488 citations · 3k across the 119 of their papers we have counts for
12 papers · 1 filter
Rosenthal-type inequalities for linear statistics of Markov chains
Alain Durmus, Eric Moulines, Alexey Naumov +2
In this paper, we establish novel concentration inequalities for additive functionals of geometrically ergodic Markov chains similar to Rosenthal inequalities for sums of independe…
Probability and moment inequalities for additive functionals of geometrically ergodic Markov chains
Alain Durmus, Eric Moulines, Alexey Naumov +1
In this paper, we establish moment and Bernstein-type inequalities for additive functionals of geometrically ergodic Markov chains. These inequalities extend the corresponding ineq…
Uniform minorization condition and convergence bounds for discretizations of kinetic Langevin dynamics
Alain Durmus, Aurélien Enfroy, Éric Moulines +1
We study the convergence in total variation and -norm of discretization schemes of the underdamped Langevin dynamics. Such algorithms are very popular and commonly used in molec…
Optimal scaling of the Random Walk Metropolis algorithm under Lp mean differentiability
Alain Durmus, Sylvain Le Corff, Eric Moulines +1
This paper considers the optimal scaling problem for high-dimensional random walk Metropolis algorithms for densities which are differentiable in Lp mean but which may be irregular…
Subgeometric rates of convergence in Wasserstein distance for Markov chains
Alain Durmus, Gersende Fort, Eric Moulines
In this paper, we provide sufficient conditions for the existence of the invariant distribution and for subgeometric rates of convergence in Wasserstein distance for general state-…
On parallel implementation of Sequential Monte Carlo methods: the island particle model
Christelle Vergé, Cyrille Dubarry, Pierre Del Moral +1
The approximation of the Feynman-Kac semigroups by systems of interacting particles is a very active research field, with applications in many different areas. In this paper, we st…