The following pages link to Eric Moulines (Q217350):
Displaying 50 items.
- (Q80867) (redirect page) (← links)
- Main effects and interactions in mixed and incomplete data frames (Q146484) (← links)
- (Q180839) (redirect page) (← links)
- A simple variance inequality for \(U\)-statistics of a Markov chain with applications (Q426715) (← links)
- Convergence of adaptive and interacting Markov chain Monte Carlo algorithms (Q449997) (← links)
- (Q503092) (redirect page) (← links)
- Subgeometric rates of convergence in Wasserstein distance for Markov chains (Q503093) (← links)
- MCMC design-based non-parametric regression for rare event. application to nested risk computations (Q515537) (← links)
- Asymptotic properties of \(U\)-processes under long-range dependence (Q638797) (← links)
- Sequential Monte Carlo smoothing for general state space hidden Markov models (Q657691) (← links)
- On adaptive stratification (Q666354) (← links)
- Bounds on regeneration times and limit theorems for subgeometric Markov chains (Q731664) (← links)
- Asymptotic properties of the maximum likelihood estimation in misspecified hidden Markov models (Q741804) (← links)
- Long-term stability of sequential Monte Carlo methods under verifiable conditions (Q744372) (← links)
- Scaling analysis of multiple-try MCMC methods (Q765876) (← links)
- On recursive estimation for time varying autoregressive processes (Q817986) (← links)
- On the ergodicity properties of some adaptive MCMC algorithms (Q862214) (← links)
- Adaptive sequential Monte Carlo by means of mixture of experts (Q892475) (← links)
- Adaptive multinomial matrix completion (Q902226) (← links)
- Nonparametric estimation of Mark's distribution of an exponential shot-noise process (Q906306) (← links)
- A wavelet Whittle estimator of the memory parameter of a nonstationary Gaussian time series (Q939668) (← links)
- Limit theorems for weighted samples with applications to sequential Monte Carlo methods (Q955144) (← links)
- Sequential Monte Carlo smoothing with application to parameter estimation in nonlinear state space models (Q1002580) (← links)
- Forgetting the initial distribution for hidden Markov models (Q1016613) (← links)
- Forgetting of the initial condition for the filter in general state-space hidden Markov chain: a coupling approach (Q1039093) (← links)
- Simulation-based methods for blind maximum-likelihood filter identification (Q1285634) (← links)
- Edgeworth expansions for linear statistics of possibly long-range-dependent linear processes. (Q1427715) (← links)
- Convergence of the Monte Carlo expectation maximization for curved exponential families. (Q1434013) (← links)
- Broadband log-periodogram regression of time series with long-range dependence (Q1568278) (← links)
- \(V\)-subgeometric ergodicity for a Hastings-Metropolis algorithm (Q1587711) (← links)
- Online EM for functional data (Q1654231) (← links)
- Normalizing constants of log-concave densities (Q1746544) (← links)
- The FEXP estimator for potentially non-stationary linear time series. (Q1766049) (← links)
- Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime (Q1766135) (← links)
- Quantitative bounds on convergence of time-inhomogeneous Markov chains (Q1769405) (← links)
- Global sampling for sequential filtering over discrete state space (Q1773793) (← links)
- Convergence of a stochastic approximation version of the EM algorithm (Q1807177) (← links)
- Practical drift conditions for subgeometric rates of convergence. (Q1879912) (← links)
- Central limit theorem for the robust log-regression wavelet estimation of the memory parameter in the Gaussian semi-parametric context (Q1940755) (← links)
- Forgetting of the initial distribution for nonergodic hidden Markov chains (Q1958495) (← links)
- Irreducibility and geometric ergodicity of Hamiltonian Monte Carlo (Q1996782) (← links)
- Density estimation for RWRE (Q2002087) (← links)
- f-SAEM: a fast stochastic approximation of the EM algorithm for nonlinear mixed effects models (Q2008004) (← links)
- Fast incremental expectation maximization for finite-sum optimization: nonasymptotic convergence (Q2058782) (← links)
- Variance reduction for additive functionals of Markov chains via martingale representations (Q2114045) (← links)
- A quantitative McDiarmid's inequality for geometrically ergodic Markov chains (Q2183112) (← links)
- Variance reduction for Markov chains with application to MCMC (Q2195839) (← links)
- On stochastic gradient Langevin dynamics with dependent data streams in the logconcave case (Q2214233) (← links)
- The tamed unadjusted Langevin algorithm (Q2274251) (← links)
- Low-rank model with covariates for count data with missing values (Q2274954) (← links)
