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Author ID: atchade.yves-f Recent zbMATH articles by "Atchadé, Yves F."
Published as: Atchadé, Yves F.; Atchade, Yves F.; Atchadé, Yves
External Links: MGP · ORCID

Publications by Year

Citations contained in zbMATH Open

30 Publications have been cited 298 times in 245 Documents Cited by Year
On adaptive Markov chain Monte Carlo algorithms. Zbl 1085.62097
Atchadé, Yves F.; Rosenthal, Jeffrey S.
71
2005
Iterated filtering. Zbl 1220.62103
Ionides, Edward L.; Bhadra, Anindya; Atchadé, Yves; King, Aaron
41
2011
On Russian roulette estimates for Bayesian inference with doubly-intractable likelihoods. Zbl 1426.62092
Lyne, Anne-Marie; Girolami, Mark; Atchadé, Yves; Strathmann, Heiko; Simpson, Daniel
41
2015
An adaptive version for the Metropolis adjusted Langevin algorithm with a truncated drift. Zbl 1104.65004
Atchadé, Yves F.
34
2006
On perturbed proximal gradient algorithms. Zbl 1433.90199
Atchadé, Yves F.; Fort, Gersende; Moulines, Eric
34
2017
Limit theorems for some adaptive MCMC algorithms with subgeometric kernels. Zbl 1215.60046
Atchadé, Yves; Fort, Gersende
26
2010
Towards optimal scaling of Metropolis-coupled Markov chain Monte Carlo. Zbl 1223.65001
Atchadé, Yves F.; Roberts, Gareth O.; Rosenthal, Jeffrey S.
22
2011
The Wang-Landau algorithm in general state spaces: applications and convergence analysis. Zbl 1181.62022
Atchadé, Yves F.; Liu, Jun S.
17
2010
Inference for dynamic and latent variable models via iterated perturbed Bayes maps. Zbl 1359.62345
Ionides, Edward L.; Nguyen, Dao; Atchadé, Yves; Stoev, Stilian; King, Aaron A.
16
2015
Bayesian computation for statistical models with intractable normalizing constants. Zbl 1298.62046
Atchadé, Yves F.; Lartillot, Nicolas; Robert, Christian
15
2013
Unbiased Markov chain Monte Carlo methods with couplings. Zbl 07554766
Jacob, Pierre E.; O’Leary, John; Atchadé, Yves F.
15
2020
On the efficiency of adaptive MCMC algorithms. Zbl 1129.65006
Andrieu, Christophe; Atchade, Yves
14
2007
Change point estimation in high dimensional Markov random-field models. Zbl 1373.62260
Roy, Sandipan; Atchadé, Yves; Michailidis, George
14
2017
On the geometric ergodicity of Metropolis-Hastings algorithms. Zbl 1131.65004
Atchadé, Yves F.; Perron, François
10
2007
Kernel estimators of asymptotic variance for adaptive Markov chain Monte Carlo. Zbl 1219.62125
Atchadé, Yves F.
7
2011
A computational framework for empirical Bayes inference. Zbl 1221.62014
Atchadé, Yves F.
7
2011
A cautionary tale on the efficiency of some adaptive Monte Carlo schemes. Zbl 1222.60053
Atchadé, Yves F.
7
2010
Improving on the independent Metropolis-Hastings algorithm. Zbl 1059.62086
Atchadé, Yves F.; Perron, François
7
2005
Approximate Bayesian computation for exponential random graph models for large social networks. Zbl 1323.65007
Wang, Jing; Atchadé, Yves F.
6
2014
Discussion of “Equi-energy sampler” by Kou, Zhou and Wong. Zbl 1246.82051
Atchadé, Yves F.; Liu, Jun S.
5
2006
A martingale decomposition for quadratic forms of Markov chains (with applications). Zbl 1296.60186
Atchadé, Yves F.; Cattaneo, Matias D.
4
2014
Change-point computation for large graphical models: a scalable algorithm for Gaussian graphical models with change-points. Zbl 1444.62077
Bybee, Leland; Atchadé, Yves
4
2018
Resampling from the past to improve on MCMC algorithms. Zbl 1172.65003
Atchadé, Yves F.
3
2009
Limit theorems for some adaptive MCMC algorithms with subgeometric kernels. II. Zbl 1244.60072
Atchadé, Yves F.; Fort, Gersende
3
2012
Sequential change-point detection in high-dimensional Gaussian graphical models. Zbl 1499.62194
Keshavarz, Hossein; Michaildiis, George; Atchadé, Yves
2
2020
Quasi-Bayesian estimation of large Gaussian graphical models. Zbl 1446.62162
Atchadé, Yves F.
2
2019
Markov chain Monte Carlo confidence intervals. Zbl 1345.60074
Atchadé, Yves F.
2
2016
Markov chain Monte Carlo algorithms with sequential proposals. Zbl 1452.62108
Park, Joonha; Atchadé, Yves
1
2020
Approximate spectral gaps for Markov chain mixing times in high dimensions. Zbl 1473.60103
Atchadé, Yves F.
1
2021
