Sampling from a log-concave distribution with compact support with proximal Langevin Monte Carlo. - Nicolas Brosse; Alain Durmus; Eric Moulines; Marcelo Pereyra (COLT, 2017)

The promises and pitfalls of Stochastic Gradient Langevin Dynamics. - Nicolas Brosse; Alain Durmus; Eric Moulines (NeurIPS, 2018)

On Last-Layer Algorithms for Classification: Decoupling Representation from Uncertainty Estimation. - Nicolas Brosse; Carlos Riquelme; Alice Martin 001; Sylvain Gelly; Eric Moulines (CoRR, 2020)