Edit Profile (opens in new tab) Moulines, Eric Co-Author Distance Author ID: moulines.eric Published as: Moulines, Eric; Moulines, Éric; Moulines, E.; Moulines, É. more...less Documents Indexed: 148 Publications since 1994, including 3 Books and 27 Additional arXiv Preprints 1 Contribution as Editor Co-Authors: 131 Co-Authors with 148 Joint Publications 2,917 Co-Co-Authors all top 5 Co-Authors 1 single-authored 27 Douc, Randal 22 Fort, Gersende 19 Durmus, Alain 18 Soulier, Philippe 12 Samsonov, Sergeĭ Petrovich 11 Naumov, Alekseĭ Aleksandrovich 11 Roueff, François 9 Olsson, Jimmy 9 Priouret, Pierre 7 Cappé, Olivier 7 Taqqu, Murad S. 6 Lavielle, Marc 6 Wai, Hoi-To 5 Belomestny, Denis 5 Garivier, Aurélien 5 Lévy-Leduc, Céline 5 Reisen, Valdério Anselmo 3 Boistard, Hélène 3 Faÿ, Gilles 3 Hurvich, Clifford M. 3 Le Corff, Sylvain 3 Loubaton, Philippe 3 Robin, Geneviève 3 Sabanis, Sotirios 3 Schreck, Amandine 3 Souloumiac, Antoine 2 Abed-Meraim, Karim 2 Andrieu, Christophe 2 Bardet, Jean-Marc 2 Bédard, Myléne 2 Brosse, Nicolas 2 Cardoso, Jean-François 2 Chau, Ngoc Huy 2 Del Moral, Pierre 2 Dieuleveut, Aymeric 2 Franco, Glaura C. 2 Gassiat, Elisabeth 2 Guillin, Arnaud 2 Havet, Antoine 2 Jiménez, Pablo 2 Josse, Julie 2 Juditsky, Anatoli B. 2 Karimi, Belhal 2 Karvonen, Toni 2 Klopp, Olga 2 Kouamo, Olaf 2 Lafond, Jean 2 Landelle, Benoit 2 Lefebvre, Sidonie 2 Lerasle, Matthieu 2 Levin, Il’ya Izrailevich 2 Maire, Florian 2 Miasojedow, Błażej 2 Pereyra, Marcelo 2 Rásonyi, Miklós 2 Roberts, Gareth O. 2 Rosenthal, Jeffrey S. 2 Rydén, Tobias 2 Said, Salem 2 Saksman, Eero 2 Sheshukova, Marina 2 Tiapkin, Daniil 2 Trigano, Thomas 2 Vandekerkhove, Pierre 2 Vergé, Christelle 2 Zhang, Ying 1 Aguech, Rafik 1 Alami, Reda 1 Atchadé, Yves F. 1 Bach, Francis R. 1 Barembruch, Steffen 1 Barkhagen, Mathias 1 Beznosikov, Aleksandr 1 Bonnabel, Silvère 1 Butucea, Cristina 1 Charbit, Maurice 1 Cheung-Mon-Chan, Pascal 1 Chevalier, Pascal 1 Cornebise, Julien 1 Delyon, Bernard 1 Descours, Arnaud 1 Doucet, Arnaud 1 Doukhan, Paul 1 Dubarry, Cyrille 1 Enfroy, Aurélien 1 Étoré, Pierre 1 Fokianos, Konstantinos 1 Gach, P. 1 Gasnikov, Aleksandr V. 1 Gobet, Emmanuel 1 Hachem, Walid 1 Huix, Tom 1 Ilhe, Paul 1 Iosipoi, Leonid 1 Jakubowicz, Jérémie 1 Jourdain, Benjamin 1 Korte-Stapff, Moritz 1 Labbi, Safwan 1 Lang, Gabriel 1 Lasaulce, Samson ...and 31 more Co-Authors all top 5 Serials 12 The Annals of Statistics 8 The Annals of Applied Probability 8 Bernoulli 7 Journal of Time Series Analysis 7 IEEE Transactions on Signal Processing 7 Statistics and Computing 6 Stochastic Processes and their Applications 4 SIAM Journal on Control and Optimization 4 Electronic Journal of Statistics 3 Statistics & Probability Letters 3 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings 2 IEEE Transactions on Information Theory 2 Scandinavian Journal of Statistics 2 Econometrica 2 Journal of Applied Probability 2 Comptes Rendus de l’Académie des Sciences. Série I 2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 2 Computational Statistics and Data Analysis 2 Journal of the Royal Statistical Society. Series B. Statistical Methodology 1 Advances in Applied Probability 1 Biometrika 1 Gazette des Mathématiciens 1 IEEE Transactions on Automatic Control 1 Journal of the American Statistical Association 1 Journal of Econometrics 1 Journal of Multivariate Analysis 1 Probability and Mathematical Statistics 1 Statistics 1 Signal Processing 1 Annals of Operations Research 1 Annales des Télécommunications 1 SIAM Review 1 Mathematical Programming. Series A. Series B 1 Mathematical Methods of Statistics 1 Fractals 1 Monte Carlo Methods and Applications 1 Electronic Journal of Probability 1 Electronic Communications in Probability 1 ACM Transactions on Modeling and Computer Simulation 1 Statistical Inference for Stochastic Processes 1 Methodology and Computing in Applied Probability 1 IEEE Transactions on Image Processing 1 Journal of Machine Learning Research (JMLR) 1 EURASIP Journal on Applied Signal Processing 1 SIAM Journal on Imaging Sciences 1 Stochastic Systems 1 Springer Proceedings in Mathematics & Statistics 1 Springer Series in Statistics 1 SIAM/ASA Journal on Uncertainty Quantification 1 Springer Series in Operations Research and Financial Engineering 1 Chapman & Hall/CRC Texts in Statistical Science Series 1 SIAM Journal on Mathematics of Data Science all top 5 Fields 79 Statistics (62-XX) 71 Probability theory and stochastic processes (60-XX) 52 Numerical analysis (65-XX) 15 Systems theory; control (93-XX) 10 Information and communication theory, circuits (94-XX) 6 Operations research, mathematical programming (90-XX) 5 Harmonic