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hal-01971160v1  Journal articles
Alain DurmusSylvain Le CorffEric MoulinesGareth Roberts. Optimal scaling of the random walk Metropolis algorithm under L p mean differentiability
Journal of Applied Probability, Applied Probability Trust, 2017, 54 (04), pp.1233-1260
hal-01648666v2  Journal articles
Nicolas BrosseAlain DurmusÉric Moulines. Normalizing constants of log-concave densities
Electronic journal of statistics , Shaker Heights, OH : Institute of Mathematical Statistics, 2018, 12 (1), pp.851-889. ⟨10.1214/18-EJS1411⟩
hal-01111627v1  Conference papers
Léo DucasAlain Durmus. Ring-LWE in polynomial rings
PKC 2012 - International Conference on Practice and Theory in Public Key Cryptography, May 2012, Darmstadt, Germany. pp.34-51, ⟨10.1007/978-3-642-30057-8_3⟩
hal-01934291v1  Conference papers
Nicolas BrosseAlain DurmusÉric Moulines. The promises and pitfalls of Stochastic Gradient Langevin Dynamics
NeurIPS 2018 (Advances in Neural Information Processing Systems 2018), Dec 2018, Montreal, France
hal-00864298v1  Conference papers
Leo DucasAlain DurmusTancrede LepointVadim Lyubashevsky. Lattice signatures and bimodal Gaussians
CRYPTO 2013 - 33rd Annual Cryptology Conference, Aug 2013, Santa Barbara, United States. pp.40-56, ⟨10.1007/978-3-642-40041-4_3⟩
hal-01648667v1  Journal articles
Nicolas BrosseAlain DurmusÉric MoulinesSotirios Sabanis. The Tamed Unadjusted Langevin Algorithm
Stochastic Processes and their Applications, Elsevier, 2018, ⟨10.1016/⟩
hal-01668245v1  Journal articles
Alain DurmusÉric Moulines. Nonasymptotic convergence analysis for the unadjusted Langevin algorithm
Annals of Applied Probability, Institute of Mathematical Statistics (IMS), 2017, 27 (3), pp.1551 - 1587. ⟨10.1214/16-AAP1238⟩
hal-01267115v1  Journal articles
Alain DurmusÉric MoulinesMarcelo Pereyra. Efficient Bayesian Computation by Proximal Markov Chain Monte Carlo: When Langevin Meets Moreau.
SIAM Journal on Imaging Sciences, Society for Industrial and Applied Mathematics, 2018, 11 (1)
hal-02191302v1  Conference papers
Antoine LiutkusUmut ImşekliSzymon MajewskiAlain DurmusFabian-Robert Stöter. Sliced-Wasserstein Flows: Nonparametric Generative Modeling via Optimal Transport and Diffusions
36th International Conference on Machine Learning (ICML), Jun 2019, Long Beach, United States