Publications (71)
Analysis of nonsmooth stochastic approximation: the differential inclusion approach
Szymon Majewski, BÅażej Miasojedow, Eric Moulines
Sequential Monte Carlo smoothing for general state space hidden Markov models
Randal Douc, Aurélien Garivier, Eric Moulines +1
Asymptotic properties of U-processes under long-range dependence
Céline Lévy-Leduc, Hélène Boistard, Eric Moulines +2
Robust estimation of the scale and of the autocovariance function of Gaussian short and long-range dependent processes
Céline Lévy-Leduc, Hélène Boistard, Eric Moulines +2
On the convergence of Hamiltonian Monte Carlo
Alain Durmus, Eric Moulines, Eero Saksman
Non-asymptotic convergence analysis for the Unadjusted Langevin Algorithm
Alain Durmus, Eric Moulines
A shrinkage-thresholding Metropolis adjusted Langevin algorithm for Bayesian variable selection
Amandine Schreck, Gersende Fort, Sylvain Le Corff +1
A Wavelet Whittle estimator of the memory parameter of a non-stationary Gaussian time series
Eric Moulines, François Roueff, Murad S. Taqqu
On perturbed proximal gradient algorithms
Yves F. Atchade, Gersende Fort, Eric Moulines
A central limit theorem for adaptive and interacting Markov chains
Gersende Fort, Eric Moulines, Pierre Priouret +1
Forgetting of the initial distribution for non-ergodic Hidden Markov Chains
Elisabeth Gassiat, Benoit Landelle, Eric Moulines
Error exponents for Neyman-Pearson detection of a continuous-time Gaussian Markov process from noisy irregular samples
Walid Hachem, Eric Moulines, Francois Roueff
Subgeometric ergodicity of Markov chains
Randal Douc, Eric Moulines, Philippe Soulier
The ODE method for stability of skip-free Markov chains with applications to MCMC
Gersende Fort, Sean Meyn, Eric Moulines +1
Computable Convergence Rates for Subgeometrically Ergodic Markov Chains
Randal Douc, Eric Moulines, Philippe Soulier
Adaptive Multinomial Matrix Completion
Olga Klopp, Jean Lafond, Eric Moulines +1
Testing for Homogeneity with Kernel Fisher Discriminant Analysis
Zaid Harchaoui, Francis Bach, Eric Moulines
Online EM for Functional Data
Florian Maire, Eric Moulines, Sidonie Lefebvre
Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime
Randal Douc, Eric Moulines, Tobias Ryden
Probabilistic low-rank matrix completion on finite alphabets
Jean Lafond, Olga Klopp, Eric Moulines +1
Price Jump Prediction in Limit Order Book
Ban Zheng, Eric Moulines, Frédéric Abergel
On recursive estimation for time varying autoregressive processes
Eric Moulines, Pierre Priouret, François Roueff
Nonparametric estimation of mark's distribution of an exponential Shot-noise process
Paul Ilhe, Eric Moulines, François Roueff +1
Central limit theorem for the robust log-regression wavelet estimation of the memory parameter in the Gaussian semi-parametric context
Olaf Kouamo, Céline Lévy-Leduc, Eric Moulines
On parallel implementation of Sequential Monte Carlo methods: the island particle model
Christelle Vergé, Cyrille Dubarry, Pierre Del Moral +1
Efficient Bayesian computation by proximal Markov chain Monte Carlo: when Langevin meets Moreau
Alain Durmus, Eric Moulines, Marcelo Pereyra
Online EM Algorithm for Latent Data Models
Olivier Cappé, Eric Moulines
Optimal scaling of the Random Walk Metropolis algorithm under Lp mean differentiability
Alain Durmus, Sylvain Le Corff, Eric Moulines +1
Adaptive Equi-Energy Sampler : Convergence and Illustration
Amandine Schreck, Gersende Fort, Eric Moulines
Particle rejuvenation of Rao-Blackwellized Sequential Monte Carlo smoothers for Conditionally Linear and Gaussian models
Ngoc Minh Nguyen, Sylvain Le Corff, Eric Moulines
Adaptive methods for sequential importance sampling with application to state space models
Julien Cornebise, Eric Moulines, Jimmy Olsson
On the spectral density of the wavelet coefficients of long memory time series with application to the log-regression estimation of the memory parameter
Eric Moulines, François Roueff, Murad Taqqu
On the auxiliary particle filter
Randal Douc, Eric Moulines, Jimmy Olsson
Forgetting of the initial condition for the filter in general state-space hidden Markov chain: a coupling approach
Randal Douc, Eric Moulines, Ya'Acov Ritov
On Upper-Confidence Bound Policies for Non-Stationary Bandit Problems
