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01/08/2023
Stochastic Langevin Monte Carlo for (weakly) log-concave posterior distributions
In this paper, we investigate a continuous time version of the Stochasti...
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07/12/2021
A stochastic Gauss-Newton algorithm for regularized semi-discrete optimal transport
We introduce a new second order stochastic algorithm to estimate the ent...
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12/10/2020
Asymptotic study of stochastic adaptive algorithm in non-convex landscape
This paper studies some asymptotic properties of adaptive algorithms wid...
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10/08/2020
On the cost of Bayesian posterior mean strategy for log-concave models
In this paper, we investigate the problem of computing Bayesian estimato...
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09/28/2020
Non asymptotic controls on a recursive superquantile approximation
In this work, we study a new recursive stochastic algorithm for the join...
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07/29/2020
Stochastic approximation algorithms for superquantiles estimation
This paper is devoted to two different two-time-scale stochastic approxi...
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07/23/2019
Sparse Regularization for Mixture Problems
This paper investigates the statistical estimation of a discrete mixing ...
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01/10/2018
Optimal functional supervised classification with separation condition
We consider the binary supervised classification problem with the Gaussi...
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10/11/2017
Cytometry inference through adaptive atomic deconvolution
In this paper we consider a statistical estimation problem known as atom...
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09/14/2016
Stochastic Heavy Ball
This paper deals with a natural stochastic optimization procedure derive...
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02/17/2015
Regret bounds for Narendra-Shapiro bandit algorithms
Narendra-Shapiro (NS) algorithms are bandit-type algorithms that have be...
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11/04/2014