Gersende Fort

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Person:503091

Available identifiers

zbMath Open fort.gersendeMaRDI QIDQ503091

List of research outcomes





PublicationDate of PublicationType
Covid19 reproduction number: credibility intervals by blockwise proximal Monte Carlo samplers2024-09-12Paper
Stochastic approximation beyond gradient for signal processing and machine learning2024-09-12Paper
Stochastic variable metric proximal gradient with variance reduction for non-convex composite optimization2023-07-20Paper
Fast incremental expectation maximization for finite-sum optimization: nonasymptotic convergence2021-12-09Paper
Uncertainty Quantification for Stochastic Approximation Limits Using Chaos Expansion2020-08-31Paper
Stochastic proximal-gradient algorithms for penalized mixed models2019-10-18Paper
Stochastic approximation schemes for economic capital and risk margin computations2019-07-11Paper
Success and Failure of Adaptation-Diffusion Algorithms With Decaying Step Size in Multiagent Networks2019-02-08Paper
Convergence and efficiency of adaptive importance sampling techniques with partial biasing2018-06-08Paper
Adaptive Equi-Energy Sampler2018-04-16Paper
Convergence of a Particle-Based Approximation of the Block Online Expectation Maximization Algorithm2018-04-16Paper
On perturbed proximal gradient algorithms2017-09-27Paper
Performance of a Distributed Stochastic Approximation Algorithm2017-06-08Paper
Self-healing umbrella sampling: convergence and efficiency2017-03-23Paper
MCMC design-based non-parametric regression for rare event. application to nested risk computations2017-03-16Paper
Subgeometric rates of convergence in Wasserstein distance for Markov chains2017-01-11Paper
Convergence of Markovian stochastic approximation with discontinuous dynamics2016-04-11Paper
Central limit theorems for stochastic approximation with controlled Markov chain dynamics2016-02-12Paper
Quantitative Convergence Rates for Subgeometric Markov Chains2015-10-02Paper
Adaptive MCMC with online relabeling2015-08-05Paper
Convergence of the Wang-Landau algorithm2015-07-20Paper
Efficiency of the Wang-Landau algorithm: a simple test case2014-11-05Paper
A central limit theorem for adaptive and interacting Markov chains2014-05-05Paper
A shrinkage-thresholding Metropolis adjusted Langevin algorithm for Bayesian variable selection2013-12-19Paper
Online expectation maximization based algorithms for inference in hidden Markov models2013-05-29Paper
Convergence of adaptive and interacting Markov chain Monte Carlo algorithms2012-09-03Paper
Limit theorems for some adaptive MCMC algorithms with subgeometric kernels. II2012-08-09Paper
A simple variance inequality for \(U\)-statistics of a Markov chain with applications2012-06-11Paper
On adaptive stratification2012-03-08Paper
Supplement paper to "Online Expectation Maximization based algorithms for inference in hidden Markov models"2011-08-20Paper
Limit theorems for some adaptive MCMC algorithms with subgeometric kernels2010-11-12Paper
State-dependent Foster-Lyapunov criteria for subgeometric convergence of Markov chains2009-12-16Paper
Limit theorems for some adaptive MCMC algorithms with subgeometric kernels: Part II2009-11-01Paper
Forgetting the initial distribution for hidden Markov models2009-05-06Paper
Subgeometric rates of convergence of \(f\)-ergodic strong Markov processes2009-04-02Paper
The ODE method for stability of skip-free Markov chains with applications to MCMC2008-04-23Paper
Polynomial ergodicity of Markov transition kernels.2005-11-29Paper
Subgeometric ergodicity of strong Markov processes2005-07-13Paper
Practical drift conditions for subgeometric rates of convergence.2004-09-15Paper
Convergence of the Monte Carlo expectation maximization for curved exponential families.2004-07-01Paper
On the geometric ergodicity of hybrid samplers2004-01-26Paper
\(V\)-subgeometric ergodicity for a Hastings-Metropolis algorithm2002-03-14Paper
https://portal.mardi4nfdi.de/entity/Q44960522001-03-19Paper

Research outcomes over time

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