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Fort, Gersende

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Author ID: fort.gersende Recent zbMATH articles by "Fort, Gersende"
Published as: Fort, G.; Fort, Gersende
Documents Indexed: 36 Publications since 1998

Publications by Year

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 1163.60034
Douc, Randal; Fort, Gersende; Guillin, Arnaud
61
2009
Practical drift conditions for subgeometric rates of convergence. Zbl 1082.60062
Douc, Randal; Fort, Gersende; Moulines, Eric; Soulier, Philippe
57
2004
Subgeometric ergodicity of strong Markov processes. Zbl 1072.60057
Fort, G.; Roberts, G. O.
34
2005
Convergence of the Monte Carlo expectation maximization for curved exponential families. Zbl 1043.62015
Fort, Gersende; Moulines, Eric
30
2003
Convergence of adaptive and interacting Markov chain Monte Carlo algorithms. Zbl 1246.65003
Fort, G.; Moulines, E.; Priouret, P.
29
2011
Limit theorems for some adaptive MCMC algorithms with subgeometric kernels. Zbl 1215.60046
Atchadé, Yves; Fort, Gersende
22
2010
Polynomial ergodicity of Markov transition kernels. Zbl 1075.60547
Fort, G.; Moulines, E.
22
2003
On perturbed proximal gradient algorithms. Zbl 1433.90199
Atchadé, Yves F.; Fort, Gersende; Moulines, Eric
17
2017
On the geometric ergodicity of hybrid samplers. Zbl 1028.65002
Fort, G.; Moulines, E.; Roberts, G. O.; Rosenthal, J. S.
16
2003
Forgetting the initial distribution for hidden Markov models. Zbl 1159.93357
Douc, R.; Fort, G.; Moulines, E.; Priouret, P.
15
2009
\(V\)-subgeometric ergodicity for a Hastings-Metropolis algorithm. Zbl 0981.60032
Fort, Gersende; Moulines, Eric
14
2000
Convergence of the Wang-Landau algorithm. Zbl 1317.65011
Fort, Gersende; Jourdain, Benjamin; Kuhn, Estelle; Lelièvre, Tony; Stoltz, Gabriel
8
2015
Subgeometric rates of convergence in Wasserstein distance for Markov chains. Zbl 1355.60096
Durmus, Alain; Fort, Gersende; Moulines, Éric
7
2016
Performance of a distributed stochastic approximation algorithm. Zbl 1364.62220
Bianchi, Pascal; Fort, Gersende; Hachem, Walid
6
2013
Online expectation maximization based algorithms for inference in hidden Markov models. Zbl 1336.62090
Le Corff, Sylvain; Fort, Gersende
6
2013
Convergence of Markovian stochastic approximation with discontinuous dynamics. Zbl 1334.90090
Fort, G.; Moulines, E.; Schreck, A.; Vihola, M.
5
2016
Central limit theorems for stochastic approximation with controlled Markov chain dynamics. Zbl 1333.60029
Fort, Gersende
5
2015
Quantitative convergence rates for subgeometric Markov chains. Zbl 1323.60090
Andrieu, Christophe; Fort, Gersende; Vihola, Matti
5
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
On adaptive stratification. Zbl 1279.65007
Etore, Pierre; Fort, Gersende; Jourdain, Benjamin; Moulines, Eric
5
2011
A central limit theorem for adaptive and interacting Markov chains. Zbl 1303.60020
Fort, G.; Moulines, E.; Priouret, P.; Vandekerkhove, P.
4
2014
State-dependent Foster-Lyapunov criteria for subgeometric convergence of Markov chains. Zbl 1182.60019
Connor, S. B.; Fort, G.
4
2009
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
3
2019
Self-healing umbrella sampling: convergence and efficiency. Zbl 06696857
Fort, Gersende; Jourdain, Benjamin; Lelièvre, Tony; Stoltz, Gabriel
2
2017
Adaptive MCMC with online relabeling. Zbl 1386.65011
Bardenet, Rémi; Cappé, Olivier; Fort, Gersende; Kégl, Balázs
2
2015
Adaptive equi-energy sampler: convergence and illustration. Zbl 1386.65024
Schreck, Amandine; Fort, Gersende; Moulines, Eric
2
2013
Convergence of a particle-based approximation of the block online expectation maximization algorithm. Zbl 1384.62066
Le Corff, Sylvain; Fort, Gersende
2
2013
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
2
2008
Stochastic proximal-gradient algorithms for penalized mixed models. Zbl 1430.62153
Fort, Gersende; Ollier, Edouard; Samson, Adeline
1
2019
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
MCMC design-based non-parametric regression for rare event. application to nested risk computations. Zbl 1360.65024
Fort, Gersende; Gobet, Emmanuel; Moulines, Eric
1
2017
Limit theorems for some adaptive MCMC algorithms with subgeometric kernels. II. Zbl 1244.60072
Atchadé, Yves F.; Fort, Gersende
