×
Author ID: durmus.alain Recent zbMATH articles by "Durmus, Alain"
Published as: Durmus, Alain

Publications by Year

Citations contained in zbMATH Open

24 Publications have been cited 412 times in 296 Documents Cited by Year
Lattice signatures and bimodal Gaussians. Zbl 1310.94141
Ducas, Léo; Durmus, Alain; Lepoint, Tancrède; Lyubashevsky, Vadim
86
2013
Nonasymptotic convergence analysis for the unadjusted Langevin algorithm. Zbl 1377.65007
Durmus, Alain; Moulines, Éric
83
2017
High-dimensional Bayesian inference via the unadjusted Langevin algorithm. Zbl 1428.62111
Durmus, Alain; Moulines, Éric
70
2019
Efficient Bayesian computation by proximal Markov chain Monte Carlo: when Langevin meets Moreau. Zbl 1401.65016
Durmus, Alain; Moulines, Éric; Pereyra, Marcelo
32
2018
An elementary approach to uniform in time propagation of chaos. Zbl 1471.60123
Durmus, Alain; Eberle, Andreas; Guillin, Arnaud; Zimmer, Raphael
28
2020
Bridging the gap between constant step size stochastic gradient descent and Markov chains. Zbl 1454.62242
Dieuleveut, Aymeric; Durmus, Alain; Bach, Francis
20
2020
Hypocoercivity of piecewise deterministic Markov process-Monte Carlo. Zbl 1476.60124
Andrieu, Christophe; Durmus, Alain; Nüsken, Nikolas; Roussel, Julien
17
2021
Piecewise deterministic Markov processes and their invariant measures. Zbl 1484.60083
Durmus, Alain; Guillin, Arnaud; Monmarché, Pierre
15
2021
The tamed unadjusted Langevin algorithm. Zbl 07107458
Brosse, Nicolas; Durmus, Alain; Moulines, Éric; Sabanis, Sotirios
14
2019
Ring-LWE in polynomial rings. Zbl 1290.94067
Ducas, Léo; Durmus, Alain
14
2012
Geometric ergodicity of the bouncy particle sampler. Zbl 1472.60118
Durmus, Alain; Guillin, Arnaud; Monmarché, Pierre
14
2020
Quantitative bounds of convergence for geometrically ergodic Markov chain in the Wasserstein distance with application to the Metropolis adjusted Langevin algorithm. Zbl 1332.62282
Durmus, Alain; Moulines, Éric
13
2015
Subgeometric rates of convergence in Wasserstein distance for Markov chains. Zbl 1355.60096
Durmus, Alain; Fort, Gersende; Moulines, Éric
13
2016
Analysis of Langevin Monte Carlo via convex optimization. Zbl 1491.65009
Durmus, Alain; Majewski, Szymon; Miasojedow, Błażej
12
2019
Maximum likelihood estimation of regularization parameters in high-dimensional inverse problems: an empirical Bayesian approach. I: Methodology and experiments. Zbl 1457.94014
Fernandez Vidal, Ana; De Bortoli, Valentin; Pereyra, Marcelo; Durmus, Alain
12
2020
Irreducibility and geometric ergodicity of Hamiltonian Monte Carlo. Zbl 1460.65005
Durmus, Alain; Moulines, Éric; Saksman, Eero
11
2020
Fast Langevin based algorithm for MCMC in high dimensions. Zbl 1373.60053
Durmus, Alain; Roberts, Gareth O.; Vilmart, Gilles; Zygalakis, Konstantinos C.
10
2017
Bayesian imaging using plug & play priors: when Langevin meets Tweedie. Zbl 1515.65144
Laumont, Rémi; De Bortoli, Valentin; Almansa, Andrés; Delon, Julie; Durmus, Alain; Pereyra, Marcelo
10
2022
Forward event-chain Monte Carlo: fast sampling by randomness control in irreversible Markov chains. Zbl 07500350
Michel, Manon; Durmus, Alain; Sénécal, Stéphane
10
2020
Normalizing constants of log-concave densities. Zbl 1473.65005
Brosse, Nicolas; Durmus, Alain; Moulines, Éric
8
2018
Maximum likelihood estimation of regularization parameters in high-dimensional inverse problems: an empirical Bayesian approach. II: Theoretical analysis. Zbl 1457.94011
De Bortoli, Valentin; Durmus, Alain; Pereyra, Marcelo; Fernandez Vidal, Ana
8
2020
Efficient stochastic optimisation by unadjusted Langevin Monte Carlo. Application to maximum marginal likelihood and empirical Bayesian estimation. Zbl 1475.62026
De Bortoli, Valentin; Durmus, Alain; Pereyra, Marcelo; Vidal, Ana F.
4
2021
Optimal scaling of the random walk Metropolis algorithm under \(L^p\) mean differentiability. Zbl 1401.65007
Durmus, Alain; Le Corff, Sylvain; Moulines, Eric; Roberts, Gareth O.
3
2017
A proximal Markov chain Monte Carlo method for Bayesian inference in imaging inverse problems: when Langevin meets Moreau. Zbl 1507.65037
