| Publication | Date of Publication | Type |
|---|
| Stochastic variable metric proximal gradient with variance reduction for non-convex composite optimization | 2023-07-20 | Paper |
| A Proximal Markov Chain Monte Carlo Method for Bayesian Inference in Imaging Inverse Problems: When Langevin Meets Moreau | 2022-11-03 | Paper |
| Variance reduction for additive functionals of Markov chains via martingale representations | 2022-03-14 | Paper |
| Fast incremental expectation maximization for finite-sum optimization: nonasymptotic convergence | 2021-12-09 | Paper |
| On Stochastic Gradient Langevin Dynamics with Dependent Data Streams: The Fully Nonconvex Case | 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 | 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 | 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 | 2020-12-07 | Paper |
| Main effects and interactions in mixed and incomplete data frames | 2020-09-15 | Paper |
| Variance reduction for Markov chains with application to MCMC | 2020-08-27 | Paper |
| On Stability of a Class of Filters for Nonlinear Stochastic Systems | 2020-07-30 | Paper |
| A quantitative McDiarmid's inequality for geometrically ergodic Markov chains | 2020-05-26 | Paper |
| On the two-filter approximations of marginal smoothing distributions in general state-space models | 2020-02-05 | Paper |
| f-SAEM: a fast stochastic approximation of the EM algorithm for nonlinear mixed effects models | 2019-11-22 | Paper |
| Low-rank model with covariates for count data with missing values | 2019-10-01 | Paper |
| High-dimensional Bayesian inference via the unadjusted Langevin algorithm | 2019-09-25 | Paper |
| The tamed unadjusted Langevin algorithm | 2019-09-19 | Paper |
| Density estimation for RWRE | 2019-07-11 | Paper |
| On stochastic gradient Langevin dynamics with dependent data streams: the fully non-convex case | 2019-05-30 | Paper |
| Efficient Bayesian Computation by Proximal Markov Chain Monte Carlo: When Langevin Meets Moreau | 2018-10-10 | Paper |
| Optimal scaling of the random walk Metropolis algorithm under Lp mean differentiability | 2018-09-26 | Paper |
| Markov Chains | 2018-08-28 | Paper |
| Online EM for functional data | 2018-08-07 | Paper |
| Inference of a Generalized Long Memory Process in the Wavelet Domain | 2018-07-18 | Paper |
| On Approximate Maximum-Likelihood Methods for Blind Identification: How to Cope With the Curse of Dimensionality | 2018-07-09 | Paper |
| Decentralized Frank–Wolfe Algorithm for Convex and Nonconvex Problems | 2018-06-27 | Paper |
| Statistical Pileup Correction Method for HPGe Detectors | 2018-06-27 | Paper |
| Main effects and interactions in mixed and incomplete data frames | 2018-06-26 | Paper |
| Normalizing constants of log-concave densities | 2018-04-25 | Paper |
| Adaptive Equi-Energy Sampler | 2018-04-16 | Paper |
| Detecting Aircraft With a Low-Resolution Infrared Sensor | 2017-10-27 | Paper |
| On perturbed proximal gradient algorithms | 2017-09-27 | Paper |
| Nonasymptotic convergence analysis for the unadjusted Langevin algorithm | 2017-09-15 | Paper |
| A semi-blind channel estimation technique based on second-order blind method for CDMA systems | 2017-09-08 | Paper |
| Error Exponents for Neyman-Pearson Detection of a Continuous-Time Gaussian Markov Process From Regular or Irregular Samples | 2017-07-12 | Paper |
| Asymptotic properties of quasi-maximum likelihood estimators in observation-driven time series models | 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 | 2017-04-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2969788 | 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 |
| Estimators of long-memory: Fourier versus wavelets | 2016-07-18 | Paper |
| On the two-filter approximations of marginal smoothing distributions in general state space models | 2016-05-27 | Paper |
| Convergence of Markovian Stochastic Approximation with Discontinuous Dynamics | 2016-04-11 | Paper |
| On parallel implementation of sequential Monte Carlo methods: the island particle model | 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 | 2016-02-22 | Paper |
| Nonparametric estimation of Mark's distribution of an exponential shot-noise process | 2016-01-21 | Paper |
| Adaptive multinomial matrix completion | 2016-01-07 | Paper |
| Adaptive sequential Monte Carlo by means of mixture of experts | 2015-11-19 | Paper |
| Uniform Ergodicity of the Particle Gibbs Sampler | 2015-10-05 | Paper |
| Blocking Strategies and Stability of Particle Gibbs Samplers | 2015-09-28 | Paper |
| Scaling analysis of delayed rejection MCMC methods | 2015-01-28 | Paper |
| Long-term stability of sequential Monte Carlo methods under verifiable conditions | 2014-09-25 | Paper |
| Asymptotic properties of the maximum likelihood estimation in misspecified hidden Markov models | 2014-09-15 | Paper |
| Robust estimation of the scale and of the autocovariance function of Gaussian short- and long-range dependent processes | 2014-06-16 | Paper |
| A central limit theorem for adaptive and interacting Markov chains | 2014-05-05 | Paper |
| Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator | 2014-04-28 | Paper |
| Large sample behaviour of some well-known robust estimators under long-range dependence | 2014-03-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2871232 | 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 | 2013-03-07 | Paper |
| On-Line Expectation–Maximization Algorithm for latent Data Models | 2012-10-25 | Paper |