analysis on Euclidean spaces (42-XX) 4 Computer science (68-XX) 4 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 General and overarching topics; collections (00-XX) 1 Ordinary differential equations (34-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Integral equations (45-XX) 1 Quantum theory (81-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 108 Publications have been cited 2,442 times in 1,640 Documents Cited by ▼ Year ▼ Inference in hidden Markov models. Zbl 1080.62065 Cappé, Olivier; Moulines, Eric; Rydén, Tobias 368 2005 Convergence of a stochastic approximation version of the EM algorithm. Zbl 0932.62094 Delyon, Bernard; Lavielle, Marc; Moulines, Eric 152 1999 On the ergodicity properties of some adaptive MCMC algorithms. Zbl 1114.65001 Andrieu, Christophe; Moulines, Éric 84 2006 Nonasymptotic convergence analysis for the unadjusted Langevin algorithm. Zbl 1377.65007 Durmus, Alain; Moulines, Éric 83 2017 Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime. Zbl 1056.62028 Douc, Randal; Moulines, Éric; Rydén, Tobias 78 2004 Practical drift conditions for subgeometric rates of convergence. Zbl 1082.60062 Douc, Randal; Fort, Gersende; Moulines, Eric; Soulier, Philippe 77 2004 Stability of stochastic approximation under verifiable conditions. Zbl 1083.62073 Andrieu, Christophe; Moulines, Éric; Priouret, Pierre 71 2005 High-dimensional Bayesian inference via the unadjusted Langevin algorithm. Zbl 1428.62111 Durmus, Alain; Moulines, Éric 70 2019 Least-squares estimation of an unknown number of shifts in a time series. Zbl 0974.62070 Lavielle, Marc; Moulines, Eric 62 2000 Quantitative bounds on convergence of time-inhomogeneous Markov chains. Zbl 1072.60059 Douc, R.; Moulines, E.; Rosenthal, Jeffrey S. 57 2004 Markov chains. Zbl 1429.60002 Douc, Randal; Moulines, Eric; Priouret, Pierre; Soulier, Philippe 56 2018 Nonlinear time series. Theory, methods and applications with R examples. Zbl 1306.62026 Douc, Randal; Moulines, Eric; Stoffer, David S. 52 2014 On-line expectation-maximization algorithm for latent data models. Zbl 1250.62015 Cappé, Olivier; Moulines, Eric 45 2009 Broadband log-periodogram regression of time series with long-range dependence. Zbl 0962.62085 Moulines, Eric; Soulier, Philippe 43 1999 Estimating long memory in volatility. Zbl 1151.91702 Hurvich, Clifford M.; Moulines, Eric; Soulier, Philippe 43 2005 Convergence of adaptive and interacting Markov chain Monte Carlo algorithms. Zbl 1246.65003 Fort, G.; Moulines, E.; Priouret, P. 42 2011 Limit theorems for weighted samples with applications to sequential Monte Carlo methods. Zbl 1155.62056 Douc, Randal; Moulines, Eric 42 2008 On perturbed proximal gradient algorithms. Zbl 1433.90199 Atchadé, Yves F.; Fort, Gersende; Moulines, Eric 38 2017 On the spectral density of the wavelet coefficients of long-memory time series with application to the log-regression estimation of the memory parameter. Zbl 1150.62058 Moulines, E.; Roueff, F.; Taqqu, M. S. 37 2007 Convergence of the Monte Carlo expectation maximization for curved exponential families. Zbl 1043.62015 Fort, Gersende; Moulines, Eric 37 2003 Estimators of long-memory: Fourier versus wavelets. Zbl 1431.62367 Faÿ, Gilles; Moulines, Eric; Roueff, François; Taqqu, Murad S. 36 2009 Wavelet estimator of long-range dependent processes. Zbl 1054.62579 Bardet, J. M.; Lang, G.; Moulines, E.; Soulier, P. 33 2000 Consistency of the maximum likelihood estimator for general hidden Markov models. Zbl 1209.62194 Douc, Randal; Moulines, Eric; Olsson, Jimmy; van Handel, Ramon 32 2011 Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator. Zbl 1285.62104 Douc, R.; Doukhan, P.; Moulines, E. 32 2013 Efficient Bayesian computation by proximal Markov chain Monte Carlo: when Langevin meets Moreau. Zbl 1401.65016 Durmus, Alain; Moulines, Éric; Pereyra, Marcelo 32 2018 Sequential Monte Carlo smoothing with application to parameter estimation in nonlinear state space models. Zbl 1155.62055 Olsson, Jimmy; Cappé, Olivier; Douc, Randal; Moulines, Éric 30 2008 A wavelet Whittle estimator of the memory parameter of a nonstationary Gaussian time series. Zbl 1142.62062 Moulines, E.; Roueff, F.; Taqqu, M. S. 30 2008 On recursive estimation for time varying autoregressive processes. Zbl 1084.62089 Moulines, Eric; Priouret, Pierre; Roueff, François 29 2005 Polynomial ergodicity of Markov transition kernels. Zbl 1075.60547 Fort, G.; Moulines, E. 29 2003 Sequential Monte Carlo smoothing for general state space hidden Markov models. Zbl 1237.60026 Douc, Randal; Garivier, Aurélien; Moulines, Eric; Olsson, Jimmy 25 2011 On the geometric ergodicity of hybrid samplers. Zbl 1028.65002 