Edit Profile (opens in new tab) Atchadé, Yves F. Co-Author Distance Author ID: atchade.yves-f Published as: Atchadé, Yves F.; Atchade, Yves F.; Atchadé, Yves more...less External Links: MGP · ORCID Documents Indexed: 43 Publications since 2005, including 7 Additional arXiv Preprints Co-Authors: 14 Co-Authors with 18 Joint Publications 646 Co-Co-Authors all top 5 Co-Authors 12 single-authored 4 Fort, Gersende 3 Michailidis, George C. 2 Cattaneo, Matias D. 2 Ionides, Edward L. 2 King, Aaron A. 2 Liu, Jun S. 2 Nguyen, Dao 2 Perron, François 2 Rosenthal, Jeffrey S. 2 Roy, Sandipan 1 Andrieu, Christophe 1 Bhadra, Anindya 1 Bhattacharyya, Anwesha 1 Bybee, Leland 1 De Valpine, Perry 1 Dovonon, Prosper 1 Girolami, Mark A. 1 Jacob, Pierre E. 1 Keshavarz, Hossein 1 Lartillot, Nicolas 1 Lyne, Anne-Marie 1 Mazumder, Rahul 1 Michaildiis, George 1 Michaud, Nicholas 1 Moulines, Eric 1 Paciorek, Christopher J. 1 Park, Joonha 1 Robert, Christian P. 1 Roberts, Gareth O. 1 Simpson, Daniel Peter 1 Stoev, Stilian A. 1 Strathmann, Heiko 1 Turek, Daniel 1 Wang, Jing 1 Wang, Yizao 1 Yee, Chia Chye all top 5 Serials 4 Bernoulli 3 The Annals of Statistics 3 Journal of Machine Learning Research (JMLR) 3 Statistics and Computing 2 Statistica Sinica 2 Journal of the Royal Statistical Society. Series B. Statistical Methodology 1 International Statistical Review 1 Journal of Applied Probability 1 Journal of Multivariate Analysis 1 Statistics 1 Statistical Science 1 Econometric Reviews 1 The Annals of Applied Probability 1 Communications in Statistics. Simulation and Computation 1 Communications in Statistics. Theory and Methods 1 Proceedings of the National Academy of Sciences of the United States of America 1 Stochastic Processes and their Applications 1 Electronic Communications in Probability 1 Far East Journal of Theoretical Statistics 1 Methodology and Computing in Applied Probability 1 Brazilian Journal of Probability and Statistics 1 Electronic Journal of Statistics 1 Journal of Computational and Graphical Statistics 1 Bayesian Analysis 1 SIAM Journal on Mathematics of Data Science all top 5 Fields 27 Statistics (62-XX) 26 Numerical analysis (65-XX) 23 Probability theory and stochastic processes (60-XX) 2 Computer science (68-XX) 2 Operations research, mathematical programming (90-XX) 1 Combinatorics (05-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Information and communication theory, circuits (94-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 31 Publications have been cited 315 times in 262 Documents Cited by ▼ Year ▼ On adaptive Markov chain Monte Carlo algorithms. Zbl 1085.62097 Atchadé, Yves F.; Rosenthal, Jeffrey S. 71 2005 On Russian roulette estimates for Bayesian inference with doubly-intractable likelihoods. Zbl 1426.62092 Lyne, Anne-Marie; Girolami, Mark; Atchadé, Yves; Strathmann, Heiko; Simpson, Daniel 44 2015 Iterated filtering. Zbl 1220.62103 Ionides, Edward L.; Bhadra, Anindya; Atchadé, Yves; King, Aaron 41 2011 On perturbed proximal gradient algorithms. Zbl 1433.90199 Atchadé, Yves F.; Fort, Gersende; Moulines, Eric 38 2017 An adaptive version for the Metropolis adjusted Langevin algorithm with a truncated drift. Zbl 1104.65004 Atchadé, Yves F. 35 2006 Limit theorems for some adaptive MCMC algorithms with subgeometric kernels. Zbl 1215.60046 