Christophe Andrieu

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Explicit convergence bounds for Metropolis Markov chains: isoperimetry, spectral gaps and profiles The Annals of Applied Probability	2024-10-09	Paper
Pierre-Aurelien Gilliot, Christophe Andrieu, Anthony Lee, Song Liu, and Michael Whitehouse's contribution to the discussion of `the Discussion Meeting on Probabilistic and statistical aspects of machine learning' Journal of the Royal Statistical Society. Series B. Statistical Methodology	2024-07-09	Paper
Weak Poincar\'e Inequalities for Markov chains: theory and applications	2023-12-18	Paper
Comparison of Markov chains via weak Poincaré inequalities with application to pseudo-marginal MCMC The Annals of Statistics	2023-01-12	Paper
Comparison of Markov chains via weak Poincaré inequalities with application to pseudo-marginal MCMC The Annals of Statistics	2023-01-12	Paper
Explicit convergence bounds for Metropolis Markov chains: isoperimetry, spectral gaps and profiles	2022-11-16	Paper
Poincar\'e inequalities for Markov chains: a meeting with Cheeger, Lyapunov and Metropolis	2022-08-10	Paper
Peskun-Tierney ordering for Markovian Monte Carlo: beyond the reversible scenario The Annals of Statistics	2021-12-03	Paper
Peskun-Tierney ordering for Markovian Monte Carlo: beyond the reversible scenario The Annals of Statistics	2021-12-03	Paper
Hypocoercivity of piecewise deterministic Markov process-Monte Carlo The Annals of Applied Probability	2021-11-04	Paper
Hypocoercivity of piecewise deterministic Markov process-Monte Carlo The Annals of Applied Probability	2021-11-04	Paper
Subgeometric hypocoercivity for piecewise-deterministic Markov process Monte Carlo methods Electronic Journal of Probability	2021-07-21	Paper
Particle Markov Chain Monte Carlo Methods Journal of the Royal Statistical Society Series B: Statistical Methodology	2019-04-30	Paper
Online Bayesian Inference in Some Time-Frequency Representations of Non-Stationary Processes IEEE Transactions on Signal Processing	2018-08-22	Paper
Uniform ergodicity of the iterated conditional SMC and geometric ergodicity of particle Gibbs samplers Bernoulli	2017-09-21	Paper
Uniform ergodicity of the iterated conditional SMC and geometric ergodicity of particle Gibbs samplers Bernoulli	2017-09-21	Paper
Efficient particle filtering for jump markov systems. Application to time-varying autoregressions IEEE Transactions on Signal Processing	2017-09-08	Paper
Sampling normalizing constants in high dimensions using inhomogeneous diffusions	2016-12-22	Paper
Establishing some order amongst exact approximations of MCMCs The Annals of Applied Probability	2016-12-09	Paper
Introduction to ``Particle Metropolis-Hastings using gradient and Hessian information by J. Dahlin, F. Lindsten, T. Schön Statistics and Computing	2016-02-22	Paper
Quantitative convergence rates for subgeometric Markov chains Journal of Applied Probability	2015-10-02	Paper
Quantitative convergence rates for subgeometric Markov chains Journal of Applied Probability	2015-10-02	Paper
Convergence properties of pseudo-marginal Markov chain Monte Carlo algorithms The Annals of Applied Probability	2015-04-27	Paper
Convergence properties of pseudo-marginal Markov chain Monte Carlo algorithms The Annals of Applied Probability	2015-04-27	Paper
On the stability of some controlled Markov chains and its applications to stochastic approximation with Markovian dynamic The Annals of Applied Probability	2015-02-26	Paper
On the stability of some controlled Markov chains and its applications to stochastic approximation with Markovian dynamic The Annals of Applied Probability	2015-02-26	Paper
Markovian stochastic approximation with expanding projections Bernoulli	2014-05-05	Paper
Markovian stochastic approximation with expanding projections Bernoulli	2014-05-05	Paper
Perfect simulation for the Feynman-Kac law on the path space	2012-10-01	Paper
On nonlinear Markov chain Monte Carlo Bernoulli	2011-09-14	Paper
Particle Markov chain Monte Carlo for efficient numerical simulation Monte Carlo and Quasi-Monte Carlo Methods 2008	2010-02-15	Paper
The pseudo-marginal approach for efficient Monte Carlo computations The Annals of Statistics	2009-06-04	Paper
The pseudo-marginal approach for efficient Monte Carlo computations The Annals of Statistics	2009-04-01	Paper
A Note on Convergence of the Equi-Energy Sampler Stochastic Analysis and Applications	2008-04-29	Paper
Non-linear Markov Chain Monte Carlo ESAIM: Proceedings	2007-11-20	Paper
Convergence of the equi-energy sampler ESAIM: Proceedings	2007-11-20	Paper
Advanced Lectures on Machine Learning Lecture Notes in Computer Science	2007-11-07	Paper
On the ergodicity properties of some adaptive MCMC algorithms The Annals of Applied Probability	2007-02-05	Paper
Stability of Stochastic Approximation under Verifiable Conditions SIAM Journal on Control and Optimization	2005-09-15	Paper
Particle Filtering for Partially Observed Gaussian State Space Models Journal of the Royal Statistical Society Series B: Statistical Methodology	2005-04-29	Paper
Particle filtering for demodulation in fading channels with non-Gaussian additive noise IEEE Transactions on Communications	2003-07-10	Paper
An introduction to MCMC for machine learning Machine Learning	2003-07-01	Paper
Convergence of simulated annealing using Foster-Lyapunov criteria Journal of Applied Probability	2002-11-25	Paper
Optimal estimation of amplitude and phase modulated signals Monte Carlo Methods and Applications	2002-05-28	Paper
Robust full Bayesian learning for radial basis networks Neural Computation	2002-02-28	Paper
Bayesian computational approaches to model selection	2001-11-07	Paper
scientific article; zbMATH DE number 1666087 (Why is no real title available?)	2001-10-23	Paper
scientific article; zbMATH DE number 1666100 (Why is no real title available?)	2001-10-23	Paper
Model selection by MCMC computation. Signal Processing	2001-08-20	Paper
Simulated annealing for maximum a posteriori parameter estimation of hidden Markov models IEEE Transactions on Information Theory	2000-09-07	Paper
A Bayesian approach to harmonic retrieval with clipped data. Signal Processing	1999-06-21	Paper

Research outcomes over time

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