2025

Articles dans une revue

Gersende Fort, Florence Forbes, Hien Duy Nguyen. Sequential Sample Average Majorization–Minimization. Statistics and Computing, 2025, 36, pp.31. ⟨10.1007/s11222-025-10780-x⟩. ⟨hal-04607609v2⟩

Communications dans un congrès

Patrice Abry, Juliette Chevallier, Gersende Fort, Barbara Pascal. Hierarchical Bayesian Estimation of COVID-19 Reproduction Number. 2025 IEEE International Conference on Acoustics, Speech, and Signal Processing, Apr 2025, Hyderabad (IN), India. ⟨hal-04695138v3⟩

Juliette Chevallier, Gersende Fort. Sampling Nonsmooth Log-Concave Densities: A Comparative Study of Primal-Dual Based Proposal Distributions. 2025 IEEE International Conference on Acoustics, Speech, and Signal Processing, Apr 2025, Hyderabad (IN), India. ⟨hal-04824190v2⟩

Pré-publications, documents de travail

Gersende Fort, Marcelo Pereyra. Monte Carlo. 2025. ⟨hal-05166306⟩

Aymeric Dieuleveut, Gersende Fort, Mahmoud Hegazy, Hoi-To Wai. Federated Majorize-Minimization: Beyond Parameter Aggregation. 2025. ⟨hal-05189632⟩

Barbara Pascal, Patrice Abry, Juliette Chevallier, Gersende Fort. A SCALED POISSON BAYESIAN MODEL FOR VIRAL EPIDEMIC MONITORING. 2025. ⟨hal-05266378⟩

2023

Articles dans une revue

Gersende Fort, Barbara Pascal, Patrice Abry, Nelly Pustelnik. Covid19 Reproduction Number: Credibility Intervals by Blockwise Proximal Monte Carlo Samplers. IEEE Transactions on Signal Processing, 2023, 71, pp.888-900. ⟨10.1109/TSP.2023.3247142⟩. ⟨hal-03611079v3⟩

Gersende Fort, Eric Moulines. Stochastic Variable Metric Proximal Gradient with variance reduction for non-convex composite optimization. Statistics and Computing, 2023, 33, pp.65. ⟨10.1007/s11222-023-10230-6⟩. ⟨hal-03781216v3⟩

Aymeric Dieuleveut, Gersende Fort, Eric Moulines, Hoi-To Wai. Stochastic Approximation Beyond Gradient for Signal Processing and Machine Learning. IEEE Transactions on Signal Processing, 2023, 71, pp.3117-3148. ⟨10.1109/TSP.2023.3301121⟩. ⟨hal-03979922⟩

Communications dans un congrès

Patrice Abry, Juliette Chevallier, Gersende Fort, Barbara Pascal. Pandemic Intensity Estimation from Stochastic Approximation-based Algorithms. 2023 IEEE International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, Dec 2023, Herradura, Costa Rica. ⟨10.1109/CAMSAP58249.2023.10403431⟩. ⟨hal-04174245v2⟩

Patrice Abry, Gersende Fort, Barbara Pascal, Nelly Pustelnik. Proximal-Langevin Samplers for Nonsmooth Composite Posteriors: Application to the Estimation of Covid19 Reproduction Number. 31th European Signal Processing Conference (EUSIPCO), Sep 2023, Helsinki, Finland. ⟨hal-03902144v2⟩

2022

Communications dans un congrès

Hugo Artigas, Barbara Pascal, Gersende Fort, Patrice Abry, Nelly Pustelnik. CREDIBILITY INTERVAL DESIGN FOR COVID19 REPRODUCTION NUMBER FROM NONSMOOTH LANGEVIN-TYPE MONTE CARLO SAMPLING. European Signal Processing Conference (EUSIPCO), EURASIP, Aug 2022, Belgrade, Serbia. pp.2196-2200, ⟨10.23919/EUSIPCO55093.2022.9909547⟩. ⟨hal-03371837v3⟩

Patrice Abry, Gersende Fort, Barbara Pascal, Nelly Pustelnik. Estimation et intervalles de crédibilité pour le taux de reproduction de la Covid19 par échantillonnage Monte Carlo Langevin proximal. Colloque Francophone de Traitement du Signal et des Images (GRETSI), Sep 2022, Nancy, France. ⟨hal-03611891v2⟩