1
2012
A simple variance inequality for \(U\)-statistics of a Markov chain with applications. Zbl 1310.60025
Fort, G.; Moulines, E.; Priouret, P.; Vandekerkhove, P.
1
2012
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
3
2019
Stochastic proximal-gradient algorithms for penalized mixed models. Zbl 1430.62153
Fort, Gersende; Ollier, Edouard; Samson, Adeline
1
2019
On perturbed proximal gradient algorithms. Zbl 1433.90199
Atchadé, Yves F.; Fort, Gersende; Moulines, Eric
17
2017
Self-healing umbrella sampling: convergence and efficiency. Zbl 06696857
Fort, Gersende; Jourdain, Benjamin; Lelièvre, Tony; Stoltz, Gabriel
2
2017
Success and failure of adaptation-diffusion algorithms with decaying step size in multiagent networks. Zbl 1414.94423
Morral, Gemma; Bianchi, Pascal; Fort, Gersende
1
2017
MCMC design-based non-parametric regression for rare event. application to nested risk computations. Zbl 1360.65024
Fort, Gersende; Gobet, Emmanuel; Moulines, Eric
1
2017
Subgeometric rates of convergence in Wasserstein distance for Markov chains. Zbl 1355.60096
Durmus, Alain; Fort, Gersende; Moulines, Éric
7
2016
Convergence of Markovian stochastic approximation with discontinuous dynamics. Zbl 1334.90090
Fort, G.; Moulines, E.; Schreck, A.; Vihola, M.
5
2016
Convergence of the Wang-Landau algorithm. Zbl 1317.65011
Fort, Gersende; Jourdain, Benjamin; Kuhn, Estelle; Lelièvre, Tony; Stoltz, Gabriel
8
2015
Central limit theorems for stochastic approximation with controlled Markov chain dynamics. Zbl 1333.60029
Fort, Gersende
5
2015
Quantitative convergence rates for subgeometric Markov chains. Zbl 1323.60090
Andrieu, Christophe; Fort, Gersende; Vihola, Matti
5
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.
4
2014
Performance of a distributed stochastic approximation algorithm. Zbl 1364.62220
Bianchi, Pascal; Fort, Gersende; Hachem, Walid
6
2013
Online expectation maximization based algorithms for inference in hidden Markov models. Zbl 1336.62090
Le Corff, Sylvain; Fort, Gersende
6
2013
Adaptive equi-energy sampler: convergence and illustration. Zbl 1386.65024
Schreck, Amandine; Fort, Gersende; Moulines, Eric
2
2013
Convergence of a particle-based approximation of the block online expectation maximization algorithm. Zbl 1384.62066
Le Corff, Sylvain; Fort, Gersende
2
2013
Limit theorems for some adaptive MCMC algorithms with subgeometric kernels. II. Zbl 1244.60072
Atchadé, Yves F.; Fort, Gersende
1
2012
A simple variance inequality for \(U\)-statistics of a Markov chain with applications. Zbl 1310.60025
Fort, G.; Moulines, E.; Priouret, P.; Vandekerkhove, P.
1
2012
Convergence of adaptive and interacting Markov chain Monte Carlo algorithms. Zbl 1246.65003
Fort, G.; Moulines, E.; Priouret, P.
29
2011
On adaptive stratification. Zbl 1279.65007
Etore, Pierre; Fort, Gersende; Jourdain, Benjamin; Moulines, Eric
5
2011
Limit theorems for some adaptive MCMC algorithms with subgeometric kernels. Zbl 1215.60046
Atchadé, Yves; Fort, Gersende
22
2010
Subgeometric rates of convergence of \(f\)-ergodic strong Markov processes. Zbl 1163.60034
Douc, Randal; Fort, Gersende; Guillin, Arnaud
61
2009
Forgetting the initial distribution for hidden Markov models. Zbl 1159.93357
Douc, R.; Fort, G.; Moulines, E.; Priouret, P.
15
2009
State-dependent Foster-Lyapunov criteria for subgeometric convergence of Markov chains. Zbl 1182.60019
Connor, S. B.; Fort, G.
4
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
2
2008
Subgeometric ergodicity of strong Markov processes. Zbl 1072.60057
Fort, G.; Roberts, G. O.
34
2005
Practical drift conditions for subgeometric rates of convergence. Zbl 1082.60062
Douc, Randal; Fort, Gersende; Moulines, Eric; Soulier, Philippe
57
2004
Convergence of the Monte Carlo expectation maximization for curved exponential families. Zbl 1043.62015
Fort, Gersende; Moulines, Eric
30
2003
Polynomial ergodicity of Markov transition kernels. Zbl 1075.60547
Fort, G.; Moulines, E.
22
2003
On the geometric ergodicity of hybrid samplers. Zbl 1028.65002
Fort, G.; Moulines, E.; Roberts, G. O.; Rosenthal, J. S.
16
2003
\(V\)-subgeometric ergodicity for a Hastings-Metropolis algorithm. Zbl 0981.60032
Fort, Gersende; Moulines, Eric
14
2000
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

Citations by Year