Fort, G.; Moulines, E.; Roberts, G. O.; Rosenthal, J. S. 24 2003 Asymptotic properties of \(U\)-processes under long-range dependence. Zbl 1242.62100 Lévy-Leduc, C.; Boistard, H.; Moulines, E.; Taqqu, M. S.; Reisen, V. A. 21 2011 Forgetting the initial distribution for hidden Markov models. Zbl 1159.93357 Douc, R.; Fort, G.; Moulines, E.; Priouret, P. 21 2009 Computable convergence rates for sub-geometric ergodic Markov chains. Zbl 1131.60065 Douc, Randal; Moulines, Eric; Soulier, Philippe 20 2007 Scaling analysis of multiple-try MCMC methods. Zbl 1239.60075 Bédard, Mylène; Douc, Randal; Moulines, Eric 20 2012 On parallel implementation of sequential Monte Carlo methods: the island particle model. Zbl 1331.65023 Vergé, Christelle; Dubarry, Cyrille; Del Moral, Pierre; Moulines, Eric 20 2015 The FEXP estimator for potentially non-stationary linear time series. Zbl 1057.62074 Hurvich, Clifford M.; Moulines, Eric; Soulier, Philippe 19 2002 \(V\)-subgeometric ergodicity for a Hastings-Metropolis algorithm. Zbl 0981.60032 Fort, Gersende; Moulines, Eric 18 2000 Optimality of the auxiliary particle filter. Zbl 1176.62092 Douc, Randal; Moulines, Éric; Olsson, Jimmy 18 2009 Asymptotic properties of the maximum likelihood estimation in misspecified hidden Markov models. Zbl 1373.62436 Douc, Randal; Moulines, Eric 18 2012 Central limit theorem for the log-regression wavelet estimation of the memory parameter in the Gaussian semi-parametric context. Zbl 1141.62073 Moulines, E.; Roueff, F.; Taqqu, Murad S. 17 2007 Robust estimation of the scale and of the autocovariance function of Gaussian short- and long-range dependent processes. Zbl 1290.62082 Lévy-Leduc, Céline; Boistard, Hélène; Moulines, Eric; Taqqu, Murad S.; Reisen, Valderio A. 17 2011 Semiparametric spectral estimation for fractional processes. Zbl 1109.62353 Moulines, Eric; Soulier, Philippe 16 2003 Long-term stability of sequential Monte Carlo methods under verifiable conditions. Zbl 1429.62364 Douc, Randal; Moulines, Eric; Olsson, Jimmy 14 2014 On stochastic gradient Langevin dynamics with dependent data streams: the fully nonconvex case. Zbl 07419554 Chau, Ngoc Huy; Moulines, Éric; Rásonyi, Miklós; Sabanis, Sotirios; Zhang, Ying 14 2021 The tamed unadjusted Langevin algorithm. Zbl 07107458 Brosse, Nicolas; Durmus, Alain; Moulines, Éric; Sabanis, Sotirios 14 2019 Bounds on regeneration times and limit theorems for subgeometric Markov chains. Zbl 1176.60063 Douc, Randal; Guillin, Arnaud; Moulines, Eric 13 2008 A subspace algorithm for certain blind identification problems. Zbl 0870.94006 Abed-Meraim, K.; Loubaton, P.; Moulines, E. 13 1997 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 On stochastic gradient Langevin dynamics with dependent data streams in the logconcave case. Zbl 1475.60156 Barkhagen, M.; Chau, N. H.; Moulines, É.; Rásonyi, M.; Sabanis, S.; Zhang, Y. 13 2021 On upper-confidence bound policies for switching bandit problems. Zbl 1349.60070 Garivier, Aurélien; Moulines, Eric 12 2011 Irreducibility and geometric ergodicity of Hamiltonian Monte Carlo. Zbl 1460.65005 Durmus, Alain; Moulines, Éric; Saksman, Eero 11 2020 Uniform ergodicity of the particle Gibbs sampler. Zbl 1360.60143 Lindsten, Fredrik; Douc, Randal; Moulines, Eric 10 2015 Adaptive multinomial matrix completion. Zbl 1329.62304 Klopp, Olga; Lafond, Jean; Moulines, Éric; Salmon, Joseph 10 2015 Variance reduction for Markov chains with application to MCMC. Zbl 1447.62107 Belomestny, D.; Iosipoi, L.; Moulines, E.; Naumov, A.; Samsonov, S. 10 2020 Asymptotic properties of quasi-maximum likelihood estimators in observation-driven time series models. Zbl 1366.62173 Douc, Randal; Fokianos, Konstantinos; Moulines, Eric 9 2017 Large sample behaviour of some well-known robust estimators under long-range dependence. Zbl 1291.62108 Lévy-Leduc, C.; Boistard, H.; Moulines, E.; Taqqu, M. S.; Reisen, V. A. 9 2011 Decentralized Frank-Wolfe algorithm for convex and nonconvex problems. Zbl 1390.90525 Wai, Hoi-To; Lafond, Jean; Scaglione, Anna; Moulines, Eric 9 2017 On adaptive stratification. Zbl 1279.65007 Etore, Pierre; Fort, Gersende; Jourdain, Benjamin; Moulines, Eric 8 2011 Normalizing constants of log-concave densities. Zbl 1473.65005 Brosse, Nicolas; Durmus, Alain; Moulines, Éric 8 2018 Adaptive estimation of the fractional differencing coefficient. Zbl 1006.62082 Iouditsky, Anatoli; Moulines, Eric; Soulier, Philippe 8 2001 Forgetting of the initial condition for the filter in general state-space hidden Markov chain: a coupling approach. Zbl 1189.93137 Douc, Randal; Moulines, Eric; Ritov, Yaacov 8 2009 Convergence of Markovian stochastic approximation with