Aurélien Garivier, Eric Moulines
Nonparametric inference of photon energy distribution from indirect measurements
Eric Moulines, Francois Roueff, Antoine Souloumiac +1
Asymptotic properties of the maximum likelihood estimation in misspecified hidden Markov models
Randal Douc, Eric Moulines
Non-asymptotic Analysis of Biased Stochastic Approximation Scheme
Belhal Karimi, Blazej Miasojedow, Eric Moulines +1
Spatial Prediction Under Location Uncertainty In Cellular Networks
Hajer Braham, Sana Ben Jemaa, Gersende Fort +2
On adaptive stratification
Pierre Etoré, Gersende Fort, Benjamin Jourdain +1
Estimation of the autocovariance function with missing observations
Natalia Bahamonde, Paul Doukhan, Eric Moulines
Fixed Rank Kriging for Cellular Coverage Analysis
Hajer Braham, Sana Ben Jemaa, Gersende Fort +2
Non-strongly-convex smooth stochastic approximation with convergence rate O(1/n)
Francis Bach, Eric Moulines
Comparison of Resampling Schemes for Particle Filtering
Randal Douc, Olivier Cappé, Eric Moulines
Log-average periodogram estimator of the memory parameter
Valderio Reisen, Eric Moulines, Philippe Soulier +1
Forgetting of the initial distribution for Hidden Markov Models
Randal Douc, Gersende Fort, Eric Moulines +1
Low-rank model with covariates for count data analysis
Geneviève Robin, Julie Josse, Eric Moulines +1
Blocking Strategies and Stability of Particle Gibbs Samplers
Sumeetpal S. Singh, Fredrik Lindsten, Eric Moulines
A simple variance inequality for U-statistics of a Markov chain with applications
Gersende Fort, Eric Moulines, Pierre Priouret +1
On the two-filter approximations of marginal smoothing distributions in general state space models
Thi Ngoc Minh Nguyen, Sylvain Le Corff, Eric Moulines
Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator
Randal Douc, Paul Doukhan, Eric Moulines
Convergence of Markovian Stochastic Approximation with discontinuous dynamics
Gersende Fort, Eric Moulines, Amandine Schreck +1
A quantitative Mc Diarmid's inequality for geometrically ergodic Markov chains
Antoine Havet, Matthieu Lerasle, Eric Moulines +1
Sequential Monte Carlo smoothing with application to parameter estimation in non-linear state space models
Jimmy Olsson, Olivier Cappé, Randal Douc +1
Frequency estimation based on the cumulated Lomb-Scargle periodogram
Céline Lévy-Leduc, Eric Moulines, François Roueff
High-dimensional Bayesian inference via the Unadjusted Langevin Algorithm
Alain Durmus, Eric Moulines
Adaptive parallel tempering algorithm
Blazej Miasojedow, Eric Moulines, Matti Vihola
Consistency of the maximum likelihood estimator for general hidden Markov models
Randal Douc, Eric Moulines, Jimmy Olsson +1
Estimators of Long-Memory: Fourier versus Wavelets
Gilles Fay, Eric Moulines, François Roueff +1
Convergence properties of weighted particle islands with application to the double bootstrap algorithm
Pierre Del Moral, Eric Moulines, Jimmy Olsson +1
On the Forward Filtering Backward Smoothing particle approximations of the smoothing distribution in general state spaces models
Randal Douc, Aurelien Garivier, Eric Moulines +1
Long-term stability of sequential Monte Carlo methods under verifiable conditions
Randal Douc, Eric Moulines, Jimmy Olsson
Bounds on Regeneration Times and Limit Theorems for Subgeometric Markov Chains
Randal Douc, Arnaud Guillin, Eric Moulines
Diffusion approximations and control variates for MCMC
Nicolas Brosse, Alain Durmus, Sean Meyn +2
On the Online Frank-Wolfe Algorithms for Convex and Non-convex Optimizations
Jean Lafond, Hoi-To Wai, Eric Moulines
Practical drift conditions for subgeometric rates of convergence
Randal Douc, Gersende Fort, Eric Moulines +1
Uniform ergodicity of the Particle Gibbs sampler
Fredrik Lindsten, Randal Douc, Eric Moulines
Testing for homogeneity of variance in the wavelet domain
Olaf Kouamo, Eric Moulines, François Roueff
The promises and pitfalls of Stochastic Gradient Langevin Dynamics
Nicolas Brosse, Alain Durmus, Eric Moulines
Subgeometric rates of convergence in Wasserstein distance for Markov chains
Alain Durmus, Gersende Fort, Eric Moulines
High-Rate Quantization for the Neyman-Pearson Detection of Hidden Markov Processes
Joffrey Villard, Pascal Bianchi, Eric Moulines +1