| Convergence of adaptive and interacting Markov chain Monte Carlo algorithms | 2012-09-03 | Paper |
| A simple variance inequality for \(U\)-statistics of a Markov chain with applications | 2012-06-11 | Paper |
| Scaling analysis of multiple-try MCMC methods | 2012-03-22 | Paper |
| On adaptive stratification | 2012-03-08 | Paper |
| Sequential Monte Carlo smoothing for general state space hidden Markov models | 2012-01-10 | Paper |
| Corrigendum: On-line Expectation–Maximization Algorithm for Latent Data Models | 2011-12-21 | Paper |
| On Upper-Confidence Bound Policies for Switching Bandit Problems | 2011-10-19 | Paper |
| Asymptotic properties of \(U\)-processes under long-range dependence | 2011-09-14 | Paper |
| Consistency of the maximum likelihood estimator for general hidden Markov models | 2011-04-05 | Paper |
| On the properties of the periodogram of a stationary long-memory process over different epochs with applications | 2011-02-22 | Paper |
| Forgetting of the initial distribution for nonergodic hidden Markov chains | 2010-10-04 | Paper |
| Frequency estimation based on the cumulated Lomb-Scargle periodogram | 2010-04-22 | Paper |
| Forgetting of the initial condition for the filter in general state-space hidden Markov chain: a coupling approach | 2009-11-20 | Paper |
| Bounds on regeneration times and limit theorems for subgeometric Markov chains | 2009-10-08 | Paper |
| On the auxiliary particle filter | 2009-06-18 | Paper |
| Forgetting the initial distribution for hidden Markov models | 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 | 2009-03-02 | Paper |
| Limit theorems for weighted samples with applications to sequential Monte Carlo methods | 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 | 2008-08-28 | Paper |
| CENTRAL LIMIT THEOREM FOR THE LOG-REGRESSION WAVELET ESTIMATION OF THE MEMORY PARAMETER IN THE GAUSSIAN SEMI-PARAMETRIC CONTEXT | 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 | 2008-06-18 | Paper |
| Corrigendum to "Estimating Long Memory in Volatility" | 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 | 2008-04-23 | Paper |
| Computable convergence rates for sub-geometric ergodic Markov chains | 2008-02-06 | Paper |
| Nonparametric inference of photon energy distribution from indirect measurement | 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 | 2007-11-20 | Paper |
| Limit theorems for weighted samples with applications to sequential Monte Carlo methods | 2007-11-20 | Paper |
| On the ergodicity properties of some adaptive MCMC algorithms | 2007-02-05 | Paper |
| Subgeometric ergodicity of Markov chains | 2007-01-09 | Paper |
| Estimating Long Memory in Volatility | 2006-10-24 | Paper |
| On recursive estimation for time varying autoregressive processes | 2006-03-23 | Paper |
| Polynomial ergodicity of Markov transition kernels. | 2005-11-29 | Paper |
| Inference in hidden Markov models. | 2005-09-21 | Paper |
| Stability of Stochastic Approximation under Verifiable Conditions | 2005-09-15 | Paper |
| Nonlinear functionals of the periodogram | 2005-05-20 | Paper |
| Global sampling for sequential filtering over discrete state space | 2005-05-03 | Paper |
| Quantitative bounds on convergence of time-inhomogeneous Markov chains | 2005-03-21 | Paper |
| Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime | 2005-02-28 | Paper |
| The FEXP estimator for potentially non-stationary linear time series. | 2005-02-25 | 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 Convergence of the Monte Carlo Maximum Likelihood Method for Latent Variable Models | 2004-03-16 | Paper |
| Edgeworth expansions for linear statistics of possibly long-range-dependent linear processes. | 2004-03-14 | Paper |
| On the geometric ergodicity of hybrid samplers | 2004-01-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4407607 | 2003-07-01 | Paper |
| Adaptive estimation of the fractional differencing coefficient | 2003-03-10 | Paper |
| \(V\)-subgeometric ergodicity for a Hastings-Metropolis algorithm | 2002-03-14 | Paper |
| Least‐squares Estimation of an Unknown Number of Shifts in a Time Series | 2001-09-23 | Paper |
| In-variance of subspace based estimators | 2001-08-14 | Paper |
| Broadband log-periodogram regression of time series with long-range dependence | 2001-06-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4496052 | 2001-03-19 | Paper |
| Data Driven Order Selection for Projection Estimator of the Spectral Density of Time Series with Long Range Dependence | 2001-03-01 | Paper |
| On a Perturbation Approach for the Analysis of Stochastic Tracking Algorithms | 2000-10-18 | Paper |
| Wavelet estimator of long-range dependent processes. | 2000-01-01 | Paper |
| On blind multiuser forward link channel estimation by the subspace method: identifiability results | 2000-01-01 | Paper |
| Convergence of a stochastic approximation version of the EM algorithm | 1999-11-09 | Paper |
| Simulation-based methods for blind maximum-likelihood filter identification | 1999-04-28 | Paper |
| Recent advances on the semi-parametric estimation of the long-range dependence coefficient | 1999-01-27 | Paper |
| A subspace algorithm for certain blind identification problems | 1997-09-24 | Paper |
| Détection de ruptures multiples dans la moyenne d'un processus aléatoire | 1997-06-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4852337 | 1995-11-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4849431 | 1995-09-25 | Paper |
