with applications to sequential Monte Carlo methods
The Annals of Statistics | 2008-11-18 | Paper |
| Forgetting of the initial distribution for non-ergodic Hidden Markov Chains | 2008-10-12 | Paper |
A wavelet Whittle estimator of the memory parameter of a nonstationary Gaussian time series
The Annals of Statistics | 2008-08-28 | Paper |
CENTRAL LIMIT THEOREM FOR THE LOG-REGRESSION WAVELET ESTIMATION OF THE MEMORY PARAMETER IN THE GAUSSIAN SEMI-PARAMETRIC CONTEXT
Fractals | 2008-07-02 | Paper |
On the Spectral Density of the Wavelet Coefficients of Long-Memory Time Series with Application to the Log-Regression Estimation of the Memory Parameter
Journal of Time Series Analysis | 2008-06-18 | Paper |
On the Spectral Density of the Wavelet Coefficients of Long-Memory Time Series with Application to the Log-Regression Estimation of the Memory Parameter
Journal of Time Series Analysis | 2008-06-18 | Paper |
Corrigendum to "Estimating Long Memory in Volatility"
Econometrica | 2008-06-13 | Paper |
| On Upper-Confidence Bound Policies for Non-Stationary Bandit Problems | 2008-05-22 | Paper |
The ODE method for stability of skip-free Markov chains with applications to MCMC
The Annals of Applied Probability | 2008-04-23 | Paper |
Computable convergence rates for sub-geometric ergodic Markov chains
Bernoulli | 2008-02-06 | Paper |
Computable convergence rates for sub-geometric ergodic Markov chains
Bernoulli | 2008-02-06 | Paper |
Nonparametric inference of photon energy distribution from indirect measurement
Bernoulli | 2008-01-09 | Paper |
| Log-average periodogram estimator of the memory parameter | 2007-12-05 | Paper |
On the use of sequential Monte Carlo methods for approximating smoothing functionals, with application to fixed parameter estimation
ESAIM: Proceedings | 2007-11-20 | Paper |
Limit theorems for weighted samples with applications to sequential Monte Carlo methods
ESAIM: Proceedings | 2007-11-20 | Paper |
On the ergodicity properties of some adaptive MCMC algorithms
The Annals of Applied Probability | 2007-02-05 | Paper |
Subgeometric ergodicity of Markov chains
Lecture Notes in Statistics | 2007-01-09 | Paper |
Estimating Long Memory in Volatility
Econometrica | 2006-10-24 | Paper |
On recursive estimation for time varying autoregressive processes
The Annals of Statistics | 2006-03-23 | Paper |
Polynomial ergodicity of Markov transition kernels.
Stochastic Processes and their Applications | 2005-11-29 | Paper |
Inference in hidden Markov models.
Springer Series in Statistics | 2005-09-21 | Paper |
Stability of Stochastic Approximation under Verifiable Conditions
SIAM Journal on Control and Optimization | 2005-09-15 | Paper |
Nonlinear functionals of the periodogram
Journal of Time Series Analysis | 2005-05-20 | Paper |
Global sampling for sequential filtering over discrete state space
EURASIP Journal on Applied Signal Processing | 2005-05-03 | Paper |
Quantitative bounds on convergence of time-inhomogeneous Markov chains
The Annals of Applied Probability | 2005-03-21 | Paper |
Quantitative bounds on convergence of time-inhomogeneous Markov chains
The Annals of Applied Probability | 2005-03-21 | Paper |
Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime
The Annals of Statistics | 2005-02-28 | Paper |
The FEXP estimator for potentially non-stationary linear time series.
Stochastic Processes and their Applications | 2005-02-25 | Paper |
Practical drift conditions for subgeometric rates of convergence.
The Annals of Applied Probability | 2004-09-15 | Paper |
Convergence of the Monte Carlo expectation maximization for curved exponential families.
The Annals of Statistics | 2004-07-01 | Paper |
On the Convergence of the Monte Carlo Maximum Likelihood Method for Latent Variable Models
Scandinavian Journal of Statistics | 2004-03-16 | Paper |
Edgeworth expansions for linear statistics of possibly long-range-dependent linear processes.
Statistics & Probability Letters | 2004-03-14 | Paper |
On the geometric ergodicity of hybrid samplers
Journal of Applied Probability | 2004-01-26 | Paper |
| scientific article; zbMATH DE number 1944314 (Why is no real title available?) | 2003-07-01 | Paper |
Adaptive estimation of the fractional differencing coefficient
Bernoulli | 2003-03-10 | Paper |
V-subgeometric ergodicity for a Hastings-Metropolis algorithm
Statistics & Probability Letters | 2002-03-14 | Paper |
Least-squares estimation of an unknown number of shifts in a time series
Journal of Time Series Analysis | 2001-09-23 | Paper |
Invariance of subspace based estimators
IEEE Transactions on Signal Processing | 2001-08-14 | Paper |
Broadband log-periodogram regression of time series with long-range dependence
The Annals of Statistics | 2001-06-19 | Paper |
| scientific article; zbMATH DE number 1489832 (Why is no real title available?) | 2001-03-19 | Paper |
Data driven order selection for projection estimator of the spectral density of time series with long range dependence
Journal of Time Series Analysis | 2001-03-01 | Paper |
On a Perturbation Approach for the Analysis of Stochastic Tracking Algorithms
SIAM Journal on Control and Optimization | 2000-10-18 | Paper |
Wavelet estimator of long-range dependent processes.
Statistical Inference for Stochastic Processes | 2000-01-01 | Paper |
On blind multiuser forward link channel estimation by the subspace method: Identifiability results.
IEEE Transactions on Signal Processing | 2000-01-01 | Paper |
Convergence of a stochastic approximation version of the EM algorithm
The Annals of Statistics | 1999-11-09 | Paper |
Simulation-based methods for blind maximum-likelihood filter identification
Signal Processing | 1999-04-28 | Paper |
Recent advances on the semi-parametric estimation of the long-range dependence coefficient
ESAIM: Proceedings | 1999-01-27 | Paper |
A subspace algorithm for certain blind identification problems
IEEE Transactions on Information Theory | 1997-09-24 | Paper |
Détection de ruptures multiples dans la moyenne d'un processus aléatoire
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics | 1997-06-23 | Paper |
| scientific article; zbMATH DE number 810985 (Why is no real title available?) | 1995-11-26 | Paper |
| scientific article; zbMATH DE number 800795 (Why is no real title available?) | 1995-09-25 | Paper |
Smoothness Estimation for Whittle-Mat\'ern Processes on Closed Riemannian Manifolds
(available as arXiv preprint) | N/A | Paper |
