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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
2012
Preprints, Working Papers, ...
hal-00693302v4
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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
2012
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
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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
2021
Preprints, Working Papers, ...
hal-02509621v2
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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
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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
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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
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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
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Spatial Prediction Under Location Uncertainty in Cellular Networks
Hajer Braham
,
Sana Ben Jemaa
,
Gersende Fort
,
Éric Moulines
,
Berna Sayrac
et al.
Journal articles
hal-01419051v1
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Subgeometric rates of convergence of f-ergodic strong Markov processes
Randal Douc
,
Gersende Fort
,
Arnaud Guillin
2006
Preprints, Working Papers, ...
hal-00077681v1
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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.
Journal articles
hal-00450727v1
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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
2013
Preprints, Working Papers, ...
hal-00861097v1
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Practical drift conditions for subgeometric rates of convergence
Randal Douc
,
Gersende Fort
,
Éric Moulines
,
Philippe Soulier
Journal articles
hal-00147616v1
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Stochastic Proximal Gradient Algorithms for Penalized Mixed Models
Gersende Fort
,
Edouard Ollier
,
Adeline Samson
Journal articles
hal-01526281v1
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Fast Incremental Expectation Maximization for finite-sum optimization: nonasymptotic convergence
Gersende Fort
,
Pierre Gach
,
Eric Moulines
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
Journal articles
hal-00087295v2
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Estimation of cosmological parameters using adaptive importance sampling
Darren Wraith
,
Martin Kilbinger
,
Karim Benabed
,
Olivier Cappé
,
Jean-François Cardoso
et al.
2009
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
2016
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
2014
Preprints, Working Papers, ...
hal-01078466v1
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