Randal Douc

Institut Polytechnique de Paris — France

Computer Science · Physical Sciences

24h-index3.2kcitations128works1.12yr avg
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Research Topics

Bayesian Methods and Mixture Models(41), Markov Chains and Monte Carlo Methods(40), Statistical Methods and Inference(26), Target Tracking and Data Fusion in Sensor Networks(26), Financial Risk and Volatility Modeling(24)

Publications128 total

Self-organizing state-space models with artificial dynamics
Journal of the Royal Statistical Society Series B (Statistical Methodology)·2025Open Access
Learning Upper Lower Value Envelopes to Shape Online RL: A Principled Approach
arXiv (Cornell University)·2025Open Access
On the Asymptotics of Importance Weighted Variational Inference
ArXiv.org·2025Open Access
Variational Diffusion Posterior Sampling with Midpoint Guidance
arXiv (Cornell University)·2024· 3 citedOpen Access
Self-Organizing State-Space Models with Artificial Dynamics
2024Open Access
The importance Markov chain
Stochastic Processes and their Applications·2024· 5 citedOpen Access
Asymptotics of Alpha-Divergence Variational Inference Algorithms with Exponential Families
2024
Asymptotic convergence of iterative optimization algorithms
arXiv (Cornell University)·2023Open Access
The Importance Markov Chain
arXiv (Cornell University)·2022Open Access
Solving the Poisson equation using coupled Markov chains
arXiv (Cornell University)·2022· 2 citedOpen Access
6 - AN INTRODUCTION TO STATE SPACE MODELS
2022
6 - AN INTRODUCTION TO STATE SPACE MODELS
2022
Boost your favorite Markov Chain Monte Carlo sampler using Kac's theorem: the Kick-Kac teleportation algorithm
arXiv (Cornell University)·2022· 2 citedOpen Access
A global stochastic optimization particle filter algorithm
Biometrika·2021Open Access
Mixture weights optimisation for Alpha-Divergence Variational Inference
Neural Information Processing Systems·2021
Infinite-dimensional gradient-based descent for alpha-divergence minimisation
The Annals of Statistics·2021· 2 citedOpen Access
Mixture weights optimisation for Alpha-Divergence Variational Inference
arXiv (Cornell University)·2021· 2 citedOpen Access
General-order observation-driven models: ergodicity and consistency of the maximum likelihood estimator
arXiv (Cornell University)·2021Open Access
Nouvel outil de modélisation des co-trajectoires des délivrances d’antihypertenseurs; résultats de la cohorte Constances appariée au SNDS
Revue d Épidémiologie et de Santé Publique·2021
Monotonic Alpha-divergence Minimisation for Variational Inference
arXiv (Cornell University)·2021· 2 citedOpen Access
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Frequent Co-authors

Éric Moulines(27), Jimmy Olsson(9), Arnaud Guillin(6), François Roueff(6), Olivier Cappé(5), Philippe Soulier(5), Christian P. Robert(5), Tepmony Sim(5), Jean‐Michel Marin(4), Gersende Fort(3), Pierre Priouret(2), Aurélien Garivier(2), David S. Stoffer(2), Arnaud Guillin(2), Miljko Erić(2), Florian Maire(2), Cyrille Dubarry(2), Catherine Matias(1), Jeffrey S. Rosenthal(1), P. Doukhan(1)