The following pages link to Marc Lavielle (Q673944):
Displayed 36 items.
- Detection of multiple changes in a sequence of dependent variables (Q120317) (← links)
- Using penalized contrasts for the change-point problem (Q120318) (← links)
- Item:Q673944 (redirect page) (← links)
- Maximum likelihood estimation in discrete mixed hidden Markov models using the SAEM algorithm (Q435011) (← links)
- A stochastic algorithm for parametric and non-parametric estimation in the case of incomplete data (Q673945) (← links)
- An improved SAEM algorithm for maximum likelihood estimation in mixtures of non linear mixed effects models (Q746314) (← links)
- Coupling the SAEM algorithm and the extended Kalman filter for maximum likelihood estimation in mixed-effects diffusion models (Q896589) (← links)
- Bayesian off-line detection of multiple change-points corrupted by multiplicative noise: Application to SAR image edge detection (Q948205) (← links)
- Maximum likelihood estimation in nonlinear mixed effects models (Q957278) (← links)
- Extension of the SAEM algorithm to left-censored data in nonlinear mixed-effects model: Application to HIV dynamics model (Q1010506) (← links)
- Simulation-based methods for blind maximum-likelihood filter identification (Q1285634) (← links)
- Bayesian deconvolution of Bernoulli-Gaussian processes (Q1314552) (← links)
- Gibbs sampling for parameters estimation and change-points detection in inverse problems. Application to electromagnetic imaging. (Q1575172) (← links)
- The multiple change-points problem for the spectral distribution (Q1590229) (← links)
- Random threshold for linear model selection, revisited (Q1708924) (← links)
- Convergence of a stochastic approximation version of the EM algorithm (Q1807177) (← links)
- f-SAEM: a fast stochastic approximation of the EM algorithm for nonlinear mixed effects models (Q2008004) (← links)
- A note on BIC in mixed-effects models (Q2452101) (← links)
- Detection of multiple change-points in multivariate time series (Q2471636) (← links)
- Least‐squares Estimation of an Unknown Number of Shifts in a Time Series (Q2742772) (← links)
- Maximum Likelihood Estimation of Long-Term HIV Dynamic Models and Antiviral Response (Q3008884) (← links)
- (Q3400726) (← links)
- Detection of changes in the spectrum of a multidimensional process (Q4036249) (← links)
- On two-dimensional spectral realization (Q4324131) (← links)
- Détection de ruptures multiples dans la moyenne d'un processus aléatoire (Q4342556) (← links)
- Coupling a stochastic approximation version of EM with an MCMC procedure (Q4671811) (← links)
- Estimation of marginal and spectral modes (Q4796541) (← links)
- (Q4852337) (← links)
- Sharp large deviations for Gaussian quadratic forms with applications (Q4941312) (← links)
- The Whittle Estimator for Strongly Dependent Stationary Gaussian Fields (Q4956045) (← links)
- (Q5170736) (← links)
- Random thresholds for linear model selection (Q5190281) (← links)
- Joint modelling of longitudinal and repeated time-to-event data using nonlinear mixed-effects models and the stochastic approximation expectation–maximization algorithm (Q5220804) (← links)
- Semiparametric estimation of the frequency of unknown periodic functions and its application to laser vibrometry signals (Q5355778) (← links)
- Estimation of Nonparametric Autoregressive Time Series Models Under Dynamical Constraints (Q5467608) (← links)
- An application of MCMC methods for the multiple change-points problem. (Q5940755) (← links)