Atchadé, Yves; Fort, Gersende 26 2010 Unbiased Markov chain Monte Carlo methods with couplings. Zbl 07554766 Jacob, Pierre E.; O’Leary, John; Atchadé, Yves F. 23 2020 Towards optimal scaling of Metropolis-coupled Markov chain Monte Carlo. Zbl 1223.65001 Atchadé, Yves F.; Roberts, Gareth O.; Rosenthal, Jeffrey S. 22 2011 The Wang-Landau algorithm in general state spaces: applications and convergence analysis. Zbl 1181.62022 Atchadé, Yves F.; Liu, Jun S. 19 2010 Inference for dynamic and latent variable models via iterated perturbed Bayes maps. Zbl 1359.62345 Ionides, Edward L.; Nguyen, Dao; Atchadé, Yves; Stoev, Stilian; King, Aaron A. 16 2015 Bayesian computation for statistical models with intractable normalizing constants. Zbl 1298.62046 Atchadé, Yves F.; Lartillot, Nicolas; Robert, Christian 15 2013 On the efficiency of adaptive MCMC algorithms. Zbl 1129.65006 Andrieu, Christophe; Atchade, Yves 14 2007 Change point estimation in high dimensional Markov random-field models. Zbl 1373.62260 Roy, Sandipan; Atchadé, Yves; Michailidis, George 14 2017 On the geometric ergodicity of Metropolis-Hastings algorithms. Zbl 1131.65004 Atchadé, Yves F.; Perron, François 10 2007 A computational framework for empirical Bayes inference. Zbl 1221.62014 Atchadé, Yves F. 7 2011 Kernel estimators of asymptotic variance for adaptive Markov chain Monte Carlo. Zbl 1219.62125 Atchadé, Yves F. 7 2011 Improving on the independent Metropolis-Hastings algorithm. Zbl 1059.62086 Atchadé, Yves F.; Perron, François 7 2005 A cautionary tale on the efficiency of some adaptive Monte Carlo schemes. Zbl 1222.60053 Atchadé, Yves F. 7 2010 Approximate Bayesian computation for exponential random graph models for large social networks. Zbl 1323.65007 Wang, Jing; Atchadé, Yves F. 6 2014 Discussion of “Equi-energy sampler” by Kou, Zhou and Wong. Zbl 1246.82051 Atchadé, Yves F.; Liu, Jun S. 5 2006 A martingale decomposition for quadratic forms of Markov chains (with applications). Zbl 1296.60186 Atchadé, Yves F.; Cattaneo, Matias D. 4 2014 Change-point computation for large graphical models: a scalable algorithm for Gaussian graphical models with change-points. Zbl 1444.62077 Bybee, Leland; Atchadé, Yves 4 2018 Resampling from the past to improve on MCMC algorithms. Zbl 1172.65003 Atchadé, Yves F. 3 2009 Limit theorems for some adaptive MCMC algorithms with subgeometric kernels. II. Zbl 1244.60072 Atchadé, Yves F.; Fort, Gersende 3 2012 Markov chain Monte Carlo confidence intervals. Zbl 1345.60074 Atchadé, Yves F. 2 2016 Sequential change-point detection in high-dimensional Gaussian graphical models. Zbl 1499.62194 Keshavarz, Hossein; Michaildiis, George; Atchadé, Yves 2 2020 Likelihood inference for large scale stochastic blockmodels with covariates based on a divide-and-conquer parallelizable algorithm with communication. Zbl 07499080 Roy, Sandipan; Atchadé, Yves; Michailidis, George 2 2019 Approximate spectral gaps for Markov chain mixing times in high dimensions. Zbl 1473.60103 Atchadé, Yves F. 2 2021 Quasi-Bayesian estimation of large Gaussian graphical models. Zbl 1446.62162 Atchadé, Yves F. 2 2019 Estimation of high-dimensional partially-observed discrete Markov random fields. Zbl 1302.62206 Atchade, Yves F. 1 2014 Markov chain Monte Carlo algorithms with sequential proposals. Zbl 1452.62108 Park, Joonha; Atchadé, Yves 