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02/24/2023
Asymptotic convergence of iterative optimization algorithms
This paper introduces a general framework for iterative optimization alg...
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07/17/2022
The Importance Markov Chain
The Importance Markov chain is a new algorithm bridging the gap between ...
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06/12/2022
Solving the Poisson equation using coupled Markov chains
This article draws connections between unbiased estimators constructed f...
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01/13/2022
Boost your favorite Markov Chain Monte Carlo sampler using Kac's theorem: the Kick-Kac teleportation algorithm
The present paper focuses on the problem of sampling from a given target...
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06/09/2021
Mixture weights optimisation for Alpha-Divergence Variational Inference
This paper focuses on α-divergence minimisation methods for Variational ...
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06/08/2021
General-order observation-driven models: ergodicity and consistency of the maximum likelihood estimator
The class of observation-driven models (ODMs) includes many models of no...
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03/09/2021
Monotonic Alpha-divergence Minimisation
In this paper, we introduce a novel iterative algorithm which carries ou...
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07/09/2020
Online Approximate Bayesian learning
We introduce in this work a new method for online approximate Bayesian l...
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05/20/2020
Infinite-dimensional gradient-based descent for alpha-divergence minimisation
This paper introduces the (α, Γ)-descent, an iterative algorithm which o...
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09/26/2019
The f-Divergence Expectation Iteration Scheme
This paper introduces the f-EI(ϕ) algorithm, a novel iterative algorithm...
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04/05/2019