Patrice Abry, Gersende Fort, Barbara Pascal, Nelly Pustelnik. Temporal evolution of the Covid19 pandemic reproduction number: Estimations from proximal optimization to Monte Carlo sampling. 44th Annual International Conference of the IEEE Engineering in Medicine & Biology Society (EMBC), EMB; IEEE, Jul 2022, Glasgow, United Kingdom. pp.167--170, ⟨10.1109/EMBC48229.2022.9871805⟩. ⟨hal-03565440v2⟩

Hien Duy Nguyen, Florence Forbes, Gersende Fort, Olivier Cappé. An online Minorization-Maximization algorithm. 17th Conference of the International Federation of Classification Societies, Jul 2022, Porto, Portugal. pp.263-271, ⟨10.1007/978-3-031-09034-9_29⟩. ⟨hal-03542180⟩

2021

Articles dans une revue

Gersende Fort, Pierre Gach, Eric Moulines. Fast Incremental Expectation Maximization for finite-sum optimization: nonasymptotic convergence. Statistics and Computing, 2021, 31 (48), ⟨10.1007/s11222-021-10023-9⟩. ⟨hal-02617725v2⟩

Communications dans un congrès

Gersende Fort, E. Moulines. The perturbed prox-preconditioned spider algorithm: non-asymptotic convergence bounds. SSP 2021 - IEEE Statistical Signal Processing Workshop, Jul 2021, Rio de Janeiro, Brazil. pp.96-100, ⟨10.1109/SSP49050.2021.9513846⟩. ⟨hal-03183775v2⟩

Gersende Fort, Eric Moulines. The Perturbed Prox-Preconditioned SPIDER algorithm for EM-based large scale learning. SSP 2021 - IEEE Statistical Signal Processing Workshop, Jul 2021, Rio de Janeiro, Brazil. pp.316-320, ⟨10.1109/SSP49050.2021.9513769⟩. ⟨hal-03183774v2⟩

Aymeric Dieuleveut, Gersende Fort, Eric Moulines, Geneviève Robin. Federated Expectation Maximization with heterogeneity mitigation and variance reduction. NeurIPS 2021 - 35th Conference on Neural Information Processing Systems, Dec 2021, Sydney, Australia. ⟨10.48550/arXiv.2111.02083⟩. ⟨hal-03333516v3⟩

Gersende Fort, Eric Moulines, Hoi-To Wai. Geom-SPIDER-EM: Faster Variance Reduced Stochastic Expectation Maximization for Nonconvex Finite-Sum Optimization. 2021 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), Jun 2021, Toronto, Canada. pp.3135-3139, ⟨10.1109/ICASSP39728.2021.9414271⟩. ⟨hal-03021394v2⟩

Pré-publications, documents de travail

Gersende Fort, Eric Moulines, Pierre Gach. Fast incremental expectation-maximization algorithm: $\sqrt{N}$ iterations for an epsilon-stationary point ?. 2021. ⟨hal-02509621v2⟩

2020

Articles dans une revue

Stéphane Crépey, Gersende Fort, Emmanuel Gobet, Uladzislau Stazhynski. Uncertainty Quantification for Stochastic Approximation Limits Using Chaos Expansion. SIAM/ASA Journal on Uncertainty Quantification, 2020, 8 (3), pp.1061-1089. ⟨10.1137/18M1178517⟩. ⟨hal-01629952v4⟩

Communications dans un congrès

Gersende Fort, Eric Moulines, Hoi-To Wai. A Stochastic Path-Integrated Differential EstimatoR Expectation Maximization Algorithm. NeurIPS 2020 - 34th Conference on Neural Information Processing Systems, Dec 2020, Vancouver / Virtuel, Canada. ⟨hal-03029700⟩

2019

Articles dans une revue

David Barrera, Stéphane Crépey, Babacar Diallo, Gersende Fort, Emmanuel Gobet, et al.. Stochastic Approximation Schemes for Economic Capital and Risk Margin Computations. ESAIM: Proceedings and Surveys, 2019, 65, pp.182-218. ⟨10.1051/proc/201965182⟩. ⟨hal-01710394⟩