discontinuous dynamics. Zbl 1334.90090 Fort, G.; Moulines, E.; Schreck, A.; Vihola, M. 8 2016 Scaling analysis of delayed rejection MCMC methods. Zbl 1323.65001 Bédard, Mylène; Douc, Randal; Moulines, Eric 8 2014 Data driven order selection for projection estimator of the spectral density of time series with long range dependence. Zbl 0958.62091 Moulines, Eric; Soulier, Philippe 7 2000 On the convergence of the Monte-Carlo maximum likelihood method for latent variable models. Zbl 1035.62015 Cappé, Olivier; Douc, Randal; Moulines, Eric; Robert, Christian 6 2002 Blocking strategies and stability of particle Gibbs samplers. Zbl 07072338 Singh, S. S.; Lindsten, Frederik; Moulines, Eric 6 2017 Edgeworth expansions for linear statistics of possibly long-range-dependent linear processes. Zbl 1102.62093 Faÿ, Gilles; Moulines, Eric; Soulier, Philippe 5 2004 Nonlinear functionals of the periodogram. Zbl 1063.62015 Fay, Gilles; Moulines, Eric; Soulier, Philippe 5 2002 A central limit theorem for adaptive and interacting Markov chains. Zbl 1303.60020 Fort, G.; Moulines, E.; Priouret, P.; Vandekerkhove, P. 5 2014 On the properties of the periodogram of a stationary long-memory process over different epochs with applications. Zbl 1224.62078 Reisen, Valdério A.; Moulines, Eric; Soulier, Philippe; Franco, Glaura C. 4 2010 On a perturbation approach for the analysis of stochastic tracking algorithms. Zbl 0972.60026 Aguech, Rafik; Moulines, Eric; Priouret, Pierre 4 2000 Simulation-based methods for blind maximum-likelihood filter identification. Zbl 0926.93066 Cappé, Olivier; Doucet, Arnaud; Lavielle, Marc; Moulines, Eric 4 1999 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 Main effects and interactions in mixed and incomplete data frames. Zbl 1441.62145 Robin, Geneviève; Klopp, Olga; Josse, Julie; Moulines, Éric; Tibshirani, Robert 4 2020 Forgetting of the initial distribution for nonergodic hidden Markov chains. Zbl 1197.93158 Douc, Randal; Gassiat, Elisabeth; Landelle, Benoit; Moulines, Eric 4 2010 On approximate maximum-likelihood methods for blind identification: how to cope with the curse of dimensionality. Zbl 1391.94494 Barembruch, Steffen; Garivier, Aurélien; Moulines, Eric 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 3 2008 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 Unifying mirror descent and dual averaging. Zbl 1518.90068 Juditsky, Anatoli; Kwon, Joon; Moulines, Éric 3 2023 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 On stability of a class of filters for nonlinear stochastic systems. Zbl 1448.37061 Karvonen, Toni; Bonnabel, Silvère; Moulines, Eric; Särkkä, Simo 3 2020 A quantitative McDiarmid’s inequality for geometrically ergodic Markov chains. Zbl 1434.60174 Havet, Antoine; Lerasle, Matthieu; Moulines, Eric; Vernet, Elodie 3 2020 Low-rank model with covariates for count data with missing values. Zbl 1422.62192 Robin, Geneviève; Josse, Julie; Moulines, Éric; Sardy, Sylvain 3 2019 Adaptive equi-energy sampler: convergence and illustration. Zbl 1386.65024 Schreck, Amandine; Fort, Gersende; Moulines, Eric 2 2013 On blind multiuser forward link channel estimation by the subspace method: Identifiability results. Zbl 1033.93065 Loubaton, Philippe; Moulines, Eric 2 2000 Limit theorems for weighted samples with applications to sequential Monte Carlo methods. Zbl 1359.62341 Douc, R.; Moulines, E. 2 2007 Adaptive sequential Monte Carlo by means of mixture of experts. Zbl 1325.62151 Cornebise, Julien; Moulines, Eric; Olsson, Jimmy 2 2014 Convergence properties of weighted particle islands with application to the double bootstrap algorithm. Zbl 1381.60069 Del Moral, Pierre; Moulines, Eric; Olsson, Jimmy; Vergé, Christelle 2 2016 On the two-filter approximations of marginal smoothing distributions in general state-space models. Zbl 07163641 Nguyen, Thi Ngoc Minh; Le Corff, Sylvain; Moulines, Eric 2 2018 Central limit theorem for the robust log-regression wavelet estimation of the memory parameter in the Gaussian semi-parametric context. Zbl 1288.62061 Kouamo, O.; Lévy-Leduc, C.; Moulines, E. 2 2013 Corrigendum to “Estimating long memory in volatility” [Econometrica 73, No. 4, 1283–1328 (2005)]. Zbl 1152.91712 Hurvich, Clifford M.; Moulines, Eric; Soulier, Philippe 1 2008 Invariance of subspace based estimators. Zbl 1008.94003 Cardoso, Jean-François; Moulines, Éric 1 2000 Frequency estimation based on the cumulated Lomb-Scargle periodogram. Zbl 1199.62022 Lévy-Leduc, C.; Moulines, E.; Roueff, F. 1 2008 Global sampling for sequential filtering over discrete state space. Zbl 1075.62085 Cheung-Mon-Chan, Pascal; Moulines, Eric 1 2004 Detection of multiple changes