Edit Profile (opens in new tab) Fort, Gersende Co-Author Distance Author ID: fort.gersende Published as: Fort, Gersende; Fort, G. Documents Indexed: 43 Publications since 1998, including 5 Additional arXiv Preprints Co-Authors: 38 Co-Authors with 42 Joint Publications 1,062 Co-Co-Authors all top 5 Co-Authors 1 single-authored 22 Moulines, Eric 5 Jourdain, Benjamin 5 Priouret, Pierre 4 Atchadé, Yves F. 4 Le Corff, Sylvain 4 Lelièvre, Tony 4 Stoltz, Gabriel 3 Douc, Randal 3 Gobet, Emmanuel 3 Schreck, Amandine 2 Bianchi, Pascal 2 Crepey, Stephane 2 Dieuleveut, Aymeric 2 Kuhn, Estelle 2 Roberts, Gareth O. 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 Gach, P. 1 Guillin, Arnaud 1 Hachem, Walid 1 Kégl, Balázs 1 Meyn, Sean P. 1 Morral, Gemma 1 Ollier, Edouard 1 Robin, Geneviève 1 Rosenthal, Jeffrey S. 1 Samson, Adeline 1 Wai, Hoi-To all top 5 Serials 4 Stochastic Processes and their Applications 4 Bernoulli 4 Statistics and Computing 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 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 27 Probability theory and stochastic processes (60-XX) 26 Numerical analysis (65-XX) 18 Statistics (62-XX) 4 Operations research, mathematical programming (90-XX) 3 Statistical mechanics, structure of matter (82-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 Computer science (68-XX) 1 Information and communication theory, circuits (94-XX) Publications by Year all cited Publications top 5 cited Publications 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 cited Publications top 5 cited Publications 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 all top 5 Cited in 33 Fields 243 Probability theory and stochastic processes (60-XX) 161 Statistics (62-XX) 137 Numerical analysis (65-XX) 39 Operations research, mathematical programming (90-XX) 29 Systems theory; control (93-XX) 24 Computer science (68-XX) 22 Partial differential equations (35-XX) 22 Operator theory (47-XX) 21 Dynamical systems and ergodic theory (37-XX) 20 Statistical mechanics, structure of matter (82-XX) 18 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 13 Biology and other natural sciences (92-XX) 11 Calculus of variations and optimal control; optimization (49-XX) 9 Ordinary differential equations (34-XX) 7 Real functions (26-XX) 4 Functional analysis (46-XX) 3 Fluid mechanics (76-XX) 3 Geophysics (86-XX) 3 Information and communication theory, circuits (94-XX) 2 Combinatorics (05-XX) 2 Measure and integration (28-XX) 2 Potential theory (31-XX) 2 Difference and functional equations (39-XX) 2 Approximations and expansions (41-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 Linear and multilinear algebra; matrix theory (15-XX) 1 Mechanics of particles and systems (70-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Quantum theory (81-XX) 1 Astronomy and astrophysics (85-XX) Citations by Year