488 citations · 3k across the 119 of their papers we have counts for
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The Tamed Unadjusted Langevin Algorithm
Nicolas Brosse, Alain Durmus, Éric Moulines +1
In this article, we consider the problem of sampling from a probability measure having a density on known up to a normalizing constant, $x\mapsto \mathrm{e}^{-U(…
Particle rejuvenation of Rao-Blackwellized Sequential Monte Carlo smoothers for Conditionally Linear and Gaussian models
Ngoc Minh Nguyen, Sylvain Le Corff, Eric Moulines
This paper focuses on Sequential Monte Carlo approximations of smoothing distributions in conditionally linear and Gaussian state spaces. To reduce Monte Carlo variance of smoother…
Sampling from a log-concave distribution with compact support with proximal Langevin Monte Carlo
Nicolas Brosse, Alain Durmus, Éric Moulines +1
This paper presents a detailed theoretical analysis of the Langevin Monte Carlo sampling algorithm recently introduced in Durmus et al. (Efficient Bayesian computation by proximal…
On the convergence of Hamiltonian Monte Carlo
Alain Durmus, Eric Moulines, Eero Saksman
This paper discusses the irreducibility and geometric ergodicity of the Hamiltonian Monte Carlo (HMC) algorithm. We consider cases where the number of steps of the symplectic integ…
Low-rank model with covariates for count data analysis
Geneviève Robin, Julie Josse, Eric Moulines +1
Count data are collected in many scientific and engineering tasks including image processing, single-cell RNA sequencing and ecological studies. Such data sets often contain missin…