Asymptotic (Statistical methods & theory)

Asymptotic Analysis of the LMS Algorithm with Momentum. Gerencsér, L.; Csáji, B. C.; Sabanis, S. 2018 . In: 57th IEEE Annual Conference on Decision and Control, CDC 2018. IEEE, pp. 3062-3067. ISBN 9781538613948

On stochastic gradient Langevin dynamics with dependent data streams in the logconcave case. Barkhagen, M.; Chau, N. H.; Moulines, É. ; Rásonyi, M. ; Sabanis, S.; Zhang, Y. Bernoulli 27(1): 1-33. 2021. DOI: 10.3150/19-BEJ1187

Higher Order Langevin Monte Carlo Algorithm. Sabanis, Sotirios; Zhang, Ying. 2018. In: Electronic Journal of Statistics. 2019 ; Vol. 13, No. 2. pp. 3805-3850.

The Tamed Unadjusted Langevin Algorithm. Brosse, N., Durmus, A., Moulines, É. & Sabanis, S. In: Stochastic processes and their applications. 2019 ; Vol. 129, No. 10. pp. 3638-3663.

On fixed gain recursive estimators with discontinuity in the parameters. Chau, H. N., Kumar, C., Rásonyi, M. & Sabanis, S. In : ESAIM: Probability and Statistics. 2019 ; Vol. 23. pp. 217-244

Di Caterina, C. and Kosmidis, I . (2019). Location-adjusted Wald statistic for scalar parameters. Computational Statistics and Data Analysis, 138, 126-142