Durmus, Alain; Moulines, Éric; Pereyra, Marcelo
1
2022
Bayesian imaging using plug & play priors: when Langevin meets Tweedie. Zbl 1515.65144
Laumont, Rémi; De Bortoli, Valentin; Almansa, Andrés; Delon, Julie; Durmus, Alain; Pereyra, Marcelo
10
2022
A proximal Markov chain Monte Carlo method for Bayesian inference in imaging inverse problems: when Langevin meets Moreau. Zbl 1507.65037
Durmus, Alain; Moulines, Éric; Pereyra, Marcelo
1
2022
Hypocoercivity of piecewise deterministic Markov process-Monte Carlo. Zbl 1476.60124
Andrieu, Christophe; Durmus, Alain; Nüsken, Nikolas; Roussel, Julien
17
2021
Piecewise deterministic Markov processes and their invariant measures. Zbl 1484.60083
Durmus, Alain; Guillin, Arnaud; Monmarché, Pierre
15
2021
Efficient stochastic optimisation by unadjusted Langevin Monte Carlo. Application to maximum marginal likelihood and empirical Bayesian estimation. Zbl 1475.62026
De Bortoli, Valentin; Durmus, Alain; Pereyra, Marcelo; Vidal, Ana F.
4
2021
An elementary approach to uniform in time propagation of chaos. Zbl 1471.60123
Durmus, Alain; Eberle, Andreas; Guillin, Arnaud; Zimmer, Raphael
28
2020
Bridging the gap between constant step size stochastic gradient descent and Markov chains. Zbl 1454.62242
Dieuleveut, Aymeric; Durmus, Alain; Bach, Francis
20
2020
Geometric ergodicity of the bouncy particle sampler. Zbl 1472.60118
Durmus, Alain; Guillin, Arnaud; Monmarché, Pierre
14
2020
Maximum likelihood estimation of regularization parameters in high-dimensional inverse problems: an empirical Bayesian approach. I: Methodology and experiments. Zbl 1457.94014
Fernandez Vidal, Ana; De Bortoli, Valentin; Pereyra, Marcelo; Durmus, Alain
12
2020
Irreducibility and geometric ergodicity of Hamiltonian Monte Carlo. Zbl 1460.65005
Durmus, Alain; Moulines, Éric; Saksman, Eero
11
2020
Forward event-chain Monte Carlo: fast sampling by randomness control in irreversible Markov chains. Zbl 07500350
Michel, Manon; Durmus, Alain; Sénécal, Stéphane
10
2020
Maximum likelihood estimation of regularization parameters in high-dimensional inverse problems: an empirical Bayesian approach. II: Theoretical analysis. Zbl 1457.94011
De Bortoli, Valentin; Durmus, Alain; Pereyra, Marcelo; Fernandez Vidal, Ana
8
2020
High-dimensional Bayesian inference via the unadjusted Langevin algorithm. Zbl 1428.62111
Durmus, Alain; Moulines, Éric
70
2019
The tamed unadjusted Langevin algorithm. Zbl 07107458
Brosse, Nicolas; Durmus, Alain; Moulines, Éric; Sabanis, Sotirios
14
2019
Analysis of Langevin Monte Carlo via convex optimization. Zbl 1491.65009
Durmus, Alain; Majewski, Szymon; Miasojedow, Błażej
12
2019
Efficient Bayesian computation by proximal Markov chain Monte Carlo: when Langevin meets Moreau. Zbl 1401.65016
Durmus, Alain; Moulines, Éric; Pereyra, Marcelo
32
2018
Normalizing constants of log-concave densities. Zbl 1473.65005
Brosse, Nicolas; Durmus, Alain; Moulines, Éric
8
2018
Nonasymptotic convergence analysis for the unadjusted Langevin algorithm. Zbl 1377.65007
Durmus, Alain; Moulines, Éric
83
2017
Fast Langevin based algorithm for MCMC in high dimensions. Zbl 1373.60053
Durmus, Alain; Roberts, Gareth O.; Vilmart, Gilles; Zygalakis, Konstantinos C.
10
2017
Optimal scaling of the random walk Metropolis algorithm under \(L^p\) mean differentiability. Zbl 1401.65007
Durmus, Alain; Le Corff, Sylvain; Moulines, Eric; Roberts, Gareth O.
3
2017
Subgeometric rates of convergence in Wasserstein distance for Markov chains. Zbl 1355.60096
Durmus, Alain; Fort, Gersende; Moulines, Éric
13
2016
Quantitative bounds of convergence for geometrically ergodic Markov chain in the Wasserstein distance with application to the Metropolis adjusted Langevin algorithm. Zbl 1332.62282
Durmus, Alain; Moulines, Éric
13
2015
Lattice signatures and bimodal Gaussians. Zbl 1310.94141
Ducas, Léo; Durmus, Alain; Lepoint, Tancrède; Lyubashevsky, Vadim
86
2013
Ring-LWE in polynomial rings. Zbl 1290.94067
Ducas, Léo; Durmus, Alain
14
2012
all top 5

