1. Recherche
30 résultats  enregistrer la recherche
...
hal-00948661v3  Pré-publication, Document de travail
Alain Durmus, Gersende Fort, Eric Moulines. Subgeometric rates of convergence in Wasserstein distance for Markov chains
2015
...
hal-01078466v1  Pré-publication, Document de travail
Gemma Morral, Pascal Bianchi, Gersende Fort. Success and Failure of Adaptation-Diffusion Algorithms for Consensus in Multi-Agent Networks
2014
inria-00386748v1  Communication dans un congrès
Gersende Fort. Théorèmes limites pour les algorithmes MCMC adaptatifs
41èmes Journées de Statistique, SFdS, Bordeaux, 2009, Bordeaux, France, France. 2009
...
hal-00693302v4  Pré-publication, Document de travail
Amandine Schreck, Gersende Fort, Eric Moulines. Adaptive Equi-Energy Sampler : Convergence and Illustration
2012
...
hal-00638388v3  Pré-publication, Document de travail
Sylvain Le Corff, Gersende Fort. Convergence of a Particle-based Approximation of the Block Online Expectation Maximization Algorithm
2012
...
hal-00861097v1  Pré-publication, Document de travail
Gersende Fort. Central Limit Theorems for Stochastic Approximation with controlled Markov chain dynamics
2013
...
hal-00966187v2  Pré-publication, Document de travail
Gersende Fort, Eric Moulines, Amandine Schreck, Matti Vihola. Convergence of Markovian Stochastic Approximation with discontinuous dynamics
2016
...
hal-00615270v3  Pré-publication, Document de travail
Sylvain Le Corff, Gersende Fort. Online Expectation Maximization based algorithms for inference in hidden Markov models
2012
...
hal-00615615v3  Pré-publication, Document de travail
Sylvain Le Corff, Gersende Fort. Supplement paper to "Online Expectation Maximization based algorithms for inference in hidden Markov models
2012
...
hal-00087295v2  Article dans une revue
Gersende Fort, Sean Meyn, Eric Moulines, Pierre Priouret. The ODE method for stability of skip-free Markov chains with applications to MCMC
Annals of Applied Probability, Institute of Mathematical Statistics (IMS), 2008, 18 (2), pp.664-707. <10.1214/07-AAP471>
...
hal-00608574v1  Article dans une revue
Gersende Fort, Eric Moulines, Pierre Priouret, Pierre Vandekerkhove. A simple variance inequality for U-statistics of a Markov chain with applications
Statistics and Probability Letters, Elsevier, 2012, 82 (6), pp.1193--1201
hal-01314855v1  Article dans une revue
Randal Douc, Gersende Fort, Arnaud Guillin. Subgeometric rates of convergence of f-ergodic strong Markov processes
Stochastic Processes and their Applications, Elsevier, 2009, 119 (3), pp.897 - 923. <10.1016/j.spa.2008.03.007>
...
hal-00138902v1  Article dans une revue
Randal Douc, Gersende Fort, Eric Moulines, Pierre Priouret. Forgetting of the initial distribution for Hidden Markov Models
Stochastic Processes and their Applications, Elsevier, 2009, 119 (4), pp.1235--1256
hal-01073201v1  Article dans une revue
Gersende Fort, Benjamin Jourdain, Tony Lelièvre, Gabriel Stoltz. Self-Healing Umbrella Sampling: Convergence and efficiency
Statistics and Computing, Springer Verlag (Germany), 2017, 27 (1), pp.147-168. <10.1007/s11222-015-9613-2>
...
hal-01394833v1  Pré-publication, Document de travail
Gersende Fort, Emmanuel Gobet, Eric Moulines. MCMC design-based non-parametric regression for rare-event. Application to nested risk computations
2016
...
hal-01526281v1  Pré-publication, Document de travail
Gersende Fort, Edouard Ollier, Adeline Samson. Stochastic Proximal Gradient Algorithms for Penalized Mixed Models
2017
...
