×
Author ID: fort.gersende Recent zbMATH articles by "Fort, Gersende"
Published as: Fort, Gersende; Fort, G.

Publications by Year

Citations contained in zbMATH Open

36 Publications have been cited 585 times in 400 Documents Cited by Year
Subgeometric rates of convergence of \(f\)-ergodic strong Markov processes. Zbl 1163.60034
Douc, Randal; Fort, Gersende; Guillin, Arnaud
88
2009
Practical drift conditions for subgeometric rates of convergence. Zbl 1082.60062
Douc, Randal; Fort, Gersende; Moulines, Eric; Soulier, Philippe
77
2004
Subgeometric ergodicity of strong Markov processes. Zbl 1072.60057
Fort, G.; Roberts, G. O.
45
2005
Convergence of adaptive and interacting Markov chain Monte Carlo algorithms. Zbl 1246.65003
Fort, G.; Moulines, E.; Priouret, P.
42
2011
On perturbed proximal gradient algorithms. Zbl 1433.90199
Atchadé, Yves F.; Fort, Gersende; Moulines, Eric
38
2017
Convergence of the Monte Carlo expectation maximization for curved exponential families. Zbl 1043.62015
Fort, Gersende; Moulines, Eric
37
2003
Polynomial ergodicity of Markov transition kernels. Zbl 1075.60547
Fort, G.; Moulines, E.
29
2003
Limit theorems for some adaptive MCMC algorithms with subgeometric kernels. Zbl 1215.60046
Atchadé, Yves; Fort, Gersende
26
2010
On the geometric ergodicity of hybrid samplers. Zbl 1028.65002
Fort, G.; Moulines, E.; Roberts, G. O.; Rosenthal, J. S.
24
2003
Forgetting the initial distribution for hidden Markov models. Zbl 1159.93357
Douc, R.; Fort, G.; Moulines, E.; Priouret, P.
21
2009
\(V\)-subgeometric ergodicity for a Hastings-Metropolis algorithm. Zbl 0981.60032
Fort, Gersende; Moulines, Eric
18
2000
Subgeometric rates of convergence in Wasserstein distance for Markov chains. Zbl 1355.60096
Durmus, Alain; Fort, Gersende; Moulines, Éric
13
2016
Performance of a distributed stochastic approximation algorithm. Zbl 1364.62220
Bianchi, Pascal; Fort, Gersende; Hachem, Walid
13
2013
Convergence of the Wang-Landau algorithm. Zbl 1317.65011
Fort, Gersende; Jourdain, Benjamin; Kuhn, Estelle; Lelièvre, Tony; Stoltz, Gabriel
13
2015
Online expectation maximization based algorithms for inference in hidden Markov models. Zbl 1336.62090
Le Corff, Sylvain; Fort, Gersende
12
2013
Quantitative convergence rates for subgeometric Markov chains. Zbl 1323.60090
Andrieu, Christophe; Fort, Gersende; Vihola, Matti
11
2015
Central limit theorems for stochastic approximation with controlled Markov chain dynamics. Zbl 1333.60029
Fort, Gersende
10
2015
On adaptive stratification. Zbl 1279.65007
Etore, Pierre; Fort, Gersende; Jourdain, Benjamin; Moulines, Eric
8
2011
Convergence of Markovian stochastic approximation with discontinuous dynamics. Zbl 1334.90090
Fort, G.; Moulines, E.; Schreck, A.; Vihola, M.
8
2016
State-dependent Foster-Lyapunov criteria for subgeometric convergence of Markov chains. Zbl 1182.60019
Connor, S. B.; Fort, G.
5
2009
Efficiency of the Wang-Landau algorithm: a simple test case. Zbl 1317.65010
Fort, Gersende; Jourdain, Benjamin; Kuhn, Estelle; Lelièvre, Tony; Stoltz, Gabriel
5
2014
Self-healing umbrella sampling: convergence and efficiency. Zbl 1505.62144
Fort, Gersende; Jourdain, Benjamin; Lelièvre, Tony; Stoltz, Gabriel
5
2017
A central limit theorem for adaptive and interacting Markov chains. Zbl 1303.60020
Fort, G.; Moulines, E.; Priouret, P.; Vandekerkhove, P.
