Edit Profile (opens in new tab) Durmus, Alain Co-Author Distance Author ID: durmus.alain Published as: Durmus, Alain Documents Indexed: 51 Publications since 1996, including 23 Additional arXiv Preprints Co-Authors: 38 Co-Authors with 39 Joint Publications 1,024 Co-Co-Authors all top 5 Co-Authors 0 single-authored 20 Moulines, Eric 11 De Bortoli, Valentin 7 Pereyra, Marcelo 5 Guillin, Arnaud 5 Naumov, Alekseĭ Aleksandrovich 5 Samsonov, Sergeĭ Petrovich 3 Eberle, Andreas 3 Enfroy, Aurélien 3 Jiménez, Pablo 3 Monmarché, Pierre 3 Noble, Maxence 3 Roberts, Gareth O. 3 Saksman, Eero 3 Wai, Hoi-To 2 Almansa, Andrés 2 Ayvaz, Yusuf 2 Brosse, Nicolas 2 Conforti, Giovanni 2 Delon, Julie 2 Doğangün, A. 2 Ducas, Léo 2 Fernandez Vidal, Ana 2 Fontaine, Xavier 2 Greco, Giacomo 2 Laumont, Rémi 2 Said, Salem 1 Andrieu, Christophe 1 Auger, Anne 1 Bach, Francis R. 1 Crucinio, Francesca Romana 1 Desolneux, Agnès 1 Dieuleveut, Aymeric 1 Douc, Randal 1 Doucet, Arnaud 1 Fort, Gersende 1 Galerne, Bruno 1 Gissler, Armand 1 Gruffaz, Samuel 1 Kailas, Miika 1 Le Corff, Sylvain 1 Leclaire, Arthur 1 Lepoint, Tancrède 1 Lyubashevsky, Vadim 1 Majewski, Szymon 1 Miasojedow, Błażej 1 Michel, Manon 1 Nüsken, Nikolas 1 Olsson, Jimmy 1 Roussel, Julien 1 Sabanis, Sotirios 1 Scaman, Kevin 1 Schuh, Katharina 1 Sénécal, Stéphane 1 Sheshukova, Marina 1 Şimşekli, Umut 1 Stoltz, Gabriel 1 Vidal, Ana F. 1 Vihola, Matti 1 Vilmart, Gilles 1 Zimmer, Raphael 1 Zygalakis, Konstantinos C. all top 5 Serials 4 The Annals of Applied Probability 4 SIAM Journal on Imaging Sciences 2 The Annals of Statistics 2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 2 Statistics and Computing 1 Computers and Structures 1 Journal of Applied Probability 1 Proceedings of the American Mathematical Society 1 European Journal of Mechanics. A. Solids 1 SIAM Review 1 Stochastic Processes and their Applications 1 Journal of Mathematical Imaging and Vision 1 Bernoulli 1 Journal of Machine Learning Research (JMLR) 1 Electronic Journal of Statistics 1 Journal of Computational and Graphical Statistics 1 SIAM Journal on Mathematics of Data Science all top 5 Fields 24 Probability theory and stochastic processes (60-XX) 24 Numerical analysis (65-XX) 17 Statistics (62-XX) 8 Information and communication theory, circuits (94-XX) 7 Computer science (68-XX) 4 Operations research, mathematical programming (90-XX) 3 Systems theory; control (93-XX) 2 Operator theory (47-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Mechanics of deformable solids (74-XX) 1 Ordinary differential equations (34-XX) 1 Partial differential equations (35-XX) 1 Fluid mechanics (76-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Geophysics (86-XX) Publications by Year all cited Publications top 5 cited Publications 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 cited Publications top 5 cited Publications 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 all top 5 Cited in 26 Fields 115 Numerical analysis (65-XX) 109 Probability theory and stochastic processes (60-XX) 106 Information and communication theory, circuits (94-XX) 94 Statistics (62-XX) 60 Computer science (68-XX) 21 Quantum theory (81-XX) 20 Operations research, mathematical programming (90-XX) 13 Statistical mechanics, structure of matter (82-XX) 10 Partial differential equations (35-XX) 9 Dynamical systems and ergodic theory (37-XX) 7 Calculus of variations and optimal control; optimization (49-XX) 7 Systems theory; control (93-XX) 6 Number theory (11-XX) 5 Ordinary differential equations (34-XX) 4 Functional analysis (46-XX) 4 Operator theory (47-XX) 3 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Mechanics of particles and systems (70-XX) 2 Biology and other natural sciences (92-XX) 1 Algebraic geometry (14-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Difference and functional equations (39-XX) 1 Approximations and expansions (41-XX) 1 Integral equations (45-XX) 1 Convex and discrete geometry (52-XX) 1 Differential geometry (53-XX) Citations by Year