Edit Profile Fort, Gersende Compute Distance To: Compute Author ID: fort.gersende Published as: Fort, G.; Fort, Gersende Documents Indexed: 36 Publications since 1998 all top 5 Co-Authors 1 single-authored 17 Moulines, Eric 5 Jourdain, Benjamin 5 Priouret, Pierre 4 Lelièvre, Tony 4 Stoltz, Gabriel 3 Atchadé, Yves F. 3 Douc, Randal 3 Gobet, Emmanuel 2 Bianchi, Pascal 2 Crepey, Stephane 2 Kuhn, Estelle 2 Le Corff, Sylvain 2 Roberts, Gareth O. 2 Schreck, Amandine 2 Soulier, Philippe 2 Stazhynski, Uladzislau 2 Vandekerkhove, Pierre 2 Vihola, Matti 1 Andrieu, Christophe 1 Bardenet, Rémi 1 Barrera, David 1 Cappé, Olivier 1 Connor, Stephen B. 1 Diallo, Babacar 1 Durmus, Alain 1 Étoré, Pierre 1 Guillin, Arnaud 1 Hachem, Walid 1 Kégl, Balázs 1 Meyn, Sean P. 1 Morral, Gemma 1 Ollier, Edouard 1 Rosenthal, Jeffrey S. 1 Samson, Adeline all top 5 Serials 4 Stochastic Processes and their Applications 4 Bernoulli 3 The Annals of Applied Probability 2 The Annals of Statistics 2 Journal of Applied Probability 2 Statistics & Probability Letters 2 ACM Transactions on Modeling and Computer Simulation 2 Statistics and Computing 1 IEEE Transactions on Information Theory 1 Journal of Statistical Physics 1 Mathematics of Computation 1 SIAM Journal on Control and Optimization 1 Annals of Operations Research 1 IEEE Transactions on Signal Processing 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Monte Carlo Methods and Applications 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Journal of Machine Learning Research (JMLR) 1 AMRX. Applied Mathematics Research eXpress 1 Electronic Journal of Statistics 1 SIAM/ASA Journal on Uncertainty Quantification 1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys all top 5 Fields 26 Probability theory and stochastic processes (60-XX) 23 Numerical analysis (65-XX) 16 Statistics (62-XX) 3 Statistical mechanics, structure of matter (82-XX) 3 Operations research, mathematical programming (90-XX) 3 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Systems theory; control (93-XX) 1 Approximations and expansions (41-XX) 1 Information and communication theory, circuits (94-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH 33 Publications have been cited 395 times in 269 Documents Cited by ▼ Year ▼ Subgeometric rates of convergence of \(f\)-ergodic strong Markov processes. Zbl 1163.60034Douc, Randal; Fort, Gersende; Guillin, Arnaud 61 2009 Practical drift conditions for subgeometric rates of convergence. Zbl 1082.60062Douc, Randal; Fort, Gersende; Moulines, Eric; Soulier, Philippe 57 2004 Subgeometric ergodicity of strong Markov processes. Zbl 1072.60057Fort, G.; Roberts, G. O. 34 2005 Convergence of the Monte Carlo expectation maximization for curved exponential families. Zbl 1043.62015Fort, Gersende; Moulines, Eric 30 2003 Convergence of adaptive and interacting Markov chain Monte Carlo algorithms. Zbl 1246.65003Fort, G.; Moulines, E.; Priouret, P. 29 2011 Limit theorems for some adaptive MCMC algorithms with subgeometric kernels. Zbl 1215.60046Atchadé, Yves; Fort, Gersende 22 2010 Polynomial ergodicity of Markov transition kernels. Zbl 1075.60547Fort, G.; Moulines, E. 22 2003 On perturbed proximal gradient algorithms. Zbl 1433.90199Atchadé, Yves F.; Fort, Gersende; Moulines, Eric 17 2017 On the geometric ergodicity of hybrid samplers. Zbl 1028.65002Fort, G.; Moulines, E.; Roberts, G. O.; Rosenthal, J. S. 16 2003 Forgetting the initial distribution for hidden Markov models. Zbl 1159.93357Douc, R.; Fort, G.; Moulines, E.; Priouret, P. 15 2009 \(V\)-subgeometric ergodicity for a Hastings-Metropolis algorithm. Zbl 0981.60032Fort, Gersende; Moulines, Eric 14 2000 Convergence of the Wang-Landau