1 2020 Approximate spectral gaps for Markov chain mixing times in high dimensions. Zbl 1473.60103 Atchadé, Yves F. 2 2021 Unbiased Markov chain Monte Carlo methods with couplings. Zbl 07554766 Jacob, Pierre E.; O’Leary, John; Atchadé, Yves F. 23 2020 Sequential change-point detection in high-dimensional Gaussian graphical models. Zbl 1499.62194 Keshavarz, Hossein; Michaildiis, George; Atchadé, Yves 2 2020 Markov chain Monte Carlo algorithms with sequential proposals. Zbl 1452.62108 Park, Joonha; Atchadé, Yves 1 2020 Likelihood inference for large scale stochastic blockmodels with covariates based on a divide-and-conquer parallelizable algorithm with communication. Zbl 07499080 Roy, Sandipan; Atchadé, Yves; Michailidis, George 2 2019 Quasi-Bayesian estimation of large Gaussian graphical models. Zbl 1446.62162 Atchadé, Yves F. 2 2019 Change-point computation for large graphical models: a scalable algorithm for Gaussian graphical models with change-points. Zbl 1444.62077 Bybee, Leland; Atchadé, Yves 4 2018 On perturbed proximal gradient algorithms. Zbl 1433.90199 Atchadé, Yves F.; Fort, Gersende; Moulines, Eric 38 2017 Change point estimation in high dimensional Markov random-field models. Zbl 1373.62260 Roy, Sandipan; Atchadé, Yves; Michailidis, George 14 2017 Markov chain Monte Carlo confidence intervals. Zbl 1345.60074 Atchadé, Yves F. 2 2016 On Russian roulette estimates for Bayesian inference with doubly-intractable likelihoods. Zbl 1426.62092 Lyne, Anne-Marie; Girolami, Mark; Atchadé, Yves; Strathmann, Heiko; Simpson, Daniel 44 2015 Inference for dynamic and latent variable models via iterated perturbed Bayes maps. Zbl 1359.62345 Ionides, Edward L.; Nguyen, Dao; Atchadé, Yves; Stoev, Stilian; King, Aaron A. 16 2015 Approximate Bayesian computation for exponential random graph models for large social networks. Zbl 1323.65007 Wang, Jing; Atchadé, Yves F. 6 2014 A martingale decomposition for quadratic forms of Markov chains (with applications). Zbl 1296.60186 Atchadé, Yves F.; Cattaneo, Matias D. 4 2014 Estimation of high-dimensional partially-observed discrete Markov random fields. Zbl 1302.62206 Atchade, Yves F. 1 2014 Bayesian computation for statistical models with intractable normalizing constants. Zbl 1298.62046 Atchadé, Yves F.; Lartillot, Nicolas; Robert, Christian 15 2013 Limit theorems for some adaptive MCMC algorithms with subgeometric kernels. II. Zbl 1244.60072 Atchadé, Yves F.; Fort, Gersende 3 2012 Iterated filtering. Zbl 1220.62103 Ionides, Edward L.; Bhadra, Anindya; Atchadé, Yves; King, Aaron 41 2011 Towards optimal scaling of Metropolis-coupled Markov chain Monte Carlo. Zbl 1223.65001 Atchadé, Yves F.; Roberts, Gareth O.; Rosenthal, Jeffrey S. 22 2011 A computational framework for empirical Bayes inference. Zbl 1221.62014 Atchadé, Yves F. 7 2011 Kernel estimators of asymptotic variance for adaptive Markov chain Monte Carlo. Zbl 1219.62125 Atchadé, Yves F. 7 2011 Limit theorems for some adaptive MCMC algorithms with subgeometric kernels. Zbl 1215.60046 Atchadé, Yves; Fort, Gersende 26 2010 The Wang-Landau algorithm in general state spaces: applications and convergence analysis. Zbl 1181.62022 Atchadé, Yves F.; Liu, Jun S. 19 2010 A cautionary tale on the efficiency of some adaptive Monte Carlo schemes. Zbl 1222.60053 Atchadé, Yves