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Convergence of the Wang-Landau algorithm

 Gersende Fort , Benjamin Jourdain , Estelle Kuhn , Tony Lelièvre , Gabriel Stoltz
Mathematics of Computation, 2015, 84 (295), pp.2297-2327. ⟨10.1090/S0025-5718-2015-02952-4⟩
Article dans une revue hal-01238595v1
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A simple variance inequality for U-statistics of a Markov chain with applications

 Gersende Fort , Eric Moulines , Pierre Priouret , Pierre Vandekerkhove
Statistics and Probability Letters, 2012, 82 (6), pp.1193--1201
Article dans une revue hal-00608574v1
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A central limit theorem for adaptive and interacting Markov chains

 Gersende Fort , Eric Moulines , Pierre Priouret , Pierre Vandekerkhove
Bernoulli, 2013, to be published
Article dans une revue hal-00608569v1

Convergence and Efficiency of the Wang-Landau algorithm

 Gersende Fort
Winter School "New directions in Monte Carlo methods", Jan 2013, Gainesville, United States
Communication dans un congrès hal-02286486v1

Sampling Multimodal densities on large dimensional spaces

 Gersende Fort
International Conference "7the Journées de Statistique du Sud", Jun 2014, Barcelone, Spain
Communication dans un congrès hal-02286898v1

Approximation stochastique distribuée : le coût de la non-bistochasticité

 Gemma Morral , Pascal Bianchi , Gersende Fort , Jérémie Jakubowicz
XXIVème Colloque Gretsi, Sep 2013, Brest, France
Communication dans un congrès hal-00867204v1
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Credibility Intervals for the Reproduction Number of the Covid-19 Pandemic Using Proximal Langevin Samplers

 Patrice Abry , Gersende Fort , Barbara Pascal , Nelly Pustelnik
2023 31th European Signal Processing Conference (EUSIPCO), 2023
Proceedings/Recueil des communications hal-03902144v2
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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)
Article dans une revue hal-00638388v3
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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
Article dans une revue 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
Pré-publication, Document de travail hal-00615615v3

Méthodes de Monte Carlo par Chaînes de Markov Adaptatives

 Gersende Fort
Séminaire Statistique des sommets de Rochebrune, Apr 2014, Mégève, France
Communication dans un congrès hal-02287056v1
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Adaptive Equi-Energy Sampler : Convergence and Illustration

 Amandine Schreck , Gersende Fort , Eric Moulines
2012
Pré-publication, Document de travail hal-00693302v4

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
Article dans une revue 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
Pré-publication, Document de travail hal-02509621v2
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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
Article dans une revue hal-01710394v1
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Stochastic Approximation Beyond Gradient for Signal Processing and Machine Learning

 Aymeric Dieuleveut , Gersende Fort , Éric Moulines , Hoi-To Wai
IEEE Transactions on Signal Processing, In press
Article dans une revue hal-04174351v1

Adaptive and Interacting Monte Carlo methods for Bayesian analysis

 Gersende Fort
Workshop "Big Bang, Big Data, Big Computers", Sep 2012, Paris, France
Communication dans un congrès hal-02286420v1
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Covid19 Reproduction Number: Credibility Intervals by Blockwise Proximal Monte Carlo Samplers

 Gersende Fort , Barbara Pascal , Patrice Abry , Nelly Pustelnik
IEEE Transactions on Signal Processing, In press, 71, pp.888-900. ⟨10.1109/TSP.2023.3247142⟩
Article dans une revue hal-03611079v3
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Temporal evolution of the Covid19 pandemic reproduction number: Estimations from proximal optimization to Monte Carlo sampling

 Patrice Abry , Gersende Fort , Barbara Pascal , Nelly Pustelnik
IEEE, pp.167--170, 2022, Proceedings of the Annu Int Conf IEEE Eng Med Biol Soc, ⟨10.1109/EMBC48229.2022.9871805⟩
Proceedings/Recueil des communications hal-03565440v2
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A convergence theorem for variational EM-like algorithms: application to image segmentation

 Florence Forbes , Gersende Fort
RR-5721, INRIA. 2005, pp.36
Rapport inria-00070297v1
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The Perturbed Prox-Preconditioned SPIDER algorithm for EM-based large scale learning

 Gersende Fort , Eric Moulines
SSP 2021 - IEEE Statistical Signal Processing Workshop, Jul 2021, Rio de Janeiro, Brazil
Communication dans un congrès hal-03183774v2
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Adaptive Metropolis with online relabeling

 R. Bardenet , O. Cappé , Gersende Fort , Balázs Kégl
Fifteenth International Conference on Artificial Intelligence and Statistics, Apr 2012, La Palma, Spain. pp.91-99
Communication dans un congrès in2p3-00698479v1
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Convergence of Markovian Stochastic Approximation with Discontinuous Dynamics

 Gersende Fort , Éric Moulines , Amandine Schreck , Matti Vihola
SIAM Journal on Control and Optimization, 2016, 54 (2), pp.866-893. ⟨10.1137/140962723⟩
Article dans une revue hal-01418857v1
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Stochastic Variable Metric Proximal Gradient with variance reduction for non-convex composite optimization

 Gersende Fort , Eric Moulines
Statistics and Computing, In press
Article dans une revue hal-03781216v3

Monte Carlo methods for sampling-based Optimization methods

 Gersende Fort
Distributed and Stochastic Optimization, Jul 2014, Nice, France
Communication dans un congrès hal-02288422v1

Convergence and efficiency of adaptive importance sampling techniques with partial biasing

 Gersende Fort , Benjamin Jourdain , Tony Lelièvre , Gabriel Stoltz
Journal of Statistical Physics, 2018, 171 (2), pp.220-268. ⟨10.1007/s10955-018-1992-2⟩
Article dans une revue hal-01389996v1

Stochastic Approximation-based adaptation for Interacting MCMC

 Gersende Fort
Workshop "Advances in Markov chain Monte Carlo", Apr 2012, Edimburgh, United Kingdom
Communication dans un congrès hal-02286354v1

Self-Healing Umbrella Sampling: Convergence and efficiency

 Gersende Fort , Benjamin Jourdain , Tony Lelièvre , Gabriel Stoltz
Statistics and Computing, 2017, 27 (1), pp.147-168. ⟨10.1007/s11222-015-9613-2⟩
Article dans une revue hal-01073201v1

Model-uncertain value-at-risk, expected shortfall and sharpe ratio, using Stochastic Approximation

 Stéphane Crépey , Gersende Fort , Emmanuel Gobet , Uladzislau Stazhynski
Workshop on Asset Pricing and Risk Management, IMS-NUS, Aug 2019, Singapore, Singapore
Communication dans un congrès hal-04506679v1

Combining Monte Carlo and Mean-Field-Like Methods for Inference in Hidden Markov Random Fields

 Florence Forbes , Gersende Fort
IEEE Transactions on Image Processing, 2007, 16 (3), pp.824-837. ⟨10.1109/TIP.2006.891045⟩
Article dans une revue hal-00846640v1
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