algorithm. Zbl 1317.65011Fort, Gersende; Jourdain, Benjamin; Kuhn, Estelle; Lelièvre, Tony; Stoltz, Gabriel 8 2015 Subgeometric rates of convergence in Wasserstein distance for Markov chains. Zbl 1355.60096Durmus, Alain; Fort, Gersende; Moulines, Éric 7 2016 Performance of a distributed stochastic approximation algorithm. Zbl 1364.62220Bianchi, Pascal; Fort, Gersende; Hachem, Walid 6 2013 Online expectation maximization based algorithms for inference in hidden Markov models. Zbl 1336.62090Le Corff, Sylvain; Fort, Gersende 6 2013 Convergence of Markovian stochastic approximation with discontinuous dynamics. Zbl 1334.90090Fort, G.; Moulines, E.; Schreck, A.; Vihola, M. 5 2016 Central limit theorems for stochastic approximation with controlled Markov chain dynamics. Zbl 1333.60029Fort, Gersende 5 2015 Quantitative convergence rates for subgeometric Markov chains. Zbl 1323.60090Andrieu, Christophe; Fort, Gersende; Vihola, Matti 5 2015 Efficiency of the Wang-Landau algorithm: a simple test case. Zbl 1317.65010Fort, Gersende; Jourdain, Benjamin; Kuhn, Estelle; Lelièvre, Tony; Stoltz, Gabriel 5 2014 On adaptive stratification. Zbl 1279.65007Etore, Pierre; Fort, Gersende; Jourdain, Benjamin; Moulines, Eric 5 2011 A central limit theorem for adaptive and interacting Markov chains. Zbl 1303.60020Fort, G.; Moulines, E.; Priouret, P.; Vandekerkhove, P. 4 2014 State-dependent Foster-Lyapunov criteria for subgeometric convergence of Markov chains. Zbl 1182.60019Connor, S. B.; Fort, G. 4 2009 Stochastic approximation schemes for economic capital and risk margin computations. Zbl 1417.91547Barrera, David; Crépey, Stéphane; Diallo, Babacar; Fort, Gersende; Gobet, Emmanuel; Stazhynski, Uladzislau 3 2019 Self-healing umbrella sampling: convergence and efficiency. Zbl 06696857Fort, Gersende; Jourdain, Benjamin; Lelièvre, Tony; Stoltz, Gabriel 2 2017 Adaptive MCMC with online relabeling. Zbl 1386.65011Bardenet, Rémi; Cappé, Olivier; Fort, Gersende; Kégl, Balázs 2 2015 Adaptive equi-energy sampler: convergence and illustration. Zbl 1386.65024Schreck, Amandine; Fort, Gersende; Moulines, Eric 2 2013 Convergence of a particle-based approximation of the block online expectation maximization algorithm. Zbl 1384.62066Le Corff, Sylvain; Fort, Gersende 2 2013 The ODE method for stability of skip-free Markov chains with applications to MCMC. Zbl 1148.60052Fort, Gersende; Meyn, Sean; Moulines, Eric; Priouret, Pierre 2 2008 Stochastic proximal-gradient algorithms for penalized mixed models. Zbl 1430.62153Fort, Gersende; Ollier, Edouard; Samson, Adeline 1 2019 Success and failure of adaptation-diffusion algorithms with decaying step size in multiagent networks. Zbl 1414.94423Morral, Gemma; Bianchi, Pascal; Fort, Gersende 1 2017 MCMC design-based non-parametric regression for rare event. application to nested risk computations. Zbl 1360.65024Fort, Gersende; Gobet, Emmanuel; Moulines, Eric 1 2017 Limit theorems for some adaptive MCMC algorithms with subgeometric kernels. II. Zbl 1244.60072Atchadé, Yves F.; Fort, Gersende 1 2012 A simple variance inequality for \(U\)-statistics of a Markov chain with applications. Zbl 1310.60025Fort, G.; Moulines, E.; Priouret, P.; Vandekerkhove, P. 1 2012 Stochastic approximation schemes for economic capital and risk margin computations. Zbl 1417.91547Barrera, David; Crépey, Stéphane; Diallo, Babacar; Fort, Gersende; Gobet, Emmanuel; Stazhynski, Uladzislau 3 2019 Stochastic proximal-gradient algorithms for penalized mixed models. Zbl 1430.62153Fort, Gersende; Ollier, Edouard; Samson, Adeline 1 2019 On perturbed proximal gradient algorithms. Zbl 1433.90199Atchadé, Yves F.; Fort, Gersende; Moulines, Eric 17 2017 