5
2014
MCMC design-based non-parametric regression for rare event. application to nested risk computations. Zbl 1360.65024
Fort, Gersende; Gobet, Emmanuel; Moulines, Eric
4
2017
Stochastic approximation schemes for economic capital and risk margin computations. Zbl 1417.91547
Barrera, David; Crépey, Stéphane; Diallo, Babacar; Fort, Gersende; Gobet, Emmanuel; Stazhynski, Uladzislau
4
2019
The ODE method for stability of skip-free Markov chains with applications to MCMC. Zbl 1148.60052
Fort, Gersende; Meyn, Sean; Moulines, Eric; Priouret, Pierre
3
2008
Convergence of a particle-based approximation of the block online expectation maximization algorithm. Zbl 1384.62066
Le Corff, Sylvain; Fort, Gersende
3
2013
A simple variance inequality for \(U\)-statistics of a Markov chain with applications. Zbl 1310.60025
Fort, G.; Moulines, E.; Priouret, P.; Vandekerkhove, P.
3
2012
Limit theorems for some adaptive MCMC algorithms with subgeometric kernels. II. Zbl 1244.60072
Atchadé, Yves F.; Fort, Gersende
3
2012
Stochastic proximal-gradient algorithms for penalized mixed models. Zbl 1430.62153
Fort, Gersende; Ollier, Edouard; Samson, Adeline
3
2019
Adaptive equi-energy sampler: convergence and illustration. Zbl 1386.65024
Schreck, Amandine; Fort, Gersende; Moulines, Eric
2
2013
Adaptive MCMC with online relabeling. Zbl 1386.65011
Bardenet, Rémi; Cappé, Olivier; Fort, Gersende; Kégl, Balázs
2
2015
Convergence and efficiency of adaptive importance sampling techniques with partial biasing. Zbl 1392.82003
Fort, Gersende; Jourdain, Benjamin; Lelièvre, Tony; Stoltz, Gabriel
2
2018
Fast incremental expectation maximization for finite-sum optimization: nonasymptotic convergence. Zbl 1475.62032
Fort, G.; Gach, P.; Moulines, E.
1
2021
Success and failure of adaptation-diffusion algorithms with decaying step size in multiagent networks. Zbl 1414.94423
Morral, Gemma; Bianchi, Pascal; Fort, Gersende
1
2017
Stochastic variable metric proximal gradient with variance reduction for non-convex composite optimization. Zbl 1517.62017
Fort, Gersende; Moulines, Eric
1
2023
Stochastic variable metric proximal gradient with variance reduction for non-convex composite optimization. Zbl 1517.62017
Fort, Gersende; Moulines, Eric
1
2023
Fast incremental expectation maximization for finite-sum optimization: nonasymptotic convergence. Zbl 1475.62032
Fort, G.; Gach, P.; Moulines, E.
1
2021
Stochastic approximation schemes for economic capital and risk margin computations. Zbl 1417.91547
Barrera, David; Crépey, Stéphane; Diallo, Babacar; Fort, Gersende; Gobet, Emmanuel; Stazhynski, Uladzislau
4
2019
Stochastic proximal-gradient algorithms for penalized mixed models. Zbl 1430.62153
Fort, Gersende; Ollier, Edouard; Samson, Adeline
3
2019
Convergence and efficiency of adaptive importance sampling techniques with partial biasing. Zbl 1392.82003
Fort, Gersende; Jourdain, Benjamin; Lelièvre, Tony; Stoltz, Gabriel
2
2018
On perturbed proximal gradient algorithms. Zbl 1433.90199
Atchadé, Yves F.; Fort, Gersende; Moulines, Eric
38
2017
Self-healing umbrella sampling: convergence and efficiency. Zbl 1505.62144
Fort, Gersende; Jourdain, Benjamin; Lelièvre, Tony; Stoltz, Gabriel
5
2017
MCMC design-based non-parametric regression for rare event. application to nested risk computations. Zbl 1360.65024
Fort, Gersende; Gobet, Emmanuel; Moulines, Eric
4
2017
Success and failure of adaptation-diffusion algorithms with decaying step size in multiagent networks. Zbl 1414.94423
Morral, Gemma; Bianchi, Pascal; Fort, Gersende
1
2017
Subgeometric rates of convergence in Wasserstein distance for Markov chains. Zbl 1355.60096
Durmus, Alain; Fort, Gersende; Moulines, Éric
13
2016
Convergence of Markovian stochastic approximation with discontinuous dynamics. Zbl 1334.90090
Fort, G.; Moulines, E.; Schreck, A.; Vihola, M.
