## AboutI am currently a Postdoctoral Researcher at the Department of Mathematics at KTH in Stockholm. I did my Ph.D. under the supervision of Nikolaus Hansen and Anne Auger at Université Paris-Sud, and defended it in 2015.## Contact- E-mail: alexandre [dot] chotard [at] gmail [dot] com
- Address:
- Departement of Mathematics;
KTH Royal Institute of Technology SE-100 44 Stockholm SWEDEN ## Research Interests- Optimization: I study optimization algorithms on continuous domains in a black-box context (which implies that derivatives of the objective function are unavailable, and may only be estimated). I am interested in understanding optimization algorithms and their limits, and developing new methods to improve over these limits. I also aim to rigorously prove the convergence (or divergence) of these algorithms, and characterizing their rate of convergence. The optimization algorithms I focus on are Evolution Strategies (ES) which are derivative-free and comparison-based algorithms, and particular focus on CMA-ES (Covariance Matrix Adaptation) and CSA-ES (Cumulative Step-size Adaptation).
- Markov Chain Theory: I use Markov chain theory to establish convergence proofs of optimization algorithms. I aim to develop general tools that facilitate establishing such proofs.
- Statistical Inference in General State Space Models: I am investigating combining Monte-Carlo Methods with optimization techniques in order to improve the exploration of the search space, and adapt the proposal.
## Publications## Journal PapersAlexandre Chotard, Anne Auger (2017). Verifiable Conditions for the Irreducibility and Aperiodicity of Markov Chains by Analyzing Underlying Deterministic Models. Accepted for publication in Bernoulli. [ArXiV]Markov Chain Analysis of Cumulative Step-size Adaptation on a Linear Constraint Problem. In Evolutionary Computation Journal. [HAL]
## Peer-reviewed Conference ArticlesAlexandre Chotard, Anne Auger, Nikolaus Hansen (2012). Alexandre Chotard, Anne Auger, Nikolaus Hansen (2014). Alexandre Chotard, Martin Holena (2014). ## Technical reportsAlexandre Chotard, Anne Auger, Nikolaus Hansen (2012). Alexandre Chotard, Martin Holena (2014). ## ThesisAlexandre Chotard (2015).Markov Chain Analysis of Evolution Strategies. Work done under the supervision of Nikolaus Hansen and Anne Auger, in team TAO, at Inria Saclay, Université Paris-Sud. [TEL][PDF] |