Likelihood inference for large scale stochastic blockmodels with covariates based on a divide-and-conquer parallelizable algorithm with communication. Zbl 07499080
Roy, Sandipan; Atchadé, Yves; Michailidis, George
1
2019
Approximate spectral gaps for Markov chain mixing times in high dimensions. Zbl 1473.60103
Atchadé, Yves F.
1
2021
Unbiased Markov chain Monte Carlo methods with couplings. Zbl 07554766
Jacob, Pierre E.; O’Leary, John; Atchadé, Yves F.
15
2020
Sequential change-point detection in high-dimensional Gaussian graphical models. Zbl 1499.62194
Keshavarz, Hossein; Michaildiis, George; Atchadé, Yves
2
2020
Markov chain Monte Carlo algorithms with sequential proposals. Zbl 1452.62108
Park, Joonha; Atchadé, Yves
1
2020
Quasi-Bayesian estimation of large Gaussian graphical models. Zbl 1446.62162
Atchadé, Yves F.
2
2019
Likelihood inference for large scale stochastic blockmodels with covariates based on a divide-and-conquer parallelizable algorithm with communication. Zbl 07499080
Roy, Sandipan; Atchadé, Yves; Michailidis, George
1
2019
Change-point computation for large graphical models: a scalable algorithm for Gaussian graphical models with change-points. Zbl 1444.62077
Bybee, Leland; Atchadé, Yves
4
2018
On perturbed proximal gradient algorithms. Zbl 1433.90199
Atchadé, Yves F.; Fort, Gersende; Moulines, Eric
34
2017
Change point estimation in high dimensional Markov random-field models. Zbl 1373.62260
Roy, Sandipan; Atchadé, Yves; Michailidis, George
14
2017
Markov chain Monte Carlo confidence intervals. Zbl 1345.60074
Atchadé, Yves F.
2
2016
On Russian roulette estimates for Bayesian inference with doubly-intractable likelihoods. Zbl 1426.62092
Lyne, Anne-Marie; Girolami, Mark; Atchadé, Yves; Strathmann, Heiko; Simpson, Daniel
41
2015
Inference for dynamic and latent variable models via iterated perturbed Bayes maps. Zbl 1359.62345
Ionides, Edward L.; Nguyen, Dao; Atchadé, Yves; Stoev, Stilian; King, Aaron A.
16
2015
Approximate Bayesian computation for exponential random graph models for large social networks. Zbl 1323.65007
Wang, Jing; Atchadé, Yves F.
6
2014
A martingale decomposition for quadratic forms of Markov chains (with applications). Zbl 1296.60186
Atchadé, Yves F.; Cattaneo, Matias D.
4
2014
Bayesian computation for statistical models with intractable normalizing constants. Zbl 1298.62046
Atchadé, Yves F.; Lartillot, Nicolas; Robert, Christian
15
2013
Limit theorems for some adaptive MCMC algorithms with subgeometric kernels. II. Zbl 1244.60072
Atchadé, Yves F.; Fort, Gersende
3
2012
Iterated filtering. Zbl 1220.62103
Ionides, Edward L.; Bhadra, Anindya; Atchadé, Yves; King, Aaron
41
2011
Towards optimal scaling of Metropolis-coupled Markov chain Monte Carlo. Zbl 1223.65001
Atchadé, Yves F.; Roberts, Gareth O.; Rosenthal, Jeffrey S.
22
2011
Kernel estimators of asymptotic variance for adaptive Markov chain Monte Carlo. Zbl 1219.62125
Atchadé, Yves F.
7
2011
A computational framework for empirical Bayes inference. Zbl 1221.62014
Atchadé, Yves F.
7
2011
Limit theorems for some adaptive MCMC algorithms with subgeometric kernels. Zbl 1215.60046
Atchadé, Yves; Fort, Gersende
26
2010
The Wang-Landau algorithm in general state spaces: applications and convergence analysis. Zbl 1181.62022
Atchadé, Yves F.; Liu, Jun S.
17
2010
A cautionary tale on the efficiency of some adaptive Monte Carlo schemes. Zbl 1222.60053
Atchadé, Yves F.
7
2010
Resampling from the past to improve on MCMC algorithms. Zbl 1172.65003
Atchadé, Yves F.
3
2009
On the efficiency of adaptive MCMC algorithms. Zbl 1129.65006
Andrieu, Christophe; Atchade, Yves
14
2007
On the geometric ergodicity of Metropolis-Hastings algorithms. Zbl 1131.65004
Atchadé, Yves F.; Perron, François
10
2007
An adaptive version for the Metropolis adjusted Langevin algorithm with a truncated drift. Zbl 1104.65004
Atchadé, Yves F.
34
2006
Discussion of “Equi-energy sampler” by Kou, Zhou and Wong. Zbl 1246.82051
Atchadé, Yves F.; Liu, Jun S.
5
2006
On adaptive Markov chain Monte Carlo algorithms. Zbl 1085.62097
Atchadé, Yves F.; Rosenthal, Jeffrey S.
71
2005
Improving on the independent Metropolis-Hastings algorithm. Zbl 1059.62086
Atchadé, Yves F.; Perron, François
7
2005
all top 5