Self-healing umbrella sampling: convergence and efficiency. Zbl 06696857Fort, Gersende; Jourdain, Benjamin; Lelièvre, Tony; Stoltz, Gabriel 2 2017 Success and failure of adaptation-diffusion algorithms with decaying step size in multiagent networks. Zbl 1414.94423Morral, Gemma; Bianchi, Pascal; Fort, Gersende 1 2017 MCMC design-based non-parametric regression for rare event. application to nested risk computations. Zbl 1360.65024Fort, Gersende; Gobet, Emmanuel; Moulines, Eric 1 2017 Subgeometric rates of convergence in Wasserstein distance for Markov chains. Zbl 1355.60096Durmus, Alain; Fort, Gersende; Moulines, Éric 7 2016 Convergence of Markovian stochastic approximation with discontinuous dynamics. Zbl 1334.90090Fort, G.; Moulines, E.; Schreck, A.; Vihola, M. 5 2016 Convergence of the Wang-Landau algorithm. Zbl 1317.65011Fort, Gersende; Jourdain, Benjamin; Kuhn, Estelle; Lelièvre, Tony; Stoltz, Gabriel 8 2015 Central limit theorems for stochastic approximation with controlled Markov chain dynamics. Zbl 1333.60029Fort, Gersende 5 2015 Quantitative convergence rates for subgeometric Markov chains. Zbl 1323.60090Andrieu, Christophe; Fort, Gersende; Vihola, Matti 5 2015 Adaptive MCMC with online relabeling. Zbl 1386.65011Bardenet, Rémi; Cappé, Olivier; Fort, Gersende; Kégl, Balázs 2 2015 Efficiency of the Wang-Landau algorithm: a simple test case. Zbl 1317.65010Fort, Gersende; Jourdain, Benjamin; Kuhn, Estelle; Lelièvre, Tony; Stoltz, Gabriel 5 2014 A central limit theorem for adaptive and interacting Markov chains. Zbl 1303.60020Fort, G.; Moulines, E.; Priouret, P.; Vandekerkhove, P. 4 2014 Performance of a distributed stochastic approximation algorithm. Zbl 1364.62220Bianchi, Pascal; Fort, Gersende; Hachem, Walid 6 2013 Online expectation maximization based algorithms for inference in hidden Markov models. Zbl 1336.62090Le Corff, Sylvain; Fort, Gersende 6 2013 Adaptive equi-energy sampler: convergence and illustration. Zbl 1386.65024Schreck, Amandine; Fort, Gersende; Moulines, Eric 2 2013 Convergence of a particle-based approximation of the block online expectation maximization algorithm. Zbl 1384.62066Le Corff, Sylvain; Fort, Gersende 2 2013 Limit theorems for some adaptive MCMC algorithms with subgeometric kernels. II. Zbl 1244.60072Atchadé, Yves F.; Fort, Gersende 1 2012 A simple variance inequality for \(U\)-statistics of a Markov chain with applications. Zbl 1310.60025Fort, G.; Moulines, E.; Priouret, P.; Vandekerkhove, P. 1 2012 Convergence of adaptive and interacting Markov chain Monte Carlo algorithms. Zbl 1246.65003Fort, G.; Moulines, E.; Priouret, P. 29 2011 On adaptive stratification. Zbl 1279.65007Etore, Pierre; Fort, Gersende; Jourdain, Benjamin; Moulines, Eric 5 2011 Limit theorems for some adaptive MCMC algorithms with subgeometric kernels. Zbl 1215.60046Atchadé, Yves; Fort, Gersende 22 2010 Subgeometric rates of convergence of \(f\)-ergodic strong Markov processes. Zbl 1163.60034Douc, Randal; Fort, Gersende; Guillin, Arnaud 61 2009 Forgetting the initial distribution for hidden Markov models. Zbl 1159.93357Douc, R.; Fort, G.; Moulines, E.; Priouret, P. 15 2009 State-dependent Foster-Lyapunov criteria for subgeometric convergence of Markov chains. Zbl 1182.60019Connor, S. B.; Fort, G. 4 2009 The ODE method for stability of skip-free Markov chains with applications to MCMC. Zbl 1148.60052Fort, Gersende; Meyn, Sean; Moulines, Eric; Priouret, Pierre 2 2008 Subgeometric ergodicity of strong Markov processes. Zbl 1072.60057Fort, G.; Roberts, G. O. 34 2005 Practical drift conditions for subgeometric rates of convergence. Zbl 1082.60062Douc, Randal; Fort, Gersende; Moulines, Eric; Soulier, Philippe 57 2004 