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20142026
most citedNon-asymptotic convergence analysis for the Unadjusted Langevin Algorithm

88 citations · 487 across the 78 of their papers we have counts for

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Showing 2022 · stat.MLShow all

5 papers · 2 filters

stat.ML2022★ 2 cited

Federated Averaging Langevin Dynamics: Toward a unified theory and new algorithms

Vincent Plassier, Alain Durmus, Eric Moulines

This paper focuses on Bayesian inference in a federated learning context (FL). While several distributed MCMC algorithms have been proposed, few consider the specific limitations o…

stat.ML2022★ 2 cited

Unbiased constrained sampling with Self-Concordant Barrier Hamiltonian Monte Carlo

Maxence Noble, Valentin De Bortoli, Alain Durmus

In this paper, we propose Barrier Hamiltonian Monte Carlo (BHMC), a version of the HMC algorithm which aims at sampling from a Gibbs distribution on a manifold , en…

stat.ML2022★ 2 cited

Variational Inference of overparameterized Bayesian Neural Networks: a theoretical and empirical study

Tom Huix, Szymon Majewski, Alain Durmus +2

This paper studies the Variational Inference (VI) used for training Bayesian Neural Networks (BNN) in the overparameterized regime, i.e., when the number of neurons tends to infini…

stat.ML2022

Finite-time High-probability Bounds for Polyak-Ruppert Averaged Iterates of Linear Stochastic Approximation

Alain Durmus, Eric Moulines, Alexey Naumov +1

This paper provides a finite-time analysis of linear stochastic approximation (LSA) algorithms with fixed step size, a core method in statistics and machine learning. LSA is used t…

stat.ML2022★ 17 cited

On Maximum-a-Posteriori estimation with Plug & Play priors and stochastic gradient descent

Rémi Laumont, Valentin de Bortoli, Andrés Almansa +3

Bayesian methods to solve imaging inverse problems usually combine an explicit data likelihood function with a prior distribution that explicitly models expected properties of the…