Gersende Fort, Edouard Ollier, Adeline Samson. Stochastic Proximal Gradient Algorithms for Penalized Mixed Models. Statistics and Computing, 2019, 29 (2), pp.231-253. ⟨10.1007/s11222-018-9805-7⟩. ⟨hal-01526281⟩

Communications dans un congrès

Stéphane Crépey, Gersende Fort, Emmanuel Gobet, Uladzislau Stazhynski. Model-uncertain value-at-risk, expected shortfall and sharpe ratio, using Stochastic Approximation. Workshop on Asset Pricing and Risk Management, IMS-NUS, Aug 2019, Singapore, Singapore. ⟨hal-04506679⟩

Stéphane Crépey, Gersende Fort, Emmanuel Gobet, Uladzislau Stazhynski. Quantification d'incertitude pour l'Approximation Stochastique. 27° Colloque sur le traitement du signal et des images, GRETSI, Aug 2019, Lille, France. pp.537-540. ⟨hal-02415192⟩

Stéphane Crépey, Gersende Fort, Emmanuel Gobet, Uladzislau Stazhynski. Model-Uncertain Value-at-Risk, Expected Shortfall and Sharpe Ratio, Using Stochastic Approximation. SIAM Conference on Fin. Math. & Eng, Jun 2019, Toronto, Canada. ⟨hal-04506676⟩

Stéphane Crépey, Gersende Fort, Emmanuel Gobet, Uladzislau Stazhynski. Uncertainty Quantification For Stochastic Approximation limits and applications to risk/performance metrics in finance. 12th International Conference on Monte Carlo Methods and Applications, Jul 2019, Sydney, Australia. ⟨hal-04506646⟩

Pré-publications, documents de travail

Jean-François Aujol, Charles Dossal, Gersende Fort, Éric Moulines. Rates of Convergence of Perturbed FISTA-based algorithms. 2019. ⟨hal-02182949⟩

2018

Articles dans une revue

Gersende Fort, Benjamin Jourdain, Tony Lelièvre, Gabriel Stoltz. Convergence and efficiency of adaptive importance sampling techniques with partial biasing. Journal of Statistical Physics, 2018, 171 (2), pp.220-268. ⟨10.1007/s10955-018-1992-2⟩. ⟨hal-01389996⟩

Communications dans un congrès

Gersende Fort, Emmanuel Gobet, Éric Moulines. MCMC and nested extreme risks. SIAM UQ Conference, Apr 2018, Garden Grove, United States. ⟨hal-04506630⟩

Gersende Fort, Emmanuel Gobet, Éric Moulines. MCMC and nested extreme risks. 12th Int’l Workshop on Rare-Event Simulation, KTH Royal Institute of Technology, Aug 2018, Stockholm, France. ⟨hal-04506609⟩

Gersende Fort, Laurent Risser, Yves Atchadé, Éric Moulines. Stochastic FISTA algiorithms : so fast ?. SSP 2018 - IEEE Statistical Signal Processing Workshop, Jun 2018, Freiburg, Germany. ⟨hal-01710321⟩

Stéphane Crépey, Gersende Fort, Emmanuel Gobet, Uladzislau Stazhynski. Uncertainty Quantification of Stochastic Approximation Limits. Workshop Optimization and Learning, IMT, Sep 2018, Toulouse, France. ⟨hal-04506617⟩

2017

Articles dans une revue

Y. Atchadé, Gersende Fort, Eric Moulines. On Stochastic Proximal Gradient Algorithms. Journal of Machine Learning Research, 2017. ⟨hal-02287001⟩

Yves Atchadé, Gersende Fort, Éric Moulines. On perturbed proximal gradient algorithms. Journal of Machine Learning Research, 2017, 18 (10), pp.1-33. ⟨hal-01711749⟩

Gersende Fort, Emmanuel Gobet, Éric Moulines. MCMC design-based non-parametric regression for rare event. Application to nested risk computation.. Monte Carlo Methods and Applications, 2017. ⟨hal-01711748⟩