F. 7 2010 Resampling from the past to improve on MCMC algorithms. Zbl 1172.65003 Atchadé, Yves F. 3 2009 On the efficiency of adaptive MCMC algorithms. Zbl 1129.65006 Andrieu, Christophe; Atchade, Yves 14 2007 On the geometric ergodicity of Metropolis-Hastings algorithms. Zbl 1131.65004 Atchadé, Yves F.; Perron, François 10 2007 An adaptive version for the Metropolis adjusted Langevin algorithm with a truncated drift. Zbl 1104.65004 Atchadé, Yves F. 35 2006 Discussion of “Equi-energy sampler” by Kou, Zhou and Wong. Zbl 1246.82051 Atchadé, Yves F.; Liu, Jun S. 5 2006 On adaptive Markov chain Monte Carlo algorithms. Zbl 1085.62097 Atchadé, Yves F.; Rosenthal, Jeffrey S. 71 2005 Improving on the independent Metropolis-Hastings algorithm. Zbl 1059.62086 Atchadé, Yves F.; Perron, François 7 2005 all cited Publications top 5 cited Publications all top 5 Cited by 484 Authors 15 Rosenthal, Jeffrey S. 13 Atchadé, Yves F. 12 Roberts, Gareth O. 9 Fort, Gersende 8 Jasra, Ajay 7 Vihola, Matti 6 Doucet, Arnaud 6 Griffin, Jim E. 6 Latuszynski, Krzysztof 6 Moulines, Eric 6 Pereyra, Marcelo 5 Andrieu, Christophe 5 Cui, Tiangang 5 Marzouk, Youssef M. 5 Park, Jaewoo 4 Allassonnière, Stéphanie 4 Bianchi, Pascal 4 Craiu, Radu V. 4 Durmus, Alain 4 Friel, Nial 4 Haran, Murali 4 Jourdain, Benjamin 4 Lambert, Philippe 4 Leisen, Fabrizio 4 Lelièvre, Tony 4 Liang, Faming 4 Miasojedow, Błażej 4 Mira, Antonietta 3 De Bortoli, Valentin 3 Del Moral, Pierre 3 Haario, Heikki 3 Hachem, Walid 3 Holmes, Christopher C. 3 Jacob, Pierre E. 3 Law, Kody J. H. 3 Maire, Florian 3 Nott, David John 3 Ollier, Edouard 3 Robert, Christian P. 3 Salim, Adil 3 Schweinberger, Michael 3 Stoltz, Gabriel 3 Tawn, Nicholas G. 3 Yang, Jinyoung 2 Araki, Takamitsu 2 Baragatti, Meïli 2 Bédard, Myléne 2 Beskos, Alexandros 2 Bouranis, Lampros 2 Briers, Mark 2 Casarin, Roberto 2 Cattaneo, Matias D. 2 Chen, Yunxiao 2 Chouzenoux, Emilie 2 Clarté, Grégoire 2 Dai, Chenguang 2 Debavelaere, Vianney 2 Durrleman, Stanley 2 Fernandez Vidal, Ana 2 Fox, Colin D. 2 Girolami, Mark A. 2 Grimaud, Agnès 2 Heng, Jeremy 2 Hervé, Loïc 2 Ikeda, Kazushi 2 Jin, Ick Hoon 2 Johnson, Alicia A. 2 Kalli, Maria 2 Karabatsos, George 2 Kontorovich, Leonid Aryeh 2 Kuhn, Estelle 2 Ledoux, James 2 Li, Yao 2 Liu, Jun S. 2 Liu, Laura 2 Mbalawata, Isambi Sailon 2 McDougall, Damon 2 Necoara, Ion 2 Pesquet, Jean-Christophe 2 Peters, Gareth William 2 Pommeret, Denys 2 Priouret, Pierre 2 Richardson, Sylvia 2 Robins, Garry L. 2 Rudolf, Daniel 2 Ruzayqat, Hamza M. 2 Ryder, Robin J. 2 Saksman, Eero 2 Samson, Adeline 2 Särkkä, Simo 2 Scheichl, Robert 2 Shevchenko, Pavel V. 2 Shin, Minsuk 2 Sprungk, Björn 2 Stewart, Jonathan R. 2 Vandekerkhove, Pierre 2 Villa, Silvia 2 Vũ, Bằng Công 2 Wang, Guanyang 2 Wong, Wing Hung ...and 384 more Authors all top 5 Cited in 81 Serials 35 Statistics and Computing 18 Computational Statistics and Data Analysis 11 The Annals of Applied Probability 10 Bernoulli 8 The Annals of Statistics 8 Journal of Applied Probability 8 Bayesian Analysis 7 Stochastic Processes and their Applications 7 Journal of Computational and Graphical Statistics 7 SIAM/ASA Journal on Uncertainty Quantification 6 Journal of Optimization Theory and Applications 6 Statistical Science 5 Journal of Econometrics 5 The Annals of Applied Statistics 4 Journal of Computational