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Alain Durmus

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Publications

36

Citations

1.5K

H-Index

20

Active since

2014

Affiliations

École Polytechnique(Current)

Centre de Mathématiques Appliquées de l'École polytechnique

Laboratoire Traitement et Communication de l’Information

École Normale Supérieure Paris-Saclay

Centre National de la Recherche Scientifique

Alain Durmus is an author at École Polytechnique specializing in stochastic processes, monte carlo methods, and markov chain monte carlo.

Publications per year

2014–2024

36

Publications

36

High-dimensional Bayesian inference via the unadjusted Langevin algorithm

Alain Durmus, Éric Moulines · Bernoulli · 2019 · 249 citations · Full text

Natural Sciences, Mathematics, Probability Theory +6

Nonasymptotic convergence analysis for the unadjusted Langevin algorithm

Alain Durmus, Éric Moulines · The Annals of Applied Probability · 2017 · 205 citations · Full text

Engineering, Biostatistics, Stochastic Modeling +11

Efficient Bayesian Computation by Proximal Markov Chain Monte Carlo: When Langevin Meets Moreau

Alain Durmus, Éric Moulines, Marcelo Pereyra · SIAM Journal on Imaging Sciences · 2018 · 161 citations

Computing, Radiology, Biomedical Imaging +16

Non-asymptotic convergence analysis for the Unadjusted Langevin Algorithm

Alain Durmus · HAL (Le Centre pour la Communication Scientifique Directe) · 2015 · 96 citations · Full text

Engineering, Computational Engineering, Optimization +10

Bridging the gap between constant step size stochastic gradient descent and Markov chains

Aymeric Dieuleveut, Alain Durmus, Francis Bach · The Annals of Statistics · 2020 · 81 citations · Full text

Natural Sciences, Mathematics, Machine Learning +15

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