in the mean of a random process. (Détection de ruptures multiples dans la moyenne d’un processus aléatoire.) Zbl 0882.60031 Lavielle, Marc; Moulines, Éric 1 1997 Nonparametric inference of photon energy distribution from indirect measurement. Zbl 1127.62127 Moulines, E.; Roueff, F.; Souloumiac, A.; Trigano, T. 1 2007 Nonparametric estimation of Mark’s distribution of an exponential shot-noise process. Zbl 1334.62050 Ilhe, Paul; Moulines, Éric; Roueff, Francois; Souloumiac, Antoine 1 2015 Blind identification of multipath channels: a parametric subspace approach. Zbl 1369.94492 Perros-Meilhac, Lisa; Moulines, Éric; Abed-Meraim, Karim; Chevalier, Pascal; Duhamel, Pierre 1 2001 Unifying mirror descent and dual averaging. Zbl 1518.90068 Juditsky, Anatoli; Kwon, Joon; Moulines, Éric 3 2023 Stochastic variable metric proximal gradient with variance reduction for non-convex composite optimization. Zbl 1517.62017 Fort, Gersende; Moulines, Eric 1 2023 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 On stochastic gradient Langevin dynamics with dependent data streams: the fully nonconvex case. Zbl 07419554 Chau, Ngoc Huy; Moulines, Éric; Rásonyi, Miklós; Sabanis, Sotirios; Zhang, Ying 14 2021 On stochastic gradient Langevin dynamics with dependent data streams in the logconcave case. Zbl 1475.60156 Barkhagen, M.; Chau, N. H.; Moulines, É.; Rásonyi, M.; Sabanis, S.; Zhang, Y. 13 2021 Fast incremental expectation maximization for finite-sum optimization: nonasymptotic convergence. Zbl 1475.62032 Fort, G.; Gach, P.; Moulines, E. 1 2021 Variance reduction for dependent sequences with applications to stochastic gradient MCMC. Zbl 1478.60206 Belomestny, Denis; Iosipoi, Leonid; Moulines, Eric; Naumov, Alexey; Samsonov, Sergey 1 2021 Irreducibility and geometric ergodicity of Hamiltonian Monte Carlo. Zbl 1460.65005 Durmus, Alain; Moulines, Éric; Saksman, Eero 11 2020 Variance reduction for Markov chains with application to MCMC. Zbl 1447.62107 Belomestny, D.; Iosipoi, L.; Moulines, E.; Naumov, A.; Samsonov, S. 10 2020 Main effects and interactions in mixed and incomplete data frames. Zbl 1441.62145 Robin, Geneviève; Klopp, Olga; Josse, Julie; Moulines, Éric; Tibshirani, Robert 4 2020 On stability of a class of filters for nonlinear stochastic systems. Zbl 1448.37061 Karvonen, Toni; Bonnabel, Silvère; Moulines, Eric; Särkkä, Simo 3 2020 A quantitative McDiarmid’s inequality for geometrically ergodic Markov chains. Zbl 1434.60174 Havet, Antoine; Lerasle, Matthieu; Moulines, Eric; Vernet, Elodie 3 2020 f-SAEM: a fast stochastic approximation of the EM algorithm for nonlinear mixed effects models. Zbl 1507.62090 Karimi, Belhal; Lavielle, Marc; Moulines, Eric 1 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 Low-rank model with covariates for count data with missing values. Zbl 1422.62192 Robin, Geneviève; Josse, Julie; Moulines, Éric; Sardy, Sylvain 3 2019 Markov chains. Zbl 1429.60002 Douc, Randal; Moulines, Eric; Priouret, Pierre; Soulier, Philippe 56 2018 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 On the two-filter approximations of marginal smoothing distributions in general state-space models. Zbl 07163641 Nguyen, Thi Ngoc Minh; Le Corff, Sylvain; Moulines, Eric 2 2018 Nonasymptotic convergence analysis for the unadjusted Langevin algorithm. Zbl 1377.65007 Durmus, Alain; Moulines, Éric 83 2017 On perturbed proximal gradient algorithms. Zbl 1433.90199 Atchadé, Yves F.; Fort, Gersende; Moulines, Eric 38 2017 Asymptotic properties of quasi-maximum likelihood estimators in observation-driven time series models. Zbl 1366.62173 Douc, Randal; Fokianos, Konstantinos; Moulines, Eric 9 2017 Decentralized Frank-Wolfe algorithm for convex and nonconvex problems. Zbl 1390.90525 Wai, Hoi-To; Lafond, Jean; Scaglione, Anna; Moulines, Eric 9 2017 Blocking strategies and stability of particle Gibbs samplers. Zbl 07072338 Singh, S. S.; Lindsten, Frederik; Moulines, Eric 6 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 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 Online EM for functional data. Zbl 1464.62125 Maire, Florian; Moulines, Eric; Lefebvre, Sidonie 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 properties of weighted particle islands with application to the double bootstrap algorithm. Zbl 1381.60069 Del Moral, Pierre; Moulines, Eric; Olsson, Jimmy; Vergé, Christelle 2 2016 On parallel implementation of sequential Monte Carlo methods: the island particle model. Zbl 1331.65023 Vergé, Christelle; Dubarry, Cyrille; Del Moral, Pierre; Moulines, Eric 20 2015 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 Uniform ergodicity of the particle Gibbs sampler. Zbl 