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hal-00684716v2  Article dans une revue
Ban ZhengEric MoulinesFrédéric AbergelPrice jump prediction in a limit order book
journal of mathematical finance, 2013, 3 (2), pp.242-255. <10.4236/jmf.2013.3202>
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hal-00259951v2  Pré-publication, Document de travail
Julien CornebiseEric MoulinesJimmy OlssonAdaptive methods for sequential importance sampling with application to state space models
Preprint of the article to be published in Statistics and Comptuing. 36 pages. 2008
hal-00978886v1  Communication dans un congrès
Yasir KhanBerna SayracEric MoulinesSurrogate Based Centralized SON: Application to Interference Mitigation in LTE-A HetNets
Vehicular Technology Conference (VTC Spring), 2013 IEEE 77th, Jun 2013, Germany. pp.1 - 5, 2013, <10.1109/VTCSpring.2013.6692776>
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inria-00386750v1  Communication dans un congrès
Randal DoucA. GarivierEric MoulinesJimmy OlssonApproximation particulaire par FFBS de la loi de lissage pour des HMM dans des espaces d'états généraux
41èmes Journées de Statistique, SFdS, Bordeaux, 2009, Bordeaux, France, France. 2009
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hal-00154180v1  Chapitre d'ouvrage
Randal DoucEric MoulinesPhilippe SoulierSubgeometric ergodicity of Markov chains
Patrice Bertail, Paul Doukhan, Philippe Soulier. Dependence in probability and statistics, Springer, pp.55--64, 2006, Lecture notes in statistics
hal-01372463v1  Article dans une revue
Randal DoucArnaud GuillinEric MoulinesBounds on regeneration times and limit theorems for subgeometric Markov chains
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, Institute Henri Poincaré, 2008, 44 (2), pp.239 - 257. <10.1214/07-AIHP109>
hal-01263245v1  Ouvrage (y compris édition critique et traduction)
Randal DoucEric MoulinesDavid StofferNonlinear time series : theory, methods and applications with R examples
Chapman et Hall - CRC Press, 2014, Texts in statistical science, Texts in statistical science, 978-1-466-50225-3
hal-01354770v1  Article dans une revue
Randal DoucElisabeth Gassiat-GranierBenoit LandelleEric MoulinesForgetting of the initial distribution for nonergodic Hidden Markov Chains
Annals of Applied Probability, Institute of Mathematical Statistics (IMS), 2010, 20 (5), pp.1638 - 1662
hal-01262408v1  Article dans une revue
Randal DoucEric MoulinesJimmy OlssonLong-term stability of sequential Monte Carlo methods under verifiable conditions
Annals of Applied Probability, Institute of Mathematical Statistics (IMS), 2014, 24 (5), pp.1767 - 1802. <10.1214/13-AAP962>
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hal-00087295v2  Article dans une revue
Gersende FortSean MeynEric MoulinesPierre PriouretThe ODE method for stability of skip-free Markov chains with applications to MCMC
Annals of Applied Probability, Institute of Mathematical Statistics (IMS), 2008, 18 (2), pp.664-707. <10.1214/07-AAP471>
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hal-00608574v1  Article dans une revue
Gersende FortEric MoulinesPierre PriouretPierre VandekerkhoveA simple variance inequality for U-statistics of a Markov chain with applications
Statistics and Probability Letters, Elsevier, 2012, 82 (6), pp.1193--1201
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hal-00138902v1  Article dans une revue
Randal DoucGersende FortEric MoulinesPierre PriouretForgetting of the initial distribution for Hidden Markov Models
Stochastic Processes and their Applications, Elsevier, 2009, 119 (4), pp.1235--1256
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hal-00174161v1  Pré-publication, Document de travail
Randal DoucEric MoulinesJimmy OlssonOn the auxiliary particle filter
26 pages. 2007
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hal-00831977v1  Communication dans un congrès
Francis BachEric MoulinesNon-strongly-convex smooth stochastic approximation with convergence rate O(1/n)
Neural Information Processing Systems (NIPS), Dec 2013, United States. 2013
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hal-00608041v1  Communication dans un congrès
Francis BachEric MoulinesNon-Asymptotic Analysis of Stochastic Approximation Algorithms for Machine Learning
Neural Information Processing Systems (NIPS), 2011, Spain. 2011
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