Cited by 440 Authors

15 Rosenthal, Jeffrey S.
13 Atchadé, Yves F.
12 Roberts, Gareth O.
9 Fort, Gersende
8 Jasra, Ajay
7 Vihola, Matti
6 Griffin, Jim E.
6 Latuszynski, Krzysztof
6 Moulines, Eric
6 Pereyra, Marcelo
5 Andrieu, Christophe
5 Cui, Tiangang
5 Doucet, Arnaud
5 Marzouk, Youssef M.
5 Park, Jaewoo
4 Allassonnière, Stéphanie
4 Bianchi, Pascal
4 Craiu, Radu V.
4 Durmus, Alain
4 Friel, Nial
4 Haran, Murali
4 Jourdain, Benjamin
4 Lambert, Philippe
4 Leisen, Fabrizio
4 Lelièvre, Tony
4 Liang, Faming
4 Miasojedow, Błażej
4 Mira, Antonietta
3 De Bortoli, Valentin
3 Del Moral, Pierre
3 Haario, Heikki
3 Hachem, Walid
3 Holmes, Christopher C.
3 Law, Kody J. H.
3 Ollier, Edouard
3 Robert, Christian P.
3 Salim, Adil
3 Schweinberger, Michael
3 Stoltz, Gabriel
3 Tawn, Nicholas G.
3 Yang, Jinyoung
2 Araki, Takamitsu
2 Baragatti, Meïli
2 Bédard, Myléne
2 Beskos, Alexandros
2 Bouranis, Lampros
2 Briers, Mark
2 Casarin, Roberto
2 Cattaneo, Matias D.
2 Chouzenoux, Emilie
2 Clarté, Grégoire
2 Dai, Chenguang
2 Debavelaere, Vianney
2 Durrleman, Stanley
2 Fernandez Vidal, Ana
2 Girolami, Mark A.
2 Grimaud, Agnès
2 Heng, Jeremy
2 Hervé, Loïc
2 Ikeda, Kazushi
2 Jacob, Pierre E.
2 Jin, Ick Hoon
2 Johnson, Alicia A.
2 Kalli, Maria
2 Karabatsos, George
2 Kontorovich, Leonid Aryeh
2 Kuhn, Estelle
2 Ledoux, James
2 Li, Yao
2 Liu, Jun S.
2 Liu, Laura
2 Maire, Florian
2 Mbalawata, Isambi Sailon
2 McDougall, Damon
2 Necoara, Ion
2 Nott, David John
2 Pesquet, Jean-Christophe
2 Peters, Gareth William
2 Pommeret, Denys
2 Priouret, Pierre
2 Robins, Garry L.
2 Rudolf, Daniel
2 Ruzayqat, Hamza M.
2 Ryder, Robin J.
2 Saksman, Eero
2 Samson, Adeline
2 Särkkä, Simo
2 Shevchenko, Pavel V.
2 Shin, Minsuk
2 Sprungk, Björn
2 Stewart, Jonathan R.
2 Villa, Silvia
2 Vũ, Bằng Công
2 Wong, Wing Hung
2 Yuan, Yaping
2 Zahm, Olivier
1 Aerts, Marc
1 Agueusop, Inoncent
1 Akaho, Shotaro
1 Aknouche, Abdelhakim
...and 340 more Authors
all top 5

