M. Lavielle

Available identifiers

zbMath Open lavielle.marcMaRDI QIDQ673944

List of research outcomes

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
https://portal.mardi4nfdi.de/entity/Q5170736	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
https://portal.mardi4nfdi.de/entity/Q3400726	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

Research outcomes over time

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