- (plenary speaker) Monte Carlo and Quasi-Monte Carlo methods in Scientific Computing, Waterloo, Canada, August 2024.
- Stochastic Approximation beyond Gradient [slides.pdf]
- (plenary speaker) - French-German-Spanish conference on Optimization, Gijon, Spain, June 2024.
- Stochastic Approximation beyond Gradient [slides.pdf]
- Stochastic Approximation beyond Gradient [slides.pdf]
- European Meeting of Statisticians; Warsaw, Poland, July 2023
- Stochastic Approximation beyond Gradient [slides.pdf]
- Conference « Processus markoviens, semi-markoviens et leurs applications »; Montpellier, France, June 2023
- When Markov chains control Monte Carlo sampling. [slides.pdf]
- Conference « Learning and Optimization in Luminy », CIRM; Marseille, France, October 2022
- Stochastic Variable Metric Forward-Backward with variance reduction for non-convex optimization [slides.pdf]
- Workshop « Current developments in MCMC methods », Banach Center; Warsaw, Poland; December 2021.
- Federated Expectation Maximization with heterogeneity mitigation and variance reduction. [slides.pdf]
- Conference « Future Synergies for Stochastic and Learning algorithms », CIRM; Marseille, France; September 2021
- Conference in Numerical Probability, in honour of Gilles Pagès; Paris, France; September 2020 (postponed in May 2021)
- A Variance Reduced Expectation Maximization algorithm for finite-sum optimization [slides.pdf] and video
- A Variance Reduced Expectation Maximization algorithm for finite-sum optimization [slides.pdf] and video
Conference « Structural Inference in High Dimensional Models »;Bordeaux, France; August 2020(Canceled, Covid19)
Summer School 2020, Indo-French Centre for Applied Mathematics;Bangalore, India; July 2020(Canceled, Covid19)
- Conference « Optimization for Machine Learning », CIRM; Marseille, France; March 2020
- Fast Incremental Expectation Maximization algorithm: how many iterations for an \epsilon-stationary point ? [slides.pdf]
- Fast Incremental Expectation Maximization algorithm: how many iterations for an \epsilon-stationary point ? [slides.pdf]
- (plenary speaker) BayesComp 2020; Gainesville, USA; January 2020.
- invitation declined for professional duties (new schedule of a HCERES evaluation).
- (3 lectures and a talk) Advances in Applied Probability (ICTS Program); Bengaluru, India; August 2019.
- When Monte Carlo and Optimization met in a Markovian dance [abstract.pdf]
- Lecture 1 : Computational Statistical Learning [slides.pdf] [channel]
- Lecture 2 : Controlled Markov chains [slides.pdf] [channel]
- Lecture 3 : Stochastic Approximation with Markovian Dynamics [slides.pdf] [channel]
- Talk: Stochastic Proximal-Gradient based algorithms: is Nesterov acceleration efficient ? [slides.pdf] [channel]
- When Monte Carlo and Optimization met in a Markovian dance [abstract.pdf]
- (plenary speaker) Twelth International Conference on Monte Carlo methods and Applications (MCM2019); Sydney, Australie; July 2019.
- Monte Carlo methods and Optimization: Intertwinings [slides.pdf] [group photo]
- Monte Carlo methods and Optimization: Intertwinings [slides.pdf] [group photo]
- Workshop « The mathematics of imaging »; Paris, France; February 2019.
- Stochastic Approximation-based algorithms, when the Monte Carlo bias does not vanish [slides.pdf] [video]
- Stochastic Approximation-based algorithms, when the Monte Carlo bias does not vanish [slides.pdf] [video]
- Workshop « Computational Statistics and Molecular Simulations: a practical cross-fertilization », BIRS; Oaxaca, Mexico; November 2018.
- Convergence and Efficiency of Adaptive Importance Sampling techniques with partial biasing [slides.pdf] [video]
- Workshop « Operator Splitting methods in Data Analysis »; Raleigh, USA; March 2018.
