Gersende Fort

Available identifiers

zbMath Open fort.gersendeMaRDI QIDQ503091

List of research outcomes

Publication	Date of Publication	Type
Stochastic variable metric proximal gradient with variance reduction for non-convex composite optimization	2023-07-20	Paper
Fast incremental expectation maximization for finite-sum optimization: nonasymptotic convergence	2021-12-09	Paper
Uncertainty Quantification for Stochastic Approximation Limits Using Chaos Expansion	2020-08-31	Paper
Stochastic proximal-gradient algorithms for penalized mixed models	2019-10-18	Paper
Stochastic approximation schemes for economic capital and risk margin computations	2019-07-11	Paper
Success and Failure of Adaptation-Diffusion Algorithms With Decaying Step Size in Multiagent Networks	2019-02-08	Paper
Convergence and efficiency of adaptive importance sampling techniques with partial biasing	2018-06-08	Paper
Convergence of a Particle-Based Approximation of the Block Online Expectation Maximization Algorithm	2018-04-16	Paper
Adaptive Equi-Energy Sampler	2018-04-16	Paper
On perturbed proximal gradient algorithms	2017-09-27	Paper
Performance of a Distributed Stochastic Approximation Algorithm	2017-06-08	Paper
Self-healing umbrella sampling: convergence and efficiency	2017-03-23	Paper
MCMC design-based non-parametric regression for rare event. application to nested risk computations	2017-03-16	Paper
Subgeometric rates of convergence in Wasserstein distance for Markov chains	2017-01-11	Paper
Convergence of Markovian Stochastic Approximation with Discontinuous Dynamics	2016-04-11	Paper
Central limit theorems for stochastic approximation with controlled Markov chain dynamics	2016-02-12	Paper
Quantitative Convergence Rates for Subgeometric Markov Chains	2015-10-02	Paper
Adaptive MCMC with online relabeling	2015-08-05	Paper
Convergence of the Wang-Landau algorithm	2015-07-20	Paper
Efficiency of the Wang-Landau Algorithm: A Simple Test Case	2014-11-05	Paper
A central limit theorem for adaptive and interacting Markov chains	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	2013-05-29	Paper
Convergence of adaptive and interacting Markov chain Monte Carlo algorithms	2012-09-03	Paper
Limit theorems for some adaptive MCMC algorithms with subgeometric kernels. II	2012-08-09	Paper
A simple variance inequality for \(U\)-statistics of a Markov chain with applications	2012-06-11	Paper
On adaptive stratification	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	2010-11-12	Paper
State-dependent Foster-Lyapunov criteria for subgeometric convergence of Markov chains	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	2009-05-06	Paper
Subgeometric rates of convergence of \(f\)-ergodic strong Markov processes	2009-04-02	Paper
The ODE method for stability of skip-free Markov chains with applications to MCMC	2008-04-23	Paper
Polynomial ergodicity of Markov transition kernels.	2005-11-29	Paper
Subgeometric ergodicity of strong Markov processes	2005-07-13	Paper
Practical drift conditions for subgeometric rates of convergence.	2004-09-15	Paper
Convergence of the Monte Carlo expectation maximization for curved exponential families.	2004-07-01	Paper
On the geometric ergodicity of hybrid samplers	2004-01-26	Paper
\(V\)-subgeometric ergodicity for a Hastings-Metropolis algorithm	2002-03-14	Paper
https://portal.mardi4nfdi.de/entity/Q4496052	2001-03-19	Paper

Research outcomes over time

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