25 citations · 114 across the 27 of their papers we have counts for
4 papers · 1 filter
VARCLUST: clustering variables using dimensionality reduction
Piotr Sobczyk, Stanislaw Wilczynski, Malgorzata Bogdan +5
VARCLUST algorithm is proposed for clustering variables under the assumption that variables in a given cluster are linear combinations of a small number of hidden latent variables,…
Unadjusted Langevin algorithm with multiplicative noise: Total variation and Wasserstein bounds
Gilles Pages, Fabien Panloup
In this paper, we focus on non-asymptotic bounds related to the Euler scheme of an ergodic diffusion with a possibly multiplicative diffusion term (non-constant diffusion coefficie…
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…
Adaptive estimation of the stationary density of a stochastic differential equation driven by a fractional Brownian motion
Karine Bertin, Nicolas Klutchnikoff, Fabien Panloup +1
We build and study a data-driven procedure for the estimation of the stationary density f of an additive fractional SDE. To this end, we also prove some new concentrations bounds f…