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20022026
most citedA regression-based Monte Carlo method to solve backward stochastic differential equations

425 citations

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stat.ML2020

Geom-SPIDER-EM: Faster Variance Reduced Stochastic Expectation Maximization for Nonconvex Finite-Sum Optimization

Gersende Fort, Eric Moulines, Hoi-To Wai

The Expectation Maximization (EM) algorithm is a key reference for inference in latent variable models; unfortunately, its computational cost is prohibitive in the large scale lear…

stat.ML2020★ 26 cited

Finite Time Analysis of Linear Two-timescale Stochastic Approximation with Markovian Noise

Maxim Kaledin, Eric Moulines, Alexey Naumov +2

Linear two-timescale stochastic approximation (SA) scheme is an important class of algorithms which has become popular in reinforcement learning (RL), particularly for the policy e…