Gersende Fort, Emmanuel Gobet, Éric Moulines. MCMC design-based non-parametric regression for rare-event. Application to nested risk computations. Monte Carlo Methods and Applications, 2017, 23 (1), pp.21--42. ⟨hal-01394833⟩

Gersende Fort, Benjamin Jourdain, Tony Lelièvre, Gabriel Stoltz. Self-Healing Umbrella Sampling: Convergence and efficiency. Statistics and Computing, 2017, 27 (1), pp.147-168. ⟨10.1007/s11222-015-9613-2⟩. ⟨hal-01073201⟩

Communications dans un congrès

Gersende Fort, Laurent Risser, Éric Moulines, Edouard Ollier, Adeline Samson. Algorithmes Gradient-Proximaux Stochastiques. GRETSI 2017, Sep 2017, Juan-les-Pins, France. ⟨hal-01633322⟩

2016

Articles dans une revue

Amandine Schreck, Gersende Fort, Sylvain Le Corff, Éric Moulines. A Shrinkage-Thresholding Metropolis Adjusted Langevin Algorithm for Bayesian Variable Selection. IEEE Journal of Selected Topics in Signal Processing, 2016, 10, pp.366 - 375. ⟨10.1109/JSTSP.2015.2496546⟩. ⟨hal-01418960⟩

Hajer Braham, Sana Ben Jemaa, Gersende Fort, Éric Moulines, Berna Sayrac. Fixed Rank Kriging for Cellular Coverage Analysis. IEEE Transactions on Vehicular Technology, 2016, pp.11. ⟨10.1109/TVT.2016.2599842⟩. ⟨hal-01418961⟩

Hajer Braham, Sana Ben Jemaa, Gersende Fort, Éric Moulines, Berna Sayrac. Spatial Prediction Under Location Uncertainty in Cellular Networks. IEEE Transactions on Wireless Communications, 2016, 15, pp.7633 - 7643. ⟨10.1109/TWC.2016.2605676⟩. ⟨hal-01419051⟩

Gersende Fort, Éric Moulines, Amandine Schreck, Matti Vihola. Convergence of Markovian Stochastic Approximation with Discontinuous Dynamics. SIAM Journal on Control and Optimization, 2016, 54 (2), pp.866-893. ⟨10.1137/140962723⟩. ⟨hal-01418857⟩

Hajer Braham, Sana Ben Jemaa, Gersende Fort, Eric Moulines, Berna Sayrac. Spatial prediction under location uncertainty in cellular network. IEEE Transactions on Wireless Communications, 2016. ⟨hal-01711752⟩

Pré-publications, documents de travail

Gersende Fort, Eric Moulines, Amandine Schreck, Matti Vihola. Convergence of Markovian Stochastic Approximation with discontinuous dynamics. 2016. ⟨hal-00966187v2⟩

Alain Durmus, Gersende Fort, Éric Moulines. Subgeometric rates of convergence in Wasserstein distance for Markov chains. 2015. ⟨hal-00948661v3⟩

2015

Articles dans une revue

Christophe Andrieu, Gersende Fort, Matti Vihola. Quantitative convergence rates for sub-geometric Markov chains. Advances in Applied Probability, 2015. ⟨hal-01711757⟩

Rémi Bardenet, Olivier Cappé, Gersende Fort, Balázs Kégl. Adaptive MCMC with online relabeling. Bernoulli, 2015, 21 (3), p. 1304-1340. ⟨10.3150/13-BEJ578⟩. ⟨in2p3-01115785⟩

Gersende Fort, Benjamin Jourdain, Estelle Kuhn, Tony Lelièvre, Gabriel Stoltz. Convergence of the Wang-Landau algorithm. Mathematics of Computation, 2015, 84 (295), pp.2297-2327. ⟨10.1090/S0025-5718-2015-02952-4⟩. ⟨hal-01238595⟩

Pré-publications, documents de travail

Amandine Schreck, Gersende Fort, Sylvain Le Corff, Eric Moulines. A shrinkage-thresholding Metropolis adjusted Langevin algorithm for Bayesian variable selection. 2015. ⟨hal-00921130v3⟩