
Uniform minorization condition and convergence bounds for discretizations of kinetic Langevin dynamics
We study the convergence in total variation and Vnorm of discretization...
read it

Monte Carlo Variational AutoEncoders
Variational autoencoders (VAE) are popular deep latent variable models ...
read it

DGLMC: A Turnkey and Scalable Synchronous Distributed MCMC Algorithm via Langevin Monte Carlo within Gibbs
Performing reliable Bayesian inference on a big data scale is becoming a...
read it

Tight High Probability Bounds for Linear Stochastic Approximation with Fixed Stepsize
This paper provides a nonasymptotic analysis of linear stochastic appro...
read it

QLSD: Quantised Langevin stochastic dynamics for Bayesian federated learning
Federated learning aims at conducting inference when data are decentrali...
read it

The Perturbed ProxPreconditioned SPIDER algorithm for EMbased large scale learning
Incremental Expectation Maximization (EM) algorithms were introduced to ...
read it

Invertible Flow Non Equilibrium sampling
Simultaneously sampling from a complex distribution with intractable nor...
read it

On Riemannian Stochastic Approximation Schemes with Fixed StepSize
This paper studies fixed stepsize stochastic approximation (SA) schemes...
read it

Rates of convergence for density estimation with GANs
We undertake a precise study of the nonasymptotic properties of vanilla...
read it

On the Stability of Random Matrix Product with Markovian Noise: Application to Linear Stochastic Approximation and TD Learning
This paper studies the exponential stability of random matrix products d...
read it

Nonreversible MCMC from conditional invertible transforms: a complete recipe with convergence guarantees
Markov Chain Monte Carlo (MCMC) is a class of algorithms to sample compl...
read it

A Stochastic PathIntegrated Differential EstimatoR Expectation Maximization Algorithm
The Expectation Maximization (EM) algorithm is of key importance for inf...
read it

GeomSPIDEREM: Faster Variance Reduced Stochastic Expectation Maximization for Nonconvex FiniteSum Optimization
The Expectation Maximization (EM) algorithm is a key reference for infer...
read it

Convergence Analysis of Riemannian Stochastic Approximation Schemes
This paper analyzes the convergence for a large class of Riemannian stoc...
read it

MetFlow: A New Efficient Method for Bridging the Gap between Markov Chain Monte Carlo and Variational Inference
In this contribution, we propose a new computationally efficient method ...
read it

Finite Time Analysis of Linear Twotimescale Stochastic Approximation with Markovian Noise
Linear twotimescale stochastic approximation (SA) scheme is an importan...
read it

On LastLayer Algorithms for Classification: Decoupling Representation from Uncertainty Estimation
Uncertainty quantification for deep learning is a challenging open probl...
read it

Unifying mirror descent and dual averaging
We introduce and analyse a new family of algorithms which generalizes an...
read it

On the Global Convergence of (Fast) Incremental Expectation Maximization Methods
The EM algorithm is one of the most popular algorithm for inference in l...
read it

fSAEM: A fast Stochastic Approximation of the EM algorithm for nonlinear mixed effects models
The ability to generate samples of the random effects from their conditi...
read it

A quantitative Mc Diarmid's inequality for geometrically ergodic Markov chains
We state and prove a quantitative version of the bounded difference ineq...
read it

On stochastic gradient Langevin dynamics with dependent data streams: the fully nonconvex case
We consider the problem of sampling from a target distribution which is ...
read it

Nonasymptotic Analysis of Biased Stochastic Approximation Scheme
Stochastic approximation (SA) is a key method used in statistical learni...
read it

Lowrank Interaction with Sparse Additive Effects Model for Large Data Frames
Many applications of machine learning involve the analysis of large data...
read it

The promises and pitfalls of Stochastic Gradient Langevin Dynamics
Stochastic Gradient Langevin Dynamics (SGLD) has emerged as a key MCMC a...
read it

On stability of a class of filters for nonlinear stochastic systems
This article considers stability properties of a broad class of commonly...
read it

Diffusion approximations and control variates for MCMC
A new methodology is presented for the construction of control variates ...
read it

Main effects and interactions in mixed and incomplete data frames
A mixed data frame (MDF) is a table collecting categorical, numerical an...
read it

Density estimation for RWRE
We consider the problem of nonparametric density estimation of a random...
read it

Analysis of nonsmooth stochastic approximation: the differential inclusion approach
In this paper we address the convergence of stochastic approximation whe...
read it

MONK  OutlierRobust Mean Embedding Estimation by MedianofMeans
Mean embeddings provide an extremely flexible and powerful tool in machi...
read it

Highdimensional Bayesian inference via the Unadjusted Langevin Algorithm
We consider in this paper the problem of sampling a highdimensional pro...
read it

Spatial Prediction Under Location Uncertainty In Cellular Networks
Coverage optimization is an important process for the operator as it is ...
read it

On the Online FrankWolfe Algorithms for Convex and Nonconvex Optimizations
In this paper, the online variants of the classical FrankWolfe algorith...
read it

Fixed Rank Kriging for Cellular Coverage Analysis
Coverage planning and optimization is one of the most crucial tasks for ...
read it

Probabilistic lowrank matrix completion on finite alphabets
The task of reconstructing a matrix given a sample of observedentries is...
read it

Nonstronglyconvex smooth stochastic approximation with convergence rate O(1/n)
We consider the stochastic approximation problem where a convex function...
read it

Testing for Homogeneity with Kernel Fisher Discriminant Analysis
We propose to investigate test statistics for testing homogeneity in rep...
read it
Eric Moulines
is this you? claim profile