1360.60143 Lindsten, Fredrik; Douc, Randal; Moulines, Eric 10 2015 Adaptive multinomial matrix completion. Zbl 1329.62304 Klopp, Olga; Lafond, Jean; Moulines, Éric; Salmon, Joseph 10 2015 Nonparametric estimation of Mark’s distribution of an exponential shot-noise process. Zbl 1334.62050 Ilhe, Paul; Moulines, Éric; Roueff, Francois; Souloumiac, Antoine 1 2015 The mathematics of big data. (Les mathématiques des big data.) Zbl 1359.62022 Moulines, É. 1 2015 Nonlinear time series. Theory, methods and applications with R examples. Zbl 1306.62026 Douc, Randal; Moulines, Eric; Stoffer, David S. 52 2014 Long-term stability of sequential Monte Carlo methods under verifiable conditions. Zbl 1429.62364 Douc, Randal; Moulines, Eric; Olsson, Jimmy 14 2014 Scaling analysis of delayed rejection MCMC methods. Zbl 1323.65001 Bédard, Mylène; Douc, Randal; Moulines, Eric 8 2014 A central limit theorem for adaptive and interacting Markov chains. Zbl 1303.60020 Fort, G.; Moulines, E.; Priouret, P.; Vandekerkhove, P. 5 2014 Adaptive sequential Monte Carlo by means of mixture of experts. Zbl 1325.62151 Cornebise, Julien; Moulines, Eric; Olsson, Jimmy 2 2014 Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator. Zbl 1285.62104 Douc, R.; Doukhan, P.; Moulines, E. 32 2013 Adaptive equi-energy sampler: convergence and illustration. Zbl 1386.65024 Schreck, Amandine; Fort, Gersende; Moulines, Eric 2 2013 Central limit theorem for the robust log-regression wavelet estimation of the memory parameter in the Gaussian semi-parametric context. Zbl 1288.62061 Kouamo, O.; Lévy-Leduc, C.; Moulines, E. 2 2013 Scaling analysis of multiple-try MCMC methods. Zbl 1239.60075 Bédard, Mylène; Douc, Randal; Moulines, Eric 20 2012 Asymptotic properties of the maximum likelihood estimation in misspecified hidden Markov models. Zbl 1373.62436 Douc, Randal; Moulines, Eric 18 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. 3 2012 Convergence of adaptive and interacting Markov chain Monte Carlo algorithms. Zbl 1246.65003 Fort, G.; Moulines, E.; Priouret, P. 42 2011 Consistency of the maximum likelihood estimator for general hidden Markov models. Zbl 1209.62194 Douc, Randal; Moulines, Eric; Olsson, Jimmy; van Handel, Ramon 32 2011 Sequential Monte Carlo smoothing for general state space hidden Markov models. Zbl 1237.60026 Douc, Randal; Garivier, Aurélien; Moulines, Eric; Olsson, Jimmy 25 2011 Asymptotic properties of \(U\)-processes under long-range dependence. Zbl 1242.62100 Lévy-Leduc, C.; Boistard, H.; Moulines, E.; Taqqu, M. S.; Reisen, V. A. 21 2011 Robust estimation of the scale and of the autocovariance function of Gaussian short- and long-range dependent processes. Zbl 1290.62082 Lévy-Leduc, Céline; Boistard, Hélène; Moulines, Eric; Taqqu, Murad S.; Reisen, Valderio A. 17 2011 On upper-confidence bound policies for switching bandit problems. Zbl 1349.60070 Garivier, Aurélien; Moulines, Eric 12 2011 Large sample behaviour of some well-known robust estimators under long-range dependence. Zbl 1291.62108 Lévy-Leduc, C.; Boistard, H.; Moulines, E.; Taqqu, M. S.; Reisen, V. A. 9 2011 On adaptive stratification. Zbl 1279.65007 Etore, Pierre; Fort, Gersende; Jourdain, Benjamin; Moulines, Eric 8 2011 On the properties of the periodogram of a stationary long-memory process over different epochs with applications. Zbl 1224.62078 Reisen, Valdério A.; Moulines, Eric; Soulier, Philippe; Franco, Glaura C. 4 2010 Forgetting of the initial distribution for nonergodic hidden Markov chains. Zbl 1197.93158 Douc, Randal; Gassiat, Elisabeth; Landelle, Benoit; Moulines, Eric 4 2010 On-line expectation-maximization algorithm for latent data models. Zbl 1250.62015 Cappé, Olivier; Moulines, Eric 45 2009 Estimators of long-memory: Fourier versus wavelets. Zbl 1431.62367 Faÿ, Gilles; Moulines, Eric; Roueff, François; Taqqu, Murad S. 36 2009 Forgetting the initial distribution for hidden Markov models. Zbl 1159.93357 Douc, R.; Fort, G.; Moulines, E.; Priouret, P. 21 2009 Optimality of the auxiliary particle filter. Zbl 1176.62092 Douc, Randal; Moulines, Éric; Olsson, Jimmy 18 2009 Forgetting of the initial condition for the filter in general state-space hidden Markov chain: a coupling approach. Zbl 1189.93137 Douc, Randal; Moulines, Eric; Ritov, Yaacov 8 2009 On approximate maximum-likelihood methods for blind identification: how to cope with the curse of dimensionality. Zbl 1391.94494 Barembruch, Steffen; Garivier, Aurélien; Moulines, Eric 4 2009 Limit theorems for weighted samples with applications to sequential Monte Carlo methods. Zbl 1155.62056 Douc, Randal; Moulines, Eric 42 2008 Sequential Monte Carlo smoothing with application to