Amandine Schreck

activity

20122014

most citedA shrinkage-thresholding Metropolis adjusted Langevin algorithm for Bayesian variable selection

2 citations · 4 across the 3 of their papers we have counts for

collaborators

3 papers

math.ST2014★ 1 cited

Convergence of Markovian Stochastic Approximation with discontinuous dynamics

Gersende Fort, Eric Moulines, Amandine Schreck +1

This paper is devoted to the convergence analysis of stochastic approximation algorithms of the form $θ_n + 1 = θ_n + γ_n + 1 H_θ_n (X_n + 1)$ where ${θ_nn, n \geq 0}$ is…

math.ST2013★ 2 cited

A shrinkage-thresholding Metropolis adjusted Langevin algorithm for Bayesian variable selection

Amandine Schreck, Gersende Fort, Sylvain Le Corff +1

This paper introduces a new Markov Chain Monte Carlo method for Bayesian variable selection in high dimensional settings. The algorithm is a Hastings-Metropolis sampler with a prop…

math.ST2012★ 1 cited

Adaptive Equi-Energy Sampler : Convergence and Illustration

Amandine Schreck, Gersende Fort, Eric Moulines

Markov chain Monte Carlo (MCMC) methods allow to sample a distribution known up to a multiplicative constant. Classical MCMC samplers are known to have very poor mixing properties…