90 citations · 403 across the 37 of their papers we have counts for
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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 where is…
math.ST2014★ 47 cited
On perturbed proximal gradient algorithms
Yves F. Atchade, Gersende Fort, Eric Moulines
We study a version of the proximal gradient algorithm for which the gradient is intractable and is approximated by Monte Carlo methods (and in particular Markov Chain Monte Carlo).…