Gadat, Sébastien and Panloup, Fabien
(2023)
Optimal non-asymptotic analysis of the Ruppert-Polyak averaging stochastic algorithm.
Stochastic Processes and their Applications, vol. 156.
pp. 312-348.
Gadat, Sébastien, Panloup, Fabien
and Pellegrini, C.
(2020)
On the cost of Bayesian posterior mean strategy for log-concave models.
TSE Working Paper, n. 20-1155, Toulouse
Panloup, Fabien, Saadane, Sofiane
and Gadat, Sébastien
(2018)
Regret bound for Narendra-Shapiro bandit algorithms.
Stochastics.
pp. 886-926.
Gadat, Sébastien, Panloup, Fabien
and Saadane, Sofiane
(2018)
Stochastic Heavy Ball.
Electronic Journal of Statistics, 12 (1).
pp. 461-529.
Gadat, Sébastien, Miclo, Laurent
and Panloup, Fabien
(2015)
A stochastic model for speculative bubbles.
Alea - Latin American Journal of Probability and Mathematical Statistics, 12 (1).
Gadat, Sébastien and Panloup, Fabien
(2014)
Long time behavior and stationary regime of memory gradient diffusions.
Annales de l'Institut Henri Poincaré, 50 (2).
pp. 564-601.
Gadat, Sébastien, Panloup, Fabien
and Pellegrini, C.
(2013)
Large deviation principle for invariant distributions of memory gradient diffusions.
Electronic Journal of Probability, 18.
pp. 1-34.