Alain Durmus

Available identifiers

zbMath Open durmus.alainMaRDI QIDQ247650

List of research outcomes

Publication	Date of Publication	Type
Geodesic slice sampling on Riemannian manifolds	2023-12-01	Paper
On the convergence of dynamic implementations of Hamiltonian Monte Carlo and No U-Turn Samplers	2023-07-07	Paper
On maximum a posteriori estimation with Plug \& Play priors and stochastic gradient descent	2023-06-12	Paper
Tree-Based Diffusion Schr\"odinger Bridge with Applications to Wasserstein Barycenters	2023-05-25	Paper
Rosenthal-type inequalities for linear statistics of Markov chains	2023-03-10	Paper
Optimal Scaling Results for a Wide Class of Proximal MALA Algorithms	2023-01-06	Paper
A Proximal Markov Chain Monte Carlo Method for Bayesian Inference in Imaging Inverse Problems: When Langevin Meets Moreau	2022-11-03	Paper
Unbiased constrained sampling with Self-Concordant Barrier Hamiltonian Monte Carlo	2022-10-21	Paper
Bayesian Imaging Using Plug & Play Priors: When Langevin Meets Tweedie	2022-08-04	Paper
Finite-time High-probability Bounds for Polyak-Ruppert Averaged Iterates of Linear Stochastic Approximation	2022-07-10	Paper
Forward Event-Chain Monte Carlo: Fast Sampling by Randomness Control in Irreversible Markov Chains	2022-03-30	Paper
Piecewise deterministic Markov processes and their invariant measures	2022-02-25	Paper
Efficient stochastic optimisation by unadjusted Langevin Monte Carlo. Application to maximum marginal likelihood and empirical Bayesian estimation	2021-12-09	Paper
Hypocoercivity of piecewise deterministic Markov process-Monte Carlo	2021-11-04	Paper
Probability and moment inequalities for additive functionals of geometrically ergodic Markov chains	2021-09-01	Paper
Maximum Entropy Methods for Texture Synthesis: Theory and Practice	2021-07-06	Paper
Tight High Probability Bounds for Linear Stochastic Approximation with Fixed Stepsize	2021-06-02	Paper
Geometric ergodicity of the bouncy particle sampler	2021-03-18	Paper
Bayesian imaging using Plug & Play priors: when Langevin meets Tweedie	2021-03-08	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
Maximum Likelihood Estimation of Regularization Parameters in High-Dimensional Inverse Problems: An Empirical Bayesian Approach Part I: Methodology and Experiments	2021-01-11	Paper
Maximum Likelihood Estimation of Regularization Parameters in High-Dimensional Inverse Problems: An Empirical Bayesian Approach. Part II: Theoretical Analysis	2021-01-11	Paper
An elementary approach to uniform in time propagation of chaos	2020-10-29	Paper
Bridging the gap between constant step size stochastic gradient descent and Markov chains	2020-08-28	Paper
Quantitative Propagation of Chaos for SGD in Wide Neural Networks	2020-07-13	Paper
High-dimensional Bayesian inference via the unadjusted Langevin algorithm	2019-09-25	Paper
The tamed unadjusted Langevin algorithm	2019-09-19	Paper
https://portal.mardi4nfdi.de/entity/Q5381127	2019-06-07	Paper
Convergence of diffusions and their discretizations: from continuous to discrete processes and back	2019-04-22	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
Normalizing constants of log-concave densities	2018-04-25	Paper
Fast Langevin based algorithm for MCMC in high dimensions	2017-11-07	Paper
Nonasymptotic convergence analysis for the unadjusted Langevin algorithm	2017-09-15	Paper
On the convergence of Hamiltonian Monte Carlo	2017-04-29	Paper
Subgeometric rates of convergence in Wasserstein distance for Markov chains	2017-01-11	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
Lattice Signatures and Bimodal Gaussians	2013-09-02	Paper
Ring-LWE in Polynomial Rings	2012-07-20	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Alain Durmus