Monte Carlo

The divide-and-conquer sequential Monte Carlo algorithm: theoretical properties and limit theorems

Jan 1, 2024

Momentum Particle Maximum Likelihood

Jan 1, 2024

Error bounds for particle gradient descent, and extensions of the log-Sobolev and Talagrand inequalities

Jan 1, 2024

Particle algorithms for maximum likelihood training of latent variable models

Jan 1, 2023

Product-form estimators: exploiting independence to scale up Monte Carlo

Jan 1, 2022

Diffusion limit for the random walk Metropolis algorithm out of stationarity

Jan 1, 2019

Non-stationary phase of the MALA algorithm

Jan 1, 2018