| Publication | Date of Publication | Type |
|---|
| Joint modelling of longitudinal and repeated time-to-event data using nonlinear mixed-effects models and the stochastic approximation expectation-maximization algorithm | 2020-03-27 | Paper |
| f-SAEM: a fast stochastic approximation of the EM algorithm for nonlinear mixed effects models | 2019-11-22 | Paper |
| Random threshold for linear model selection, revisited | 2018-03-27 | Paper |
| Semiparametric estimation of the frequency of unknown periodic functions and its application to laser vibrometry signals | 2017-09-20 | Paper |
| Coupling the SAEM algorithm and the extended Kalman filter for maximum likelihood estimation in mixed-effects diffusion models | 2015-12-10 | Paper |
| An improved SAEM algorithm for maximum likelihood estimation in mixtures of non linear mixed effects models | 2015-10-16 | Paper |
| Mixed effects models for the population approach. Models, tasks, methods and tools. With contributions by Kevin Bleakley | 2014-07-24 | Paper |
| A note on BIC in mixed-effects models | 2014-05-30 | Paper |
| Maximum likelihood estimation in discrete mixed hidden Markov models using the SAEM algorithm | 2012-07-16 | Paper |
| Maximum Likelihood Estimation of Long-Term HIV Dynamic Models and Antiviral Response | 2011-06-22 | Paper |
| Random thresholds for linear model selection | 2010-03-15 | Paper |
| Adaptive detection of multiple change-points in asset price volatility | 2010-02-05 | Paper |
| Using penalized contrasts for the change-point problem | 2009-05-18 | Paper |
| Extension of the SAEM algorithm to left-censored data in nonlinear mixed-effects model: Application to HIV dynamics model | 2009-04-06 | Paper |
| Maximum likelihood estimation in nonlinear mixed effects models | 2008-11-26 | Paper |
| Bayesian off-line detection of multiple change-points corrupted by multiplicative noise: Application to SAR image edge detection | 2008-10-16 | Paper |
| Detection of multiple change-points in multivariate time series | 2008-02-18 | Paper |
| Estimation of Nonparametric Autoregressive Time Series Models Under Dynamical Constraints | 2006-05-24 | Paper |
| Using penalized contrasts for the change-point problem | 2005-08-01 | Paper |
| Coupling a stochastic approximation version of EM with an MCMC procedure | 2005-04-26 | Paper |
| Estimation of marginal and spectral modes | 2003-03-26 | Paper |
| The multiple change-points problem for the spectral distribution | 2002-12-01 | Paper |
| Detection of multiple changes in a sequence of dependent variables | 2002-08-29 | Paper |
| Least-squares estimation of an unknown number of shifts in a time series | 2001-09-23 | Paper |
| An application of MCMC methods for the multiple change-points problem. | 2001-08-20 | Paper |
| Gibbs sampling for parameters estimation and change-points detection in inverse problems. Application to electromagnetic imaging. | 2000-08-21 | Paper |
| The Whittle Estimator for Strongly Dependent Stationary Gaussian Fields | 2000-05-24 | Paper |
| Sharp large deviations for Gaussian quadratic forms with applications | 2000-02-29 | Paper |
| Convergence of a stochastic approximation version of the EM algorithm | 1999-11-09 | Paper |
| Detection of multiple changes in a sequence of dependent variables | 1999-09-01 | Paper |
| Simulation-based methods for blind maximum-likelihood filter identification | 1999-04-28 | Paper |
| Détection de ruptures multiples dans la moyenne d'un processus aléatoire | 1997-06-23 | Paper |
| A stochastic algorithm for parametric and non-parametric estimation in the case of incomplete data | 1997-02-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4852337 | 1995-11-26 | Paper |
| On two-dimensional spectral realization | 1995-03-01 | Paper |
| Bayesian deconvolution of Bernoulli-Gaussian processes | 1994-02-24 | Paper |
| Detection of changes in the spectrum of a multidimensional process | 1993-05-16 | Paper |