8
2016
Convergence of the Wang-Landau algorithm. Zbl 1317.65011
Fort, Gersende; Jourdain, Benjamin; Kuhn, Estelle; Lelièvre, Tony; Stoltz, Gabriel
13
2015
Quantitative convergence rates for subgeometric Markov chains. Zbl 1323.60090
Andrieu, Christophe; Fort, Gersende; Vihola, Matti
11
2015
Central limit theorems for stochastic approximation with controlled Markov chain dynamics. Zbl 1333.60029
Fort, Gersende
10
2015
Adaptive MCMC with online relabeling. Zbl 1386.65011
Bardenet, Rémi; Cappé, Olivier; Fort, Gersende; Kégl, Balázs
2
2015
Efficiency of the Wang-Landau algorithm: a simple test case. Zbl 1317.65010
Fort, Gersende; Jourdain, Benjamin; Kuhn, Estelle; Lelièvre, Tony; Stoltz, Gabriel
5
2014
A central limit theorem for adaptive and interacting Markov chains. Zbl 1303.60020
Fort, G.; Moulines, E.; Priouret, P.; Vandekerkhove, P.
5
2014
Performance of a distributed stochastic approximation algorithm. Zbl 1364.62220
Bianchi, Pascal; Fort, Gersende; Hachem, Walid
13
2013
Online expectation maximization based algorithms for inference in hidden Markov models. Zbl 1336.62090
Le Corff, Sylvain; Fort, Gersende
12
2013
Convergence of a particle-based approximation of the block online expectation maximization algorithm. Zbl 1384.62066
Le Corff, Sylvain; Fort, Gersende
3
2013
Adaptive equi-energy sampler: convergence and illustration. Zbl 1386.65024
Schreck, Amandine; Fort, Gersende; Moulines, Eric
2
2013
A simple variance inequality for \(U\)-statistics of a Markov chain with applications. Zbl 1310.60025
Fort, G.; Moulines, E.; Priouret, P.; Vandekerkhove, P.
3
2012
Limit theorems for some adaptive MCMC algorithms with subgeometric kernels. II. Zbl 1244.60072
Atchadé, Yves F.; Fort, Gersende
3
2012
Convergence of adaptive and interacting Markov chain Monte Carlo algorithms. Zbl 1246.65003
Fort, G.; Moulines, E.; Priouret, P.
42
2011
On adaptive stratification. Zbl 1279.65007
Etore, Pierre; Fort, Gersende; Jourdain, Benjamin; Moulines, Eric
8
2011
Limit theorems for some adaptive MCMC algorithms with subgeometric kernels. Zbl 1215.60046
Atchadé, Yves; Fort, Gersende
26
2010
Subgeometric rates of convergence of \(f\)-ergodic strong Markov processes. Zbl 1163.60034
Douc, Randal; Fort, Gersende; Guillin, Arnaud
88
2009
Forgetting the initial distribution for hidden Markov models. Zbl 1159.93357
Douc, R.; Fort, G.; Moulines, E.; Priouret, P.
21
2009
State-dependent Foster-Lyapunov criteria for subgeometric convergence of Markov chains. Zbl 1182.60019
Connor, S. B.; Fort, G.