Cited by 612 Authors

13 Pereyra, Marcelo
12 Durmus, Alain
10 Moulines, Eric
10 Sabanis, Sotirios
8 Lyubashevsky, Vadim
8 Tibouchi, Mehdi
7 Yu, Yang
7 Zygalakis, Konstantinos C.
6 De Bortoli, Valentin
6 Hobert, James P.
5 Eberle, Andreas
5 Fouque, Pierre-Alain
5 Majka, Mateusz B.
5 Nguyen, Ngoc Khanh
5 Pagès, Gilles
5 Rásonyi, Miklós
5 Stehlé, Damien
5 Wallet, Alexandre
4 Bai, Shi
4 Bartlett, Peter L.
4 Belomestny, Denis
4 Bou-Rabee, Nawaf M.
4 Ducas, Léo
4 Espitau, Thomas
4 Khan, Akhtar Ali
4 Pragliola, Monica
4 Qin, Qian
4 Sama, Miguel
4 Szpruch, Lukasz
4 Zhang, Ying
4 Zhang, Zhenfei
3 Akyildiz, Ömer Deniz
3 Chada, Neil K.
3 Hoffstein, Jeffrey
3 Krämer, Juliane
3 Lee, Changmin
3 Lu, Jianfeng
3 Ma, Yian
3 May, Alexander
3 Pöppelmann, Thomas
3 Rey, Clément
3 Rosenthal, Jeffrey S.
3 Rossi, Mélissa
3 Sakzad, Amin
3 Samsonov, Sergeĭ Petrovich
3 Sandrić, Nikola
3 Seiler, Gregor
3 Steinfeld, Ron
3 Takahashi, Akira
3 Wainwright, Martin J.
3 Whyte, William
3 Xu, Lihu
2 Albrecht, Martin R.
2 Almansa, Andrés
2 Altmann, Yoann
2 Arapostathis, Aristotle
2 Bach, Francis R.
2 Balasubramanian, Krishnakumar
2 Barkhagen, Mathias
2 Berlyand, Leonid V.
2 Blanco-Chacón, Iván
2 Brosse, Nicolas
2 Buchmann, Johannes A.
2 Calvetti, Daniela
2 Chatterji, Niladri S.
2 Chau, Ngoc Huy
2 Chen, Yilei
2 Cheon, Jung Hee
2 Chesneau, Christophe
2 Chouzenoux, Emilie
2 Dalalyan, Arnak S.
2 Damgård, Ivan Bjerre
2 Das, Dipayan
2 Deligiannidis, George
2 Delon, Julie
2 Ding, Zhiyan
2 Dobson, Paul W.
2 Du, YuSong
2 Eisenmann, Monika
2 Elvira, Víctor
2 Fadili, Jalal M.
2 Fearnhead, Paul
2 Fernandez Vidal, Ana
2 Flammarion, Nicolas
2 Fox, Emily B.
2 Gerard, François
2 Ghadimi, Saeed
2 Girolami, Mark A.
2 Guillin, Arnaud
2 Gupta, Abhishek Kr.
2 Hülsing, Andreas
2 Iosipoi, Leonid
2 Jabin, Pierre-Emmanuel
2 Jadamba, Baasansuren
2 Jasra, Ajay
2 Jordan, Michael Irwin
2 Karagulyan, Avetik G.
2 Kirchner, Paul
2 Kirshanova, Elena
2 Kulik, Alexey M.
...and 512 more Authors
all top 5