parameter estimation in nonlinear state space models. Zbl 1155.62055 Olsson, Jimmy; Cappé, Olivier; Douc, Randal; Moulines, Éric 30 2008 A wavelet Whittle estimator of the memory parameter of a nonstationary Gaussian time series. Zbl 1142.62062 Moulines, E.; Roueff, F.; Taqqu, M. S. 30 2008 Bounds on regeneration times and limit theorems for subgeometric Markov chains. Zbl 1176.60063 Douc, Randal; Guillin, Arnaud; Moulines, Eric 13 2008 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 Corrigendum to “Estimating long memory in volatility” [Econometrica 73, No. 4, 1283–1328 (2005)]. Zbl 1152.91712 Hurvich, Clifford M.; Moulines, Eric; Soulier, Philippe 1 2008 Frequency estimation based on the cumulated Lomb-Scargle periodogram. Zbl 1199.62022 Lévy-Leduc, C.; Moulines, E.; Roueff, F. 1 2008 On the spectral density of the wavelet coefficients of long-memory time series with application to the log-regression estimation of the memory parameter. Zbl 1150.62058 Moulines, E.; Roueff, F.; Taqqu, M. S. 37 2007 Computable convergence rates for sub-geometric ergodic Markov chains. Zbl 1131.60065 Douc, Randal; Moulines, Eric; Soulier, Philippe 20 2007 Central limit theorem for the log-regression wavelet estimation of the memory parameter in the Gaussian semi-parametric context. Zbl 1141.62073 Moulines, E.; Roueff, F.; Taqqu, Murad S. 17 2007 Limit theorems for weighted samples with applications to sequential Monte Carlo methods. Zbl 1359.62341 Douc, R.; Moulines, E. 2 2007 Nonparametric inference of photon energy distribution from indirect measurement. Zbl 1127.62127 Moulines, E.; Roueff, F.; Souloumiac, A.; Trigano, T. 1 2007 On the ergodicity properties of some adaptive MCMC algorithms. Zbl 1114.65001 Andrieu, Christophe; Moulines, Éric 84 2006 Inference in hidden Markov models. Zbl 1080.62065 Cappé, Olivier; Moulines, Eric; Rydén, Tobias 368 2005 Stability of stochastic approximation under verifiable conditions. Zbl 1083.62073 Andrieu, Christophe; Moulines, Éric; Priouret, Pierre 71 2005 Estimating long memory in volatility. Zbl 1151.91702 Hurvich, Clifford M.; Moulines, Eric; Soulier, Philippe 43 2005 On recursive estimation for time varying autoregressive processes. Zbl 1084.62089 Moulines, Eric; Priouret, Pierre; Roueff, François 29 2005 Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime. Zbl 1056.62028 Douc, Randal; Moulines, Éric; Rydén, Tobias 78 2004 Practical drift conditions for subgeometric rates of convergence. Zbl 1082.60062 Douc, Randal; Fort, Gersende; Moulines, Eric; Soulier, Philippe 77 2004 Quantitative bounds on convergence of time-inhomogeneous Markov chains. Zbl 1072.60059 Douc, R.; Moulines, E.; Rosenthal, Jeffrey S. 57 2004 Edgeworth expansions for linear statistics of possibly long-range-dependent linear processes. Zbl 1102.62093 Faÿ, Gilles; Moulines, Eric; Soulier, Philippe 5 2004 Global sampling for sequential filtering over discrete state space. Zbl 1075.62085 Cheung-Mon-Chan, Pascal; Moulines, Eric 1 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 Semiparametric spectral estimation for fractional processes. Zbl 1109.62353 Moulines, Eric; Soulier, Philippe 16 2003 A semi-blind channel estimation technique based on second-order blind method for CDMA systems. Zbl 1369.94480 Lasaulce, Samson; Loubaton, Philippe; Moulines, Éric 1 2003 The FEXP estimator for potentially non-stationary linear time series. Zbl 1057.62074 Hurvich, Clifford M.; Moulines, Eric; Soulier, Philippe 19 2002 On the convergence of the Monte-Carlo maximum likelihood method for latent variable models. Zbl 1035.62015 Cappé, Olivier; Douc, Randal; Moulines, Eric; Robert, Christian 6 2002 Nonlinear functionals of the periodogram. Zbl 1063.62015 Fay, Gilles; Moulines, Eric; Soulier, Philippe 5 2002 Adaptive estimation of the fractional differencing coefficient. Zbl 1006.62082 Iouditsky, Anatoli; Moulines, Eric; Soulier, Philippe 8 2001 Blind identification of multipath channels: a parametric subspace approach. Zbl 1369.94492 Perros-Meilhac, Lisa; Moulines, Éric; Abed-Meraim, Karim; Chevalier, Pascal; Duhamel, Pierre 1 2001 Least-squares estimation of an unknown number of shifts in a time series. Zbl 0974.62070 Lavielle, Marc; Moulines, Eric 62 2000 Wavelet estimator of long-range dependent processes. Zbl 1054.62579 Bardet, J. M.; Lang, G.; Moulines, E.; Soulier, P. 33 2000 \(V\)-subgeometric ergodicity for a Hastings-Metropolis algorithm. Zbl 0981.60032 Fort, Gersende; Moulines, Eric 18 2000 Data driven order selection for projection estimator of the spectral density of time series with long range dependence. Zbl 0958.62091 Moulines, Eric; Soulier, Philippe 7 2000 ...and 8 