Alain Durmus

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Person:247650

Available identifiers

zbMath Open durmus.alainMaRDI QIDQ247650

List of research outcomes





PublicationDate of PublicationType
Geodesic slice sampling on Riemannian manifolds2023-12-01Paper
On the convergence of dynamic implementations of Hamiltonian Monte Carlo and No U-Turn Samplers2023-07-07Paper
On maximum a posteriori estimation with Plug \& Play priors and stochastic gradient descent2023-06-12Paper
Tree-Based Diffusion Schr\"odinger Bridge with Applications to Wasserstein Barycenters2023-05-25Paper
Rosenthal-type inequalities for linear statistics of Markov chains2023-03-10Paper
Optimal Scaling Results for a Wide Class of Proximal MALA Algorithms2023-01-06Paper
A Proximal Markov Chain Monte Carlo Method for Bayesian Inference in Imaging Inverse Problems: When Langevin Meets Moreau2022-11-03Paper
Unbiased constrained sampling with Self-Concordant Barrier Hamiltonian Monte Carlo2022-10-21Paper
Bayesian Imaging Using Plug & Play Priors: When Langevin Meets Tweedie2022-08-04Paper
Finite-time High-probability Bounds for Polyak-Ruppert Averaged Iterates of Linear Stochastic Approximation2022-07-10Paper
Forward Event-Chain Monte Carlo: Fast Sampling by Randomness Control in Irreversible Markov Chains2022-03-30Paper
Piecewise deterministic Markov processes and their invariant measures2022-02-25Paper
Efficient stochastic optimisation by unadjusted Langevin Monte Carlo. Application to maximum marginal likelihood and empirical Bayesian estimation2021-12-09Paper
Hypocoercivity of piecewise deterministic Markov process-Monte Carlo2021-11-04Paper
Probability and moment inequalities for additive functionals of geometrically ergodic Markov chains2021-09-01Paper
Maximum Entropy Methods for Texture Synthesis: Theory and Practice2021-07-06Paper
Tight High Probability Bounds for Linear Stochastic Approximation with Fixed Stepsize2021-06-02Paper
Geometric ergodicity of the bouncy particle sampler2021-03-18Paper
Bayesian imaging using Plug & Play priors: when Langevin meets Tweedie2021-03-08Paper
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
Maximum Likelihood Estimation of Regularization Parameters in High-Dimensional Inverse Problems: An Empirical Bayesian Approach Part I: Methodology and Experiments2021-01-11Paper
Maximum Likelihood Estimation of Regularization Parameters in High-Dimensional Inverse Problems: An Empirical Bayesian Approach. Part II: Theoretical Analysis2021-01-11Paper
An elementary approach to uniform in time propagation of chaos2020-10-29Paper
Bridging the gap between constant step size stochastic gradient descent and Markov chains2020-08-28Paper
Quantitative Propagation of Chaos for SGD in Wide Neural Networks2020-07-13Paper
High-dimensional Bayesian inference via the unadjusted Langevin algorithm2019-09-25Paper
The tamed unadjusted Langevin algorithm2019-09-19Paper
https://portal.mardi4nfdi.de/entity/Q53811272019-06-07Paper
Convergence of diffusions and their discretizations: from continuous to discrete processes and back2019-04-22Paper
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
Normalizing constants of log-concave densities2018-04-25Paper
Fast Langevin based algorithm for MCMC in high dimensions2017-11-07Paper
Nonasymptotic convergence analysis for the unadjusted Langevin algorithm2017-09-15Paper
On the convergence of Hamiltonian Monte Carlo2017-04-29Paper
Subgeometric rates of convergence in Wasserstein distance for Markov chains2017-01-11Paper
Quantitative bounds of convergence for geometrically ergodic Markov chain in the Wasserstein distance with application to the Metropolis adjusted Langevin algorithm2016-02-22Paper
Lattice Signatures and Bimodal Gaussians2013-09-02Paper
Ring-LWE in Polynomial Rings2012-07-20Paper

Research outcomes over time

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