- Perturbed (accelerated) Proximal-Gradient Algorithms [slides.pdf]
- Foundations of Computational Mathematics (FOCM), Workshop « Stochastic Computation »; Barcelona, Spain; July 2017.
- Beyond Well-tempered Metadynamics algorithms for sampling multimodal target densities [slides.pdf]
- 11th International Conference on Monte Carlo methods and Applications; Montreal, Canada; July 2017.
- MCMC design-based non-parametric regression for rare-event. Application to nested rosk computations [slides.pdf]
- International Conference on Monte Carlo techniques (closing conferene of a thematic cycle); Paris, France; July 2016.
- Nested risk computations through non parametric regression with Markovian design [slides.pdf]
- Workshop « Stochastic Algorithms for Big Data »; Paris, France; July 2016.
- Stochastic Perturbations of Proximal-Gradient methods for non-smooth convex optimization: the price of Markovian perturbations [slides.pdf]
- Workshop « High Dimensional Statistical Models & Big Data », Alan Turing Institute; London, United Kingdom; February 2016.
- Convergence of Perturbed Gradient-based methods for non-smooth convex optimization [slides.pdf]
- Workshop « Free energy calculations: a mathematical perspective », BIRS; Oaxaca, Mexico; July 2015.
- Mathematical aspects of adaptive samplers: application to free energy calculation. [slides.pdf][video][photo]
- International Conference « 7th Journées de Statistique du Sud »; Barcelona, Spain; June 2014.
- Sampling multimodal densities on large dimensional spaces [slides.pdf][photo]
- Workshop « Computational methods for statistical mechanics »; Edinburgh, United Kingdom; July 2014.
- Convergence and Efficiency of the Wang Landau algorithm [slides.pdf]
- Workshop « From spectral gap to particle filters »; Reading, United Kingdom; September 2013.
- Adaptive and Interacting Markov chain Monte Carlo [slides.pdf]
- Workshop « New directions in Monte Carlo methods »; Gainesville, USA; January 2013.
- Convergence and Efficiency of the Wang Landau algorithm [slides.pdf][photo]
- Workshop « Big Bang, Big Data, Big Computers »; Paris, France; September 2012.
- Adaptive abd Interacting Monte Carlo methods for bayesian analysis [slides.pdf]
- ISBA conference 2012; Kyoto, Japan; June 2012.
- Adaptive Equi-Energy samplers [slides.pdf]
- Workshop « Advances in Markov chain Monte Carlo »; Edinburgh, United Kingdom; April 2012.
- Stochastic Approximation-based adaptation for Interacting MCMC [slides.pdf]
- Workshop « Challenges and Advances in High Dimensional and High Complexity Monte Carlo Computation and Theory »; Calgary, Canada; March 2012.
- Parallel Tempering and interacting algorithms – Part II: adaptive equi-enery samplers [slides.pdf][photo]
- Conference MCQMC 2010; Warsaw, Poland; August 2010.
- Convergence of Adaptive and Interacting MCMC algorithms [slides.pdf]
- Conference « Optimization in MCMC »; Warwick, United Kingdom; June 2009.
- Adaptive MCMC: theory and methods [slides.pdf]
- Congrès SSC-SFDS; Ottawa, Canada; May 2008.
- Stability of Markov chains based on fluid limit techniques. Applications to MCMC [slides.pdf]
- ADAP’ski; Bormio, Italy; January 2008.
- Fluid limit-based tuning of some hybrid MCMC samplers [slides.pdf]
- Workshop « New developments in MCMC: diffusions, images and other challenges »; Warwick, United Kingdom; August 2006.
- Criteria for subgeometric ergodicity of strong Markov processes [slides.pdf]
- Workshop « MCMC methodology »; Lancaster, United Kingdom; December 2001.
- Talk 1 « Some recent results on Hybrid samplers » [slides.ps]
- Workshop « MCMC methodology »; Lancaster, United Kingdom; December 2001.
- Talk 2 « Convergence of the MCEM algorithm » [slides.ps]
- European conference on Spatial and Computational Statistics; Ambleside, United Kingdom; September 2000.