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Convergence of a Particle-based Approximation of the Block Online Expectation Maximization Algorithm

Sylvain Le Corff , Gersende Fort
ACM Transactions on Modeling and Computer Simulation, 2013, 23 (1)
Journal articles hal-00638388v3
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Adaptive Equi-Energy Sampler : Convergence and Illustration

Amandine Schreck , Gersende Fort , Eric Moulines
Preprints, Working Papers, ... hal-00693302v4

Méthodes de Monte Carlo par Chaînes de Markov Adaptatives

Gersende Fort
Séminaire Statistique des sommets de Rochebrune, Apr 2014, Mégève, France
Conference papers hal-02287056v1
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Limit theorems for some adaptive MCMC algorithms with subgeometric kernels

Yves Atchadé , Gersende Fort
Bernoulli, 2010, 16 (1), pp.116--154
Journal articles hal-00300467v2
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Supplement paper to "Online Expectation Maximization based algorithms for inference in hidden Markov models

Sylvain Le Corff , Gersende Fort
Preprints, Working Papers, ... hal-00615615v3
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Stochastic Approximation Schemes for Economic Capital and Risk Margin Computations

David Barrera , Stéphane Crépey , Babacar Diallo , Gersende Fort , Emmanuel Gobet et al.
ESAIM: Proceedings and Surveys, In press
Journal articles hal-01710394v1

MCMC design-based non-parametric regression for rare event. Application to nested risk computation.

Gersende Fort , Emmanuel Gobet , Éric Moulines
Monte Carlo Methods and Applications, 2017
Journal articles hal-01711748v1
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Fast incremental expectation-maximization algorithm: √N iterations for an epsilon-stationary point ?

Gersende Fort , Eric Moulines , Pierre Gach
Preprints, Working Papers, ... hal-02509621v2

Adaptive Equi-Energy Sampler: Convergence and Illustration

Amandine Schreck , Gersende Fort , Eric Moulines
ACM Transactions on Modeling and Computer Simulation, 2013, 23 (1), pp.27
Journal articles hal-02286347v1

Parallel Tempering and Interacting Algorithms

Gersende Fort , Eric Moulines
Workshop "Challenges and Advances in High Dimensional and High Complexity Monte Carlo Computation and Theory", Mar 2012, Calgary, Canada
Conference papers hal-02286355v1

New Online EM algorithms for general Hidden Markov Models. Application to the SLAM problem

Sylvain Le Corff , Gersende Fort , Eric Moulines
LVA-ICA, Mar 2012, Tel-Aviv, Israel
Conference papers hal-02286254v1
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Quantification d'incertitude pour l'Approximation Stochastique

Stéphane Crépey , Gersende Fort , Emmanuel Gobet , Uladzislau Stazhynski
Actes de Conférence du Colloque GRETSI 2019, 2019
Journal articles hal-02415192v1

On perturbed proximal gradient algorithms

Yves Atchadé , Gersende Fort , Éric Moulines
Journal of Machine Learning Research, 2017, 18 (10), pp.1-33
Journal articles hal-01711749v1

Spatial Prediction Under Location Uncertainty in Cellular Networks

Hajer Braham , Sana Ben Jemaa , Gersende Fort , Éric Moulines , Berna Sayrac et al.
IEEE Transactions on Wireless Communications, 2016, 15, pp.7633 - 7643. ⟨10.1109/TWC.2016.2605676⟩
Journal articles hal-01419051v1
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Subgeometric rates of convergence of f-ergodic strong Markov processes

Randal Douc , Gersende Fort , Arnaud Guillin
Preprints, Working Papers, ... hal-00077681v1

A sample variance inequality for U-statistics of a Markov chain with applications

P. Priouret , Gersende Fort , E. Moulines , P. Vandekerkove
Statistics and Probability Letters, 2012, 82 (6), pp.1193-1201
Journal articles hal-00708121v1
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Relabelling MCMC Algorithms in Bayesian Mixture Learning

R. Bardenet , Balázs Kégl , Gersende Fort
Snowbird Learning Workshop, Apr 2011, Fort Lauderdale, United States
Poster communications in2p3-00590956v1
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Estimation of cosmological parameters using adaptive importance sampling

Darren Wraith , Martin Kilbinger , Karim Benabed , Olivier Cappe , Jean-François Cardoso et al.
Physical Review D, 2009, 80, pp.023507. ⟨10.1103/PhysRevD.80.023507⟩
Journal articles hal-00450727v1

Adaptive Equi-Energy samplers

Gersende Fort
ISBA, Jun 2012, Kyoto, Japan
Conference papers hal-02288330v1
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The perturbed prox-preconditioned spider algorithm: non-asymptotic convergence bounds

Gersende Fort , E Moulines
SSP 2021 - IEEE Statistical Signal Processing Workshop, Jul 2021, Rio de Janeiro, Brazil
Conference papers hal-03183775v2
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Central Limit Theorems for Stochastic Approximation with controlled Markov chain dynamics

Gersende Fort
Preprints, Working Papers, ... hal-00861097v1

Practical drift conditions for subgeometric rates of convergence

Randal Douc , Gersende Fort , Éric Moulines , Philippe Soulier
Annals of Applied Probability, 2004, 14 (3), pp.1353-1377. ⟨10.1214/105051604000000323⟩
Journal articles hal-00147616v1
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Stochastic Proximal Gradient Algorithms for Penalized Mixed Models

Gersende Fort , Edouard Ollier , Adeline Samson
Statistics and Computing, 2019, 29 (2), pp.231-253. ⟨10.1007/s11222-018-9805-7⟩
Journal articles hal-01526281v1
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Fast Incremental Expectation Maximization for finite-sum optimization: nonasymptotic convergence

Gersende Fort , Pierre Gach , Eric Moulines
Statistics and Computing, In press, 31 (48), ⟨10.1007/s11222-021-10023-9⟩
Journal articles hal-02617725v2
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An online Minorization-Maximization algorithm

Hien Duy Nguyen , Florence Forbes , Gersende Fort , Olivier Cappé
17th Conference of the International Federation of Classification Societies, Jul 2022, Porto, Portugal
Conference papers hal-03542180v1
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The ODE method for stability of skip-free Markov chains with applications to MCMC

Gersende Fort , Sean Meyn , Éric Moulines , Pierre Priouret
Annals of Applied Probability, 2008, 18 (2), pp.664-707. ⟨10.1214/07-AAP471⟩
Journal articles hal-00087295v2

Estimation of cosmological parameters using adaptive importance sampling

Darren Wraith , Martin Kilbinger , Karim Benabed , Olivier Cappé , Jean-François Cardoso et al.
Preprints, Working Papers, ... hal-00365944v1
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Algorithmes Gradient-Proximaux Stochastiques

Gersende Fort , Laurent Risser , Éric Moulines , Edouard Ollier , Adeline Samson et al.
GRETSI 2017, Sep 2017, Juan-les-Pins, France
Conference papers hal-01633322v1
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Convergence of Markovian Stochastic Approximation with discontinuous dynamics

Gersende Fort , Eric Moulines , Amandine Schreck , Matti Vihola
Preprints, Working Papers, ... hal-00966187v2
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Success and Failure of Adaptation-Diffusion Algorithms for Consensus in Multi-Agent Networks

Gemma Morral , Pascal Bianchi , Gersende Fort
Preprints, Working Papers, ... hal-01078466v1