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Blocking strategies and stability of particle Gibbs samplers

Biometrika, 2017-12, Vol.104 (4), p.953-969

2017

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Fast incremental expectation maximization for finite-sum optimization: nonasymptotic convergence

Statistics and computing, 2021-07, Vol.31 (4), Article 48

2021

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Variance reduction for Markov chains with application to MCMC

Statistics and computing, 2020-07, Vol.30 (4), p.973-997

2020

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CONVERGENCE OF ADAPTIVE AND INTERACTING MARKOV CHAIN MONTE CARLO ALGORITHMS

The Annals of statistics, 2011-12, Vol.39 (6), p.3262-3289

2011

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Variance reduction for additive functionals of Markov chains via martingale representations

Statistics and computing, 2022-02, Vol.32 (1), Article 16

2022

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Diffusion Approximations and Control Variates for MCMC

Computational mathematics and mathematical physics, 2024-04, Vol.64 (4), p.693-738

2024

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Stability of stochastic approximation under verifiable conditions

SIAM journal on control and optimization, 2005-01, Vol.44 (1), p.283-312

2005

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A blind source separation technique using second-order statistics

IEEE transactions on signal processing, 1997-02, Vol.45 (2), p.434-444

1997

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Subspace methods for the blind identification of multichannel FIR filters

IEEE transactions on signal processing, 1995-02, Vol.43 (2), p.516-525

1995

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On stochastic gradient Langevin dynamics with dependent data streams in the logconcave case

Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability, 2021-02, Vol.27 (1)

2021

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A Wavelet Whittle Estimator of the Memory Parameter of a Nonstationary Gaussian Time Series

The Annals of statistics, 2008-08, Vol.36 (4), p.1925-1956

2008

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On-line expectation-maximization algorithm for latent data models

Journal of the Royal Statistical Society. Series B, Statistical methodology, 2009-06, Vol.71 (3), p.593-613

2009

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Error Exponents for Neyman-Pearson Detection of a Continuous-Time Gaussian Markov Process From Regular or Irregular Samples

IEEE transactions on information theory, 2011-06, Vol.57 (6), p.3899-3914

2011

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A central limit theorem for adaptive and interacting Markov chains

Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability, 2014-05, Vol.20 (2), p.457-485

2014

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Prediction error method for second-order blind identification

IEEE transactions on signal processing, 1997-03, Vol.45 (3), p.694-705

1997

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A subspace algorithm for certain blind identification problems

IEEE transactions on information theory, 1997-03, Vol.43 (2), p.499-511

1997

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On Approximate Maximum-Likelihood Methods for Blind Identification: How to Cope With the Curse of Dimensionality

IEEE transactions on signal processing, 2009-11, Vol.57 (11), p.4247-4259

2009

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An Overview of Existing Methods and Recent Advances in Sequential Monte Carlo

Proceedings of the IEEE, 2007-05, Vol.95 (5), p.899-924

2007

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On Recursive Estimation for Time Varying Autoregressive Processes

The Annals of statistics, 2005-12, Vol.33 (6), p.2610-2654

2005

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ASYMPTOTIC PROPERTIES OF U-PROCESSES UNDER LONG-RANGE DEPENDENCE

The Annals of statistics, 2011-06, Vol.39 (3), p.1399-1426

2011

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On the Spectral Density of the Wavelet Coefficients of Long-Memory Time Series with Application to the Log-Regression Estimation of the Memory Parameter

Journal of time series analysis, 2007-03, Vol.28 (2), p.155-187

2007

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Forgetting the initial distribution for Hidden Markov Models

Stochastic processes and their applications, 2009-04, Vol.119 (4), p.1235-1256

2009

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Central limit theorem for the robust log-regression wavelet estimation of the memory parameter in the Gaussian semi-parametric context

Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability, 2013-02, Vol.19 (1), p.172-204

2013

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Density Estimation for RWRE

Mathematical methods of statistics, 2019-01, Vol.28 (1), p.18-38

2019

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Quantitative Bounds on Convergence of Time-Inhomogeneous Markov Chains

The Annals of applied probability, 2004-11, Vol.14 (4), p.1643-1665

2004

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Blocking strategies and stability of particle Gibbs samplers

Fast incremental expectation maximization for finite-sum optimization: nonasymptotic convergence

Variance reduction for Markov chains with application to MCMC

CONVERGENCE OF ADAPTIVE AND INTERACTING MARKOV CHAIN MONTE CARLO ALGORITHMS

Variance reduction for additive functionals of Markov chains via martingale representations

Diffusion Approximations and Control Variates for MCMC

Stability of stochastic approximation under verifiable conditions

A blind source separation technique using second-order statistics

Subspace methods for the blind identification of multichannel FIR filters

On stochastic gradient Langevin dynamics with dependent data streams in the logconcave case

A Wavelet Whittle Estimator of the Memory Parameter of a Nonstationary Gaussian Time Series

On-line expectation-maximization algorithm for latent data models

Error Exponents for Neyman-Pearson Detection of a Continuous-Time Gaussian Markov Process From Regular or Irregular Samples

A central limit theorem for adaptive and interacting Markov chains

Prediction error method for second-order blind identification

A subspace algorithm for certain blind identification problems

On Approximate Maximum-Likelihood Methods for Blind Identification: How to Cope With the Curse of Dimensionality

An Overview of Existing Methods and Recent Advances in Sequential Monte Carlo

On Recursive Estimation for Time Varying Autoregressive Processes

ASYMPTOTIC PROPERTIES OF U-PROCESSES UNDER LONG-RANGE DEPENDENCE

On the Spectral Density of the Wavelet Coefficients of Long-Memory Time Series with Application to the Log-Regression Estimation of the Memory Parameter

Forgetting the initial distribution for Hidden Markov Models

Central limit theorem for the robust log-regression wavelet estimation of the memory parameter in the Gaussian semi-parametric context

Density Estimation for RWRE

Quantitative Bounds on Convergence of Time-Inhomogeneous Markov Chains

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