Olivier Cappé

Available identifiers

zbMath Open cappe.olivierMaRDI QIDQ366991

List of research outcomes

Publication	Date of Publication	Type
A Comparative Study of Gamma Markov Chains for Temporal Non-Negative Matrix Factorization	2022-09-23	Paper
Soft Nonnegative Matrix Co-Factorization	2018-08-22	Paper
A Bayesian approach for simultaneous segmentation and classification of count data	2017-09-08	Paper
On the complexity of best-arm identification in multi-armed bandit models	2016-06-06	Paper
Homogeneity and change-point detection tests for multivariate data using rank statistics	2016-05-02	Paper
Distributed detection/localization of change-points in high-dimensional network traffic data	2015-10-16	Paper
Adaptive MCMC with online relabeling	2015-08-05	Paper
Kullback-Leibler upper confidence bounds for optimal sequential allocation	2013-09-25	Paper
On-line expectation-maximization algorithm for latent data models	2012-10-25	Paper
Corrigendum: On-line Expectation–Maximization Algorithm for Latent Data Models	2011-12-21	Paper
Sequential Monte Carlo smoothing with application to parameter estimation in nonlinear state space models	2009-03-02	Paper
On the use of sequential Monte Carlo methods for approximating smoothing functionals, with application to fixed parameter estimation	2007-11-20	Paper
Inference in hidden Markov models.	2005-09-21	Paper
Reversible Jump, Birth-and-Death and More General Continuous Time Markov Chain Monte Carlo Samplers	2005-04-29	Paper
On the Convergence of the Monte Carlo Maximum Likelihood Method for Latent Variable Models	2004-03-16	Paper
Markov Chain Monte Carlo: 10 Years and Still Running!	2002-07-30	Paper
Recursive computation of smoothed functionals of hidden Markovian processes using a particle approximation	2001-07-12	Paper
Simulation-based methods for blind maximum-likelihood filter identification	1999-04-28	Paper

Research outcomes over time

This page was built for person: Olivier Cappé