Cited in 84 Serials

18 Statistics and Computing
14 The Annals of Applied Probability
14 Bernoulli
14 SIAM Journal on Imaging Sciences
11 Journal of Machine Learning Research (JMLR)
9 Stochastic Processes and their Applications
7 SIAM Journal on Mathematics of Data Science
6 Journal of Cryptology
6 Journal of Computational and Graphical Statistics
5 Journal of the American Statistical Association
5 Designs, Codes and Cryptography
4 Inverse Problems
4 Applied Mathematics and Optimization
4 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
4 SIAM Journal on Scientific Computing
4 Journal of Mathematical Cryptology
4 Electronic Journal of Statistics
4 SIAM/ASA Journal on Uncertainty Quantification
3 The Annals of Statistics
3 BIT
3 Theoretical Computer Science
3 SIAM Review
3 SIAM Journal on Optimization
3 Journal of Convex Analysis
3 Electronic Journal of Probability
3 Stochastic and Partial Differential Equations. Analysis and Computations
2 Advances in Applied Probability
2 Journal of the Franklin Institute
2 The Annals of Probability
2 Information Sciences
2 Numerische Mathematik
2 Machine Learning
2 Applicable Algebra in Engineering, Communication and Computing
2 Monte Carlo Methods and Applications
2 Methodology and Computing in Applied Probability
2 Journal of Statistical Mechanics: Theory and Experiment
1 Communications on Pure and Applied Mathematics
1 Information Processing Letters
1 Journal of Statistical Physics
1 Nonlinearity
1 Applied Mathematics and Computation
1 Automatica
1 Computing
1 Journal of Applied Probability
1 Journal of Econometrics
1 Journal of Multivariate Analysis
1 Mathematics and Computers in Simulation
1 SIAM Journal on Computing
1 SIAM Journal on Control and Optimization
1 Transactions of the American Mathematical Society
1 Probability and Mathematical Statistics
1 Probability Theory and Related Fields
1 Journal of Complexity
1 Journal of Theoretical Probability
1 Neural Networks
1 Journal of Global Optimization
1 M\(^3\)AS. Mathematical Models & Methods in Applied Sciences
1 Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences
1 European Journal of Operational Research
1 Journal of Statistical Computation and Simulation
1 SIAM Journal on Mathematical Analysis
1 Journal of Mathematical Imaging and Vision
1 Turkish Journal of Mathematics
1 Finite Fields and their Applications
1 Theory of Computing Systems
1 Journal of Discrete Mathematical Sciences & Cryptography
1 LMS Journal of Computation and Mathematics
1 Brazilian Journal of Probability and Statistics
1 Nonlinear Analysis. Real World Applications
1 Comptes Rendus. Mathématique. Académie des Sciences, Paris
1 Multiscale Modeling & Simulation
1 Journal of Algebra and its Applications
1 Acta Numerica
1 Science in China. Series F
1 Stochastics
1 ALEA. Latin American Journal of Probability and Mathematical Statistics
1 Frontiers of Mathematics in China
1 Inverse Problems and Imaging
1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys
1 SIAM Journal on Applied Algebra and Geometry
1 Journal of Nonlinear and Variational Analysis
1 Mathematical Statistics and Learning
1 Foundations of Data Science
1 Probability and Mathematical Physics

Citations by Year