Convergence of the Monte Carlo expectation maximization for curved exponential families. Zbl 1043.62015Fort, Gersende; Moulines, Eric 30 2003 Polynomial ergodicity of Markov transition kernels. Zbl 1075.60547Fort, G.; Moulines, E. 22 2003 On the geometric ergodicity of hybrid samplers. Zbl 1028.65002Fort, G.; Moulines, E.; Roberts, G. O.; Rosenthal, J. S. 16 2003 \(V\)-subgeometric ergodicity for a Hastings-Metropolis algorithm. Zbl 0981.60032Fort, Gersende; Moulines, Eric 14 2000 all cited Publications top 5 cited Publications all top 5 Cited by 387 Authors 25 Fort, Gersende 18 Moulines, Eric 12 Guillin, Arnaud 11 Douc, Randal 11 Rosenthal, Jeffrey S. 10 Roberts, Gareth O. 9 Cattiaux, Patrick 9 Vihola, Matti 8 Golomozyĭ, V. V. 7 Atchadé, Yves F. 7 Latuszynski, Krzysztof 6 Kartashov, Mykola Valentynovych 5 Andrieu, Christophe 5 Hernández-Lerma, Onésimo 5 Lelièvre, Tony 5 Olsson, Jimmy 4 Arapostathis, Aristotle 4 Gobet, Emmanuel 4 Jasra, Ajay 4 Jasso-Fuentes, Héctor 4 Jourdain, Benjamin 4 Kulik, Alexey M. 4 Löcherbach, Eva 4 Priouret, Pierre 4 Song, Yanhong 4 Stoltz, Gabriel 3 Adamczak, Radosław 3 Bednorz, Witold Marek 3 Connor, Stephen B. 3 Cournède, Paul-Henry 3 Crepey, Stephane 3 Doucet, Arnaud 3 Hairer, Martin 3 Jarner, Søren Fiig 3 Jones, Galin L. 3 Kamatani, Kengo 3 Kuhn, Estelle 3 Le Corff, Sylvain 3 Liu, Yuanyuan 3 Miasojedow, Błażej 3 Mira, Antonietta 3 Pang, Guodong 3 Pereyra, Marcelo 3 Sandrić, Nikola 3 Sarantsev, Andrey 3 Scheutzow, Michael K. R. 3 Trevezas, Samis 3 Wu, Liming 2 Atchadé, Yves A. 2 Barrera, David 2 Beskos, Alexandros 2 Bianchi, Pascal 2 Biswas, Anup 2 Butkovskiĭ, Oleg Yaroslavovich 2 Cappé, Olivier 2 Cheng, Lijuan 2 De Bortoli, Valentin 2 De Iorio, Maria 2 Del Moral, Pierre 2 Deng, Changsong 2 Durmus, Alain 2 Eberle, Andreas 2 Flegal, James M. 2 Foss, Sergey G. 2 Garivier, Aurélien 2 Golomoziy, Vitaliy 2 Griffin, Jim E. 2 Haario, Heikki 2 Herbei, Radu 2 Jacob, Pierre E. 2 Kalli, Maria 2 Kendall, Wilfrid S. 2 Lekgari, Mokaedi V. 2 Loukianova, Dasha 2 Mattingly, Jonathan C. 2 Mbalawata, Isambi Sailon 2 Meyn, Sean P. 2 Monmarché, Pierre 2 Neath, Ronald C. 2 Nguyen, Dang Hai 2 Niemiro, Wojciech 2 Ollier, Edouard 2 Pagès, Gilles 2 Pesquet, Jean-Christophe 2 Rey, Clément 2 Samson, Adeline 2 Särkkä, Simo 2 Shneer, Vsevolod Vladislavovich 2 Spade, David A. 2 Stazhynski, Uladzislau 2 Veretennikov, Alexander Yu. 2 Vidal, Ana Fernandez 2 Wang, Feng-Yu 2 Wang, Yingzhe 2 Whiteley, Nick 2 Wu, Lang 2 Yang, Jinyoung 1 Abdalmoaty, Mohamed Rasheed-Hilmy 1 Adam, Etienne 1 Araki, Takamitsu ...and 287 more Authors all top 5 Cited in 94 Serials 23 The Annals of Applied Probability 19 Stochastic Processes and their Applications 14 Bernoulli 14 Statistics and Computing 11 The Annals of Statistics 10 Journal of Applied Probability 10 Theory of Probability and Mathematical Statistics 7 Advances in Applied Probability 7 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 7 Computational Statistics and Data Analysis 5 Journal of Machine Learning Research (JMLR) 5 Electronic Journal of Statistics 4 Journal of Statistical Physics 4 Probability Theory and Related Fields 4 Journal of Theoretical Probability 4 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 4 Methodology and Computing in Applied Probability 3 Automatica 3 Journal of Functional Analysis 3 Statistics & Probability Letters 3 Statistical Science 3 Queueing Systems 3 SIAM/ASA Journal on Uncertainty Quantification 2 Communications in Mathematical Physics 2 Journal of Computational Physics 2 Annals of the Institute of Statistical Mathematics 2 Journal of Econometrics 2 Journal of Optimization Theory and Applications 2 SIAM Journal on Control and