Cited in 78 Serials

33 Statistics and Computing
18 Computational Statistics and Data Analysis
10 The Annals of Applied Probability
10 Bernoulli
8 The Annals of Statistics
8 Journal of Applied Probability
7 Journal of Computational and Graphical Statistics
6 Journal of Optimization Theory and Applications
6 Stochastic Processes and their Applications
6 Bayesian Analysis
5 Journal of Econometrics
5 Statistical Science
5 The Annals of Applied Statistics
5 SIAM/ASA Journal on Uncertainty Quantification
4 Journal of Computational Physics
4 Journal of the American Statistical Association
4 Methodology and Computing in Applied Probability
4 Journal of Machine Learning Research (JMLR)
4 SIAM Journal on Imaging Sciences
3 Advances in Applied Probability
3 Inverse Problems
3 Biometrics
3 Computational Statistics
3 SIAM Journal on Optimization
3 SIAM Journal on Scientific Computing
3 Electronic Journal of Statistics
2 The Canadian Journal of Statistics
2 Journal of Statistical Physics
2 Mathematics of Computation
2 Annals of the Institute of Statistical Mathematics
2 Statistics & Probability Letters
2 Econometric Reviews
2 Neural Networks
2 Communications in Statistics. Simulation and Computation
2 Communications in Statistics. Theory and Methods
2 SIAM Review
2 Mathematical Programming. Series A. Series B
2 Statistica Sinica
2 Statistical Modelling
2 Optimization Letters
2 Quantitative Economics
1 Mathematical Biosciences
1 Psychometrika
1 Scandinavian Journal of Statistics
1 International Journal of Mathematics and Mathematical Sciences
1 International Statistical Review
1 Journal of Statistical Planning and Inference
1 Quarterly of Applied Mathematics
1 Stochastic Analysis and Applications
1 Physica D
1 Optimization
1 Journal of Complexity
1 International Journal of Approximate Reasoning
1 Journal of Scientific Computing
1 Journal of Global Optimization
1 Journal of Statistical Computation and Simulation
1 Pattern Recognition
1 Journal of Dynamics and Differential Equations
1 Computational Optimization and Applications
1 Journal of Convex Analysis
1 Electronic Journal of Probability
1 Electronic Communications in Probability
1 Studies in Nonlinear Dynamics and Econometrics
1 Australian & New Zealand Journal of Statistics
1 Data Mining and Knowledge Discovery
1 Combustion Theory and Modelling
1 Econometric Theory
1 Brazilian Journal of Probability and Statistics
1 ASTIN Bulletin
1 Hacettepe Journal of Mathematics and Statistics
1 Statistical Methods and Applications
1 Statistical Methodology
1 Set-Valued and Variational Analysis
1 Statistics Surveys
1 Journal of Agricultural, Biological, and Environmental Statistics
1 Sankhyā. Series B
1 Open Mathematics
1 SIAM Journal on Mathematics of Data Science

Citations by Year