Search Results for author: Randal Douc

Found 4 papers, 1 papers with code

Asymptotic convergence of iterative optimization algorithms

no code implementations24 Feb 2023 Randal Douc, Sylvain Le Corff

This paper introduces a general framework for iterative optimization algorithms and establishes under general assumptions that their convergence is asymptotically geometric.

Monotonic Alpha-divergence Minimisation for Variational Inference

no code implementations9 Mar 2021 Kamélia Daudel, Randal Douc, François Roueff

In this paper, we introduce a novel family of iterative algorithms which carry out $\alpha$-divergence minimisation in a Variational Inference context.

Variational Inference

A Global Stochastic Optimization Particle Filter Algorithm

3 code implementations9 Jul 2020 Mathieu Gerber, Randal Douc

We introduce a new online algorithm for expected log-likelihood maximization in situations where the objective function is multi-modal and/or has saddle points, that we term G-PFSO.

Stochastic Optimization

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