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hal-01267115v1  Journal articles
Alain Durmus, Éric Moulines, Marcelo 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)
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hal-01176132v3  Preprints, Working Papers, ...
Alain Durmus, Éric Moulines. Non-asymptotic convergence analysis for the Unadjusted Langevin Algorithm
2016
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hal-01648667v1  Journal articles
Nicolas Brosse, Alain Durmus, Éric Moulines, Sotirios Sabanis. The Tamed Unadjusted Langevin Algorithm
Stochastic Processes and their Applications, Elsevier, 2018, ⟨10.1016/j.spa.2018.10.002⟩
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hal-01648665v1  Journal articles
Nicolas Brosse, Alain Durmus, Éric Moulines, Marcelo Pereyra. Sampling from a log-concave distribution with compact support with proximal Langevin Monte Carlo
Proceedings of Machine Learning Research, PMLR, 2017, 65, pp.319-342
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hal-01648666v2  Journal articles
Nicolas Brosse, Alain Durmus, Éric 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⟩
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hal-01565514v2  Preprints, Working Papers, ...
Aymeric Dieuleveut, Alain Durmus, Francis Bach. Bridging the Gap between Constant Step Size Stochastic Gradient Descent and Markov Chains
2018
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hal-01934291v1  Conference papers
Nicolas Brosse, Alain Durmus, Éric Moulines. The promises and pitfalls of Stochastic Gradient Langevin Dynamics
NeurIPS 2018 (Advances in Neural Information Processing Systems 2018), Dec 2018, Montreal, France
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hal-01934316v1  Preprints, Working Papers, ...
Nicolas Brosse, Alain Durmus, Sean Meyn, Éric Moulines. Diffusion approximations and control variates for MCMC
2018
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hal-01945362v1  Conference papers
Dominic Ward, Russel D. Mason, Chungeun Kim, Fabian-Robert Stöter, Antoine Liutkus et al.  SiSEC 2018: State of the art in musical audio source separation - subjective selection of the best algorithm
WIMP: Workshop on Intelligent Music Production, Sep 2018, Huddersfield, United Kingdom
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hal-02191302v1  Conference papers
Antoine Liutkus, Umut Imşekli, Szymon Majewski, Alain Durmus, Fabian-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
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hal-02626383v2  Preprints, Working Papers, ...
Alain Durmus, Pablo Jiménez, Eric Moulines, Salem Said, Hoi-To Wai. Convergence Analysis of Riemannian Stochastic Approximation Schemes
2020