2 citations · 2 across the 4 of their papers we have counts for
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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…
stat.CO2024
Gradient-free optimization via integration
Christophe Andrieu, Nicolas Chopin, Ettore Fincato +1
We develop and analyse an approach to optimize functions not assumed to be convex, differentiable or even continuous. The algorithm be…
stat.CO2024★ 2 cited
Monte Carlo sampling with integrator snippets
Christophe Andrieu, Mauro Camara Escudero, Chang Zhang
Assume interest is in sampling from a probability distribution defined on . We develop a framework for sampling algorithms which takes full advantage…