The following pages link to Christian Lavergne (Q500644):
Displaying 15 items.
- Change of support in spatial variance-based sensitivity analysis (Q500647) (← links)
- A structured variational learning approach for switching latent factor models (Q636175) (← links)
- Optimal prediction with conditionally heteroskedastic factor analysed hidden Markov models (Q1037440) (← links)
- Improved nonlinear multivariate financial time series prediction with mixed-state latent factor models (Q2431710) (← links)
- A Jackknife Method for Estimation of Variance Components (Q2785877) (← links)
- Generalized Linear Factor Models: A New Local EM Estimation Algorithm (Q2862299) (← links)
- Markov and Semi-Markov Switching Linear Mixed Models Used to Identify Forest Tree Growth Components (Q3064263) (← links)
- Mixture of linear mixed models for clustering gene expression profiles from repeated microarray experiments (Q3413106) (← links)
- An EM-Based Viterbi Approximation Algorithm for Mixed-State Latent Factor Models (Q3532764) (← links)
- Conditionally heteroscedastic factorial HMMs for time series in finance (Q3607871) (← links)
- (Q3787315) (← links)
- (Q4311617) (← links)
- Estimation in a Two Variance Components Model When one Component is Known (Q4763448) (← links)
- (Q4849985) (← links)
- (Q5263259) (← links)