Optimization 2 Stochastic Analysis and Applications 2 Statistics 2 Journal of Complexity 2 Annals of Operations Research 2 Computational Statistics 2 Journal de Mathématiques Pures et Appliquées. Neuvième Série 2 Mathematical Programming. Series A. Series B 2 SIAM Journal on Optimization 2 Potential Analysis 2 Electronic Journal of Probability 2 Acta Mathematica Sinica. English Series 2 Frontiers of Mathematics in China 2 SIAM Journal on Imaging Sciences 2 Kinetic and Related Models 2 SIAM Journal on Financial Mathematics 2 Journal of Probability and Statistics 2 Bayesian Analysis 2 Modern Stochastics. Theory and Applications 2 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys 1 Communications on Pure and Applied Mathematics 1 Journal of Mathematical Analysis and Applications 1 Journal of Mathematical Biology 1 Mathematical Biosciences 1 Metrika 1 Scandinavian Journal of Statistics 1 Mathematics of Computation 1 The Annals of Probability 1 Applied Mathematics and Optimization 1 Journal of the American Statistical Association 1 Journal of Differential Equations 1 Mathematische Nachrichten 1 Mathematics of Operations Research 1 Theoretical Computer Science 1 Transactions of the American Mathematical Society 1 Insurance Mathematics & Economics 1 Operations Research Letters 1 Chinese Annals of Mathematics. Series B 1 Applied Numerical Mathematics 1 SIAM Journal on Matrix Analysis and Applications 1 Neural Networks 1 Neural Computation 1 Communications in Statistics. Theory and Methods 1 SIAM Journal on Mathematical Analysis 1 SIAM Review 1 Computational Optimization and Applications 1 SIAM Journal on Scientific Computing 1 Monte Carlo Methods and Applications 1 Applied Mathematical Finance 1 Electronic Communications in Probability 1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings 1 Infinite Dimensional Analysis, Quantum Probability and Related Topics 1 Journal of the Royal Statistical Society. Series B. Statistical Methodology 1 Proceedings of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences 1 Discrete Dynamics in Nature and Society 1 Comptes Rendus. Mathématique. Académie des Sciences, Paris 1 SIAM Journal on Applied Dynamical Systems 1 Acta Numerica 1 Stochastics 1 Journal of Statistical Theory and Practice 1 AStA. Advances in Statistical Analysis 1 The Annals of Applied Statistics 1 Statistics Surveys 1 Journal of Agricultural, Biological, and Environmental Statistics 1 Asian Journal of Control 1 Stochastic Systems all top 5 Cited in 30 Fields 172 Probability theory and stochastic processes (60-XX) 100 Statistics (62-XX) 98 Numerical analysis (65-XX) 21 Systems theory; control (93-XX) 19 Computer science (68-XX) 18 Operations research, mathematical programming (90-XX) 16 Dynamical systems and ergodic theory (37-XX) 16 Operator theory (47-XX) 13 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 12 Statistical mechanics, structure of matter (82-XX) 10 Biology and other natural sciences (92-XX) 8 Partial differential equations (35-XX) 7 Ordinary differential equations (34-XX) 5 Real functions (26-XX) 5 Calculus of variations and optimal control; optimization (49-XX) 3 Functional analysis (46-XX) 3 Geophysics (86-XX) 2 Combinatorics (05-XX) 2 Measure and integration (28-XX) 2 Potential theory (31-XX) 2 Difference and functional equations (39-XX) 2 Integral equations (45-XX) 2 Global analysis, analysis on manifolds (58-XX) 1 History and biography (01-XX) 1 Number theory (11-XX) 1 Approximations and expansions (41-XX) 1 Mechanics of particles and systems (70-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Astronomy and astrophysics (85-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year