| Publication | Date of Publication | Type |
|---|
Covid19 reproduction number: credibility intervals by blockwise proximal Monte Carlo samplers
IEEE Transactions on Signal Processing | 2024-09-12 | Paper |
Stochastic approximation beyond gradient for signal processing and machine learning
IEEE Transactions on Signal Processing | 2024-09-12 | Paper |
Stochastic variable metric proximal gradient with variance reduction for non-convex composite optimization
Statistics and Computing | 2023-07-20 | Paper |
Fast incremental expectation maximization for finite-sum optimization: nonasymptotic convergence
Statistics and Computing | 2021-12-09 | Paper |
Uncertainty quantification for stochastic approximation limits using chaos expansion
SIAM/ASA Journal on Uncertainty Quantification | 2020-08-31 | Paper |
Stochastic proximal-gradient algorithms for penalized mixed models
Statistics and Computing | 2019-10-18 | Paper |
Stochastic approximation schemes for economic capital and risk margin computations
ESAIM: Proceedings and Surveys | 2019-07-11 | Paper |
Success and Failure of Adaptation-Diffusion Algorithms With Decaying Step Size in Multiagent Networks
IEEE Transactions on Signal Processing | 2019-02-08 | Paper |
Convergence and efficiency of adaptive importance sampling techniques with partial biasing
Journal of Statistical Physics | 2018-06-08 | Paper |
Adaptive equi-energy sampler: convergence and illustration
ACM Transactions on Modeling and Computer Simulation | 2018-04-16 | Paper |
Convergence of a particle-based approximation of the block online expectation maximization algorithm
ACM Transactions on Modeling and Computer Simulation | 2018-04-16 | Paper |
On perturbed proximal gradient algorithms
| 2017-09-27 | Paper |
Performance of a Distributed Stochastic Approximation Algorithm
IEEE Transactions on Information Theory | 2017-06-08 | Paper |
Self-healing umbrella sampling: convergence and efficiency
Statistics and Computing | 2017-03-23 | Paper |
MCMC design-based non-parametric regression for rare event. application to nested risk computations
Monte Carlo Methods and Applications | 2017-03-16 | Paper |
Subgeometric rates of convergence in Wasserstein distance for Markov chains
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2017-01-11 | Paper |
Convergence of Markovian stochastic approximation with discontinuous dynamics
SIAM Journal on Control and Optimization | 2016-04-11 | Paper |
Central limit theorems for stochastic approximation with controlled Markov chain dynamics
European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics | 2016-02-12 | Paper |
Quantitative convergence rates for subgeometric Markov chains
Journal of Applied Probability | 2015-10-02 | Paper |
Adaptive MCMC with online relabeling
Bernoulli | 2015-08-05 | Paper |
Convergence of the Wang-Landau algorithm
Mathematics of Computation | 2015-07-20 | Paper |
Efficiency of the Wang-Landau algorithm: a simple test case
AMRX. Applied Mathematics Research eXpress | 2014-11-05 | Paper |
A central limit theorem for adaptive and interacting Markov chains
Bernoulli | 2014-05-05 | Paper |
A shrinkage-thresholding Metropolis adjusted Langevin algorithm for Bayesian variable selection
| 2013-12-19 | Paper |
Online expectation maximization based algorithms for inference in hidden Markov models
Electronic Journal of Statistics | 2013-05-29 | Paper |
Convergence of adaptive and interacting Markov chain Monte Carlo algorithms
The Annals of Statistics | 2012-09-03 | Paper |
Limit theorems for some adaptive MCMC algorithms with subgeometric kernels. II
Bernoulli | 2012-08-09 | Paper |
A simple variance inequality for \(U\)-statistics of a Markov chain with applications
Statistics \& Probability Letters | 2012-06-11 | Paper |
On adaptive stratification
Annals of Operations Research | 2012-03-08 | Paper |
Supplement paper to "Online Expectation Maximization based algorithms for inference in hidden Markov models"
| 2011-08-20 | Paper |
Limit theorems for some adaptive MCMC algorithms with subgeometric kernels
Bernoulli | 2010-11-12 | Paper |
State-dependent Foster-Lyapunov criteria for subgeometric convergence of Markov chains
Stochastic Processes and their Applications | 2009-12-16 | Paper |
Limit theorems for some adaptive MCMC algorithms with subgeometric kernels: Part II
| 2009-11-01 | Paper |
Forgetting the initial distribution for hidden Markov models
Stochastic Processes and their Applications | 2009-05-06 | Paper |
Subgeometric rates of convergence of \(f\)-ergodic strong Markov processes
Stochastic Processes and their Applications | 2009-04-02 | Paper |
The ODE method for stability of skip-free Markov chains with applications to MCMC
The Annals of Applied Probability | 2008-04-23 | Paper |
Polynomial ergodicity of Markov transition kernels.
Stochastic Processes and their Applications | 2005-11-29 | Paper |
Subgeometric ergodicity of strong Markov processes
The Annals of Applied Probability | 2005-07-13 | Paper |
Practical drift conditions for subgeometric rates of convergence.
The Annals of Applied Probability | 2004-09-15 | Paper |
Convergence of the Monte Carlo expectation maximization for curved exponential families.
The Annals of Statistics | 2004-07-01 | Paper |
On the geometric ergodicity of hybrid samplers
Journal of Applied Probability | 2004-01-26 | Paper |
\(V\)-subgeometric ergodicity for a Hastings-Metropolis algorithm
Statistics \& Probability Letters | 2002-03-14 | Paper |
scientific article; zbMATH DE number 1489832 (Why is no real title available?)
| 2001-03-19 | Paper |