Physics 4 Journal of the American Statistical Association 4 Methodology and Computing in Applied Probability 4 Journal of Machine Learning Research (JMLR) 4 Electronic Journal of Statistics 4 SIAM Journal on Imaging Sciences 3 Advances in Applied Probability 3 Inverse Problems 3 Biometrics 3 Computational Statistics 3 SIAM Journal on Optimization 3 SIAM Journal on Scientific Computing 2 The Canadian Journal of Statistics 2 Journal of Statistical Physics 2 Psychometrika 2 Scandinavian Journal of Statistics 2 Mathematics of Computation 2 Annals of the Institute of Statistical Mathematics 2 Statistics & Probability Letters 2 Econometric Reviews 2 Neural Networks 2 Communications in Statistics. Simulation and Computation 2 Communications in Statistics. Theory and Methods 2 SIAM Review 2 Mathematical Programming. Series A. Series B 2 Computational Optimization and Applications 2 Statistica Sinica 2 Statistical Modelling 2 Optimization Letters 2 Quantitative Economics 2 SIAM Journal on Mathematics of Data Science 1 Mathematical Biosciences 1 International Journal of Mathematics and Mathematical Sciences 1 International Statistical Review 1 Journal of Statistical Planning and Inference 1 Quarterly of Applied Mathematics 1 Journal of Time Series Analysis 1 Stochastic Analysis and Applications 1 Physica D 1 Optimization 1 Journal of Complexity 1 International Journal of Approximate Reasoning 1 Journal of Scientific Computing 1 Journal of Global Optimization 1 Journal of Statistical Computation and Simulation 1 Pattern Recognition 1 Journal of Dynamics and Differential Equations 1 Journal of Convex Analysis 1 Electronic Journal of Probability 1 Electronic Communications in Probability 1 Studies in Nonlinear Dynamics and Econometrics 1 Australian & New Zealand Journal of Statistics 1 Data Mining and Knowledge Discovery 1 Combustion Theory and Modelling 1 Econometric Theory 1 Brazilian Journal of Probability and Statistics 1 ASTIN Bulletin 1 Hacettepe Journal of Mathematics and Statistics 1 Statistical Methods and Applications 1 Statistical Methodology 1 Journal of Physics A: Mathematical and Theoretical 1 Set-Valued and Variational Analysis 1 Statistics Surveys 1 Journal of Agricultural, Biological, and Environmental Statistics 1 Sankhyā. Series B 1 Stochastic Systems 1 Open Mathematics all top 5 Cited in 24 Fields 186 Statistics (62-XX) 142 Numerical analysis (65-XX) 104 Probability theory and stochastic processes (60-XX) 23 Operations research, mathematical programming (90-XX) 18 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 11 Computer science (68-XX) 8 Operator theory (47-XX) 8 Statistical mechanics, structure of matter (82-XX) 7 Partial differential equations (35-XX) 6 Combinatorics (05-XX) 6 Calculus of variations and optimal control; optimization (49-XX) 4 Systems theory; control (93-XX) 4 Information and communication theory, circuits (94-XX) 3 Ordinary differential equations (34-XX) 3 Geophysics (86-XX) 3 Biology and other natural sciences (92-XX) 2 Functional analysis (46-XX) 2 Mechanics of deformable solids (74-XX) 2 Quantum theory (81-XX) 1 History and biography (01-XX) 1 Approximations and expansions (41-XX) 1 Integral equations (45-XX) 1 Mechanics of particles and systems (70-XX) 1 Classical thermodynamics, heat transfer (80-XX) Citations by Year