5
2009
The ODE method for stability of skip-free Markov chains with applications to MCMC. Zbl 1148.60052
Fort, Gersende; Meyn, Sean; Moulines, Eric; Priouret, Pierre
3
2008
Subgeometric ergodicity of strong Markov processes. Zbl 1072.60057
Fort, G.; Roberts, G. O.
45
2005
Practical drift conditions for subgeometric rates of convergence. Zbl 1082.60062
Douc, Randal; Fort, Gersende; Moulines, Eric; Soulier, Philippe
77
2004
Convergence of the Monte Carlo expectation maximization for curved exponential families. Zbl 1043.62015
Fort, Gersende; Moulines, Eric
37
2003
Polynomial ergodicity of Markov transition kernels. Zbl 1075.60547
Fort, G.; Moulines, E.
29
2003
On the geometric ergodicity of hybrid samplers. Zbl 1028.65002
Fort, G.; Moulines, E.; Roberts, G. O.; Rosenthal, J. S.
24
2003
\(V\)-subgeometric ergodicity for a Hastings-Metropolis algorithm. Zbl 0981.60032
Fort, Gersende; Moulines, Eric
18
2000
all top 5

Cited by 568 Authors

27 Fort, Gersende
20 Moulines, Eric
14 Golomoziy, Vitaliy
13 Guillin, Arnaud
13 Rosenthal, Jeffrey S.
12 Roberts, Gareth O.
11 Douc, Randal
10 Cattiaux, Patrick
8 Latuszynski, Krzysztof
8 Vihola, Matti
7 Lelièvre, Tony
7 Spade, David A.
6 Andrieu, Christophe
6 Arapostathis, Aristotle
6 Atchadé, Yves F.
6 Kartashov, Mykola Valentynovych
6 Kulik, Alexey M.
6 Löcherbach, Eva
5 Gobet, Emmanuel
5 Hernández-Lerma, Onésimo
5 Jourdain, Benjamin
5 Liu, Yuanyuan
5 Miasojedow, Błażej
5 Olsson, Jimmy
5 Pang, Guodong
5 Pereyra, Marcelo
5 Sandrić, Nikola
5 Sarantsev, Andrey
5 Song, Yanhong
5 Stoltz, Gabriel
4 Bernou, Armand
4 Bianchi, Pascal
4 Crepey, Stephane
4 Jasra, Ajay
4 Jasso-Fuentes, Héctor
4 Jones, Galin L.
4 Mira, Antonietta
4 Niemiro, Wojciech
4 Priouret, Pierre
4 Qin, Qian
4 Whiteley, Nick
3 Adamczak, Radosław
3 Bednorz, Witold Marek
3 Beskos, Alexandros
3 Connor, Stephen B.
3 Cournède, Paul-Henry
3 De Bortoli, Valentin
3 Doucet, Arnaud
3 Durmus, Alain
3 Griffin, Jim E.
3 Hachem, Walid
3 Hairer, Martin
3 Hobert, James P.
3 Kamatani, Kengo
3 Kuhn, Estelle
3 Le Corff, Sylvain
3 Liang, Faming
3 Monmarché, Pierre
3 Ollier, Edouard
3 Pagès, Gilles
3 Rey, Clément
3 Salim, Adil
3 Scheutzow, Michael K. R.
3 Trevezas, Samis
3 Wu, Liming
3 Yang, Jinyoung
2 Allassonnière, Stéphanie
2 Barrera, David
2 Berlyand, Leonid V.
2 Bertail, Patrice
2 Bhatnagar, Shalabh
2 Biswas, Anup
2 Butkovsky, Oleg A.
2 Cañizo, José Alfredo
2 Cao, Chuqi
2 Cappé, Olivier
2 Cheng, Lijuan
2 Chouzenoux, Emilie
2 Clémençon, Stéphan
2 Craiu, Radu V.
2 Crimaldi, Irene
2 De Iorio, Maria
2 Del Moral, Pierre
2 Deng, Changsong
2 Eberle, Andreas
2 Fernandez Vidal, Ana
2 Flegal, James M.
2 Foss, Sergey G.
2 Friel, Nial
2 Gadat, Sébastien
2 Garivier, Aurélien
2 Glatt-Holtz, Nathan E.
2 Haario, Heikki
2 Haran, Murali
2 Herbei, Radu
2 Hervé, Loïc
2 Ichiba, Tomoyuki
2 Jabin, Pierre-Emmanuel
2 Jacob, Pierre E.
2 Jarner, Søren Fiig
...and 468 more Authors
all top 5

Cited in 134 Serials

29 The Annals of Applied Probability
23 Stochastic Processes and their Applications
21 Bernoulli
21 Statistics and Computing
13 The Annals of Statistics
12 Journal of Applied Probability
12 Theory of Probability and Mathematical Statistics
9 Advances in Applied Probability
9 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
