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09/16/2021
Multilevel-Langevin pathwise average for Gibbs approximation
We propose and study a new multilevel method for the numerical approxima...
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12/28/2020
Unajusted Langevin algorithm with multiplicative noise: Total variation and Wasserstein bounds
In this paper, we focus on non-asymptotic bounds related to the Euler sc...
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11/12/2020
VARCLUST: clustering variables using dimensionality reduction
VARCLUST algorithm is proposed for clustering variables under the assump...
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10/08/2020
On the cost of Bayesian posterior mean strategy for log-concave models
In this paper, we investigate the problem of computing Bayesian estimato...
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03/11/2020
Adaptive estimation of the stationary density of a stochastic differential equation driven by a fractional Brownian motion
We build and study a data-driven procedure for the estimation of the sta...
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03/26/2019
A General Drift Estimation Procedure For Stochastic Differential Equations With Additive Fractional Noise
In this paper we consider the drift estimation problem for a general dif...
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09/14/2016
Stochastic Heavy Ball
This paper deals with a natural stochastic optimization procedure derive...
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02/17/2015