488 citations · 3k across the 119 of their papers we have counts for
3 papers · 1 filter
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…
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…
Non-strongly-convex smooth stochastic approximation with convergence rate O(1/n)
Francis Bach, Eric Moulines
We consider the stochastic approximation problem where a convex function has to be minimized, given only the knowledge of unbiased estimates of its gradients at certain points, a f…