hal-00077681v1  Pré-publication, Document de travail
Randal Douc, Gersende Fort, Arnaud Guillin. Subgeometric rates of convergence of f-ergodic strong Markov processes
2006
hal-00147616v1  Article dans une revue
Randal Douc, Gersende Fort, Eric Moulines, Philippe Soulier. Practical drift conditions for subgeometric rates of convergence
The Annals of Applied Probability : an official journal of the institute of mathematical statistics, The Institute of Mathematical Statistics, 2004, 14 (3), pp.1353-1377. <10.1214/105051604000000323>
...
hal-00921130v3  Pré-publication, Document de travail
Amandine Schreck, Gersende Fort, Sylvain Le Corff, Eric Moulines. A shrinkage-thresholding Metropolis adjusted Langevin algorithm for Bayesian variable selection
2015
hal-01419051v1  Article dans une revue
Hajer Braham, Sana Jemaa, Gersende Fort, Eric Moulines, Berna Sayrac. Spatial Prediction Under Location Uncertainty in Cellular Networks
IEEE Transactions on Wireless Communications, Institute of Electrical and Electronics Engineers, 2016, 15, pp.7633 - 7643. <10.1109/TWC.2016.2605676>
...
hal-01418961v1  Article dans une revue
Hajer Braham, Sana Jemaa, Gersende Fort, Eric Moulines, Berna Sayrac. Fixed Rank Kriging for Cellular Coverage Analysis
IEEE Transactions on Vehicular Technology, Institute of Electrical and Electronics Engineers, 2016, pp.11. <10.1109/TVT.2016.2599842>
hal-00846640v1  Article dans une revue
Florence Forbes, Gersende Fort. Combining Monte Carlo and Mean-Field-Like Methods for Inference in Hidden Markov Random Fields
IEEE Transactions on Image Processing, Institute of Electrical and Electronics Engineers, 2007, 16 (3), pp.824-837. <10.1109/TIP.2006.891045>
...
hal-00319157v3  Article dans une revue
Pierre Etoré, Gersende Fort, Benjamin Jourdain, Eric Moulines. On adaptive stratification
Annals of Operations Research, Springer Verlag, 2011, 189 (1), pp.127-154. <10.1007/s10479-009-0638-9>
...
hal-01418857v1  Article dans une revue
Gersende Fort, Eric Moulines, Amandine Schreck, Matti Vihola. Convergence of Markovian Stochastic Approximation with Discontinuous Dynamics
SIAM Journal on Control and Optimization, Society for Industrial and Applied Mathematics, 2016, 54 (2), pp.866-893. <10.1137/140962723>
...
hal-00300467v2  Article dans une revue
Yves Atchadé, Gersende Fort. Limit theorems for some adaptive MCMC algorithms with subgeometric kernels
Bernoulli, Bernoulli Society for Mathematical Statistics and Probability, 2010, 16 (1), pp.116--154
...
hal-00608569v1  Article dans une revue
Gersende Fort, Eric Moulines, Pierre Priouret, Pierre Vandekerkhove. A central limit theorem for adaptive and interacting Markov chains
Bernoulli, Bernoulli Society for Mathematical Statistics and Probability, 2013, to be published
hal-01238595v1  Article dans une revue
Gersende Fort, Benjamin Jourdain, Estelle Kuhn, Tony Lelièvre, Gabriel Stoltz. Convergence of the Wang-Landau algorithm
Mathematics of Computation, American Mathematical Society, 2015, 84 (295), <10.1090/S0025-5718-2015-02952-4>
in2p3-01115785v1  Article dans une revue
R. Bardenet, Olivier Cappé, Gersende Fort, Balázs Kégl. Adaptive MCMC with online relabeling
Bernoulli, Bernoulli Society for Mathematical Statistics and Probability, 2015, 21 (3), p. 1304-1340. <10.3150/13-BEJ578>

Contact


archive-ouverte@inria.fr