Mariane Pelletier

The stochastic approximation method for the estimation of a multivariate probability density

Abdelkader Mokkadem, Mariane Pelletier, Yousri Slaoui · Journal of Statistical Planning and Inference · 2008 · 78 citations · Full text

Parameter Estimation, Density Estimation, Engineering +9

Weak convergence rates for stochastic approximation with application to multiple targets and simulated annealing

Mariane Pelletier · The Annals of Applied Probability · 1998 · 73 citations · Full text

Engineering, Stochastic Optimization, Uncertainty Quantification +13

A companion for the Kiefer–Wolfowitz–Blum stochastic approximation algorithm

Abdelkader Mokkadem, Mariane Pelletier · The Annals of Statistics · 2007 · 68 citations · Full text

Numerical Analysis, Parameter Estimation, Companion Algorithm +14

Convergence rate and averaging of nonlinear two-time-scale stochastic approximation algorithms

Abdelkader Mokkadem, Mariane Pelletier · The Annals of Applied Probability · 2006 · 59 citations · Full text

Numerical Analysis, Asymptotic Efficiency, Engineering +13

On the almost sure asymptotic behaviour of stochastic algorithms

Mariane Pelletier · Stochastic Processes and their Applications · 1998 · 58 citations

Stochastic System, Stochastic Dynamical System, Probability Theory +2