2013
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.
2014
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.
2015
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).
2018
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.
2020
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
2023
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.