9 Electronic Journal of Statistics
8 Computational Statistics and Data Analysis
6 Journal of Optimization Theory and Applications
6 Journal of Theoretical Probability
6 Methodology and Computing in Applied Probability
5 Automatica
5 Probability Theory and Related Fields
5 Journal of Machine Learning Research (JMLR)
4 Journal of Statistical Physics
4 Journal of Functional Analysis
4 Statistics & Probability Letters
4 Statistical Science
4 Queueing Systems
4 SIAM Journal on Optimization
4 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
4 Journal of Computational and Graphical Statistics
4 SIAM/ASA Journal on Uncertainty Quantification
3 Applied Mathematics and Optimization
3 Annals of Operations Research
3 Computational Statistics
3 Journal de Mathématiques Pures et Appliquées. Neuvième Série
3 Computational Optimization and Applications
3 Monte Carlo Methods and Applications
3 Electronic Journal of Probability
3 Stochastics
3 SIAM Journal on Imaging Sciences
3 Kinetic and Related Models
3 Bayesian Analysis
3 Modern Stochastics. Theory and Applications
2 Communications in Mathematical Physics
2 Journal of Computational Physics
2 Annals of the Institute of Statistical Mathematics
2 Journal of the American Statistical Association
2 Journal of Econometrics
2 SIAM Journal on Control and Optimization
2 Systems & Control Letters
2 Stochastic Analysis and Applications
2 Statistics
2 Journal of Complexity
2 Mathematical Programming. Series A. Series B
2 Potential Analysis
2 SIAM Journal on Scientific Computing
2 Electronic Communications in Probability
2 Acta Mathematica Sinica. English Series
2 SIAM Journal on Applied Dynamical Systems
2 Frontiers of Mathematics in China
2 Optimization Letters
2 SIAM Journal on Financial Mathematics
2 Journal of Probability and Statistics
2 Stochastic Systems
2 Stochastic and Partial Differential Equations. Analysis and Computations
2 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys
1 Communications on Pure and Applied Mathematics
1 Inverse Problems
1 Journal of the Franklin Institute
1 Journal of Mathematical Analysis and Applications
1 Journal of Mathematical Biology
1 Journal of Mathematical Physics
1 Mathematical Biosciences
1 Metrika
1 Psychometrika
1 Scandinavian Journal of Statistics
1 Mathematics of Computation
1 Advances in Mathematics
1 The Annals of Probability
1 Econometrica
1 Information Sciences
1 Journal of Differential Equations
1 Journal of Multivariate Analysis
1 Mathematics and Computers in Simulation
1 Mathematische Nachrichten
1 Mathematics of Operations Research
1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
1 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 Optimization
1 Econometric Reviews
1 International Journal of Approximate Reasoning
1 SIAM Journal on Matrix Analysis and Applications
1 Neural Networks
1 Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Serie IX. Rendiconti Lincei. Matematica e Applicazioni
1 Neural Computation
1 M\(^3\)AS. Mathematical Models & Methods in Applied Sciences
1 Communications in Partial Differential Equations
1 Communications in Statistics. Simulation and Computation
1 Communications in Statistics. Theory and Methods
...and 34 more Serials

Citations by Year