3 papers
stat.CO2025
Convergence of a class of gradient-free optimisation schemes when the objective function is noisy, irregular, or both
Christophe Andrieu, Nicolas Chopin, Ettore Fincato +1
We investigate the convergence properties of a class of iterative algorithms designed to minimize a potentially non-smooth and noisy objective function, which may be algebraically…
math.NA2025
On the unconventional Hug integrator
Christophe Andrieu, J. M. Sanz-Serna
Hug is a recently proposed iterative mapping used to design efficient updates in Markov chain Monte Carlo (MCMC) methods. Hug generates proposals that remain very close to hypersur…
math.ST2024
Self-Organizing State-Space Models with Artificial Dynamics
Yuan Chen, Mathieu Gerber, Christophe Andrieu +1
We consider the problem of performing parameter and state inference in a state-space model (SSM) parametrized by a static parameter . A popular idea to address this problem cons…