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 2,502 Authors 55 Moulines, Eric 46 Jasra, Ajay 26 Fort, Gersende 22 Doucet, Arnaud 20 Douc, Randal 20 Taqqu, Murad S. 19 Del Moral, Pierre 19 Rosenthal, Jeffrey S. 17 Singh, Sumeetpal Sidhu 16 Liang, Faming 16 Olsson, Jimmy 16 Roberts, Gareth O. 16 Roueff, François 15 Vihola, Matti 14 Golomoziy, Vitaliy 14 Pereyra, Marcelo 13 Bardet, Jean-Marc 13 Durmus, Alain 13 Lavielle, Marc 13 Lévy-Leduc, Céline 13 Reisen, Valdério Anselmo 12 Allassonnière, Stéphanie 12 Samson, Adeline 12 Whiteley, Nick 11 Beskos, Alexandros 11 Didier, Gustavo 11 Guillin, Arnaud 11 Law, Kody J. H. 11 Lember, Jüri 11 Robert, Christian P. 11 Sabanis, Sotirios 11 Soulier, Philippe 10 Fearnhead, Paul 10 Miasojedow, Błażej 9 Andrieu, Christophe 9 Atchadé, Yves F. 9 Cavicchioli, Maddalena 9 Fokianos, Konstantinos 9 Hobert, James P. 9 Kantas, Nikolas 9 Kuhn, Estelle 9 Rásonyi, Miklós 8 Chopin, Nicolas 8 Crisan, Dan O. 8 Hurvich, Clifford M. 8 Jacob, Pierre E. 8 Latuszynski, Krzysztof 8 Pieczynski, Wojciech 8 Robinson, Peter Michael 7 Arteche, Josu 7 Bédard, Myléne 7 Doukhan, Paul 7 Ionides, Edward L. 7 Jones, Galin L. 7 Kamatani, Kengo 7 Le Corff, Sylvain 7 Lelièvre, Tony 7 Pagès, Gilles 7 Spade, David A. 7 Zhou, Yan 7 Zygalakis, Konstantinos C. 6 Abry, Patrice 6 Ailliot, Pierre 6 Beran, Jan 6 Dahlhaus, Rainer 6 De Bortoli, Valentin 6 Eberle, Andreas 6 Gassiat, Elisabeth 6 Giraitis, Liudas 6 Hervé, Loïc 6 Johansen, Adam M. 6 Jourdain, Benjamin 6 Kokoszka, Piotr S. 6 Koutsourelakis, Phaedon-Stelios 6 Kutoyants, Yury A. 6 Ledoux, James 6 Lee, Anthony J. T. 6 Martin, Gael M. 6 Maruotti, Antonello 6 Mira, Antonietta 6 Priouret, Pierre 6 Stoltz, Gabriel 6 Truquet, Lionel 6 van Handel, Ramon 5 Akyildiz, Ömer Deniz 5 Aston, John A. D. 5 Belomestny, Denis 5 Bertrand, Pierre Raphael 5 Bianchi, Pascal 5 Bondon, Pascal 5 Cheon, Sooyoung 5 Cournède, Paul-Henry 5 Dellaportas, Petros 5 Garivier, Aurélien 5 Girolami, Mark A. 5 Hachem, Walid 5 Holzmann, Hajo 5 Kartashov, Mykola Valentynovych 5 Kohn, Robert J. 5 Kuljus, Kristi ...and 2,402 more Authors all top 5 Cited in 259 Serials 108 Statistics and Computing 76 Computational Statistics and Data Analysis 71 Bernoulli 66 The Annals of Statistics 57 Stochastic Processes and their Applications 56 The Annals of Applied Probability 45 Journal of Econometrics 44 Electronic Journal of Statistics 38 Journal of Time Series Analysis 28 Journal of the American Statistical Association 26 Statistics & Probability Letters 25 Journal of Statistical Computation and Simulation 24 Journal of Multivariate Analysis 23 Methodology and Computing in Applied Probability 23 Journal of Machine Learning Research (JMLR) 21 Journal of Statistical Planning and Inference 20 Advances in Applied Probability 20 Journal of Computational and Graphical Statistics 18 Automatica 18 Computational Statistics 17 Communications in Statistics. 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Theory and Applications 3 International Journal of Control 3 Lithuanian Mathematical Journal ...and 159 more Serials all top 5 Cited in 39 Fields 1,166 Statistics (62-XX) 681 Probability theory and stochastic processes (60-XX) 519 Numerical analysis (65-XX) 111 Computer science (68-XX) 109 Systems theory; control (93-XX) 98 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 84 Operations research, mathematical programming (90-XX) 54 Biology and other natural sciences (92-XX) 43 Information and communication theory, circuits (94-XX) 41 Dynamical systems and ergodic theory (37-XX) 35 Statistical mechanics, structure of matter (82-XX) 32 Harmonic analysis on Euclidean spaces (42-XX) 24 Operator theory (47-XX) 22 Partial differential equations (35-XX) 17 Ordinary differential equations (34-XX) 17 Calculus of variations and optimal control; optimization (49-XX) 16 Geophysics (86-XX) 11 Linear and multilinear algebra; matrix theory (15-XX) 7 Functional analysis (46-XX) 7 Quantum theory (81-XX) 5 Combinatorics (05-XX) 4 Measure and integration (28-XX) 4 Mechanics of deformable solids (74-XX) 4 Fluid mechanics (76-XX) 3 General and overarching topics; collections (00-XX) 3 Integral equations (45-XX) 3 Mechanics of particles and systems (70-XX) 2 History and biography (01-XX) 2 Real functions (26-XX) 2 Difference and functional equations (39-XX) 2 Approximations and expansions (41-XX) 1 Number theory (11-XX) 1 Group theory and generalizations (20-XX) 1 Topological groups, Lie groups (22-XX) 1 Potential theory (31-XX) 1 Convex and discrete geometry (52-XX) 1 Differential geometry (53-XX) 1 Optics, electromagnetic theory (78-XX) 1 Classical thermodynamics, heat transfer (80-XX) Citations by Year