36 citations · 83 across the 24 of their papers we have counts for
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math.PR2020★ 2 cited
On the cost of Bayesian posterior mean strategy for log-concave models
Sébastien Gadat, Fabien Panloup, Clément Pellegrini
In this paper, we investigate the problem of computing Bayesian estimators using Langevin Monte-Carlo type approximation. The novelty of this paper is to consider together the stat…
math.PR2020
Non asymptotic controls on a recursive superquantile approximation
Manon Costa, Sébastien Gadat
In this work, we study a new recursive stochastic algorithm for the joint estimation of quantile and superquantile of an unknown distribution. The novelty of this algorithm is to u…