40 citations
- Laboratoire Traitement et Communication de l’InformationFR14 papers
- KU LeuvenBE13 papers
- Institut Polytechnique de ParisFR7 papers
- Laboratoire Traitement du Signal et de l'ImageFR4 papers
- Télécom ParisFR4 papers
- Centre National de la Recherche ScientifiqueFR3 papers
- Laboratoire d’Informatique et SystèmesFR3 papers
- Centre BorelliFR2 papers
- IBM (France)FR2 papers
- Institut national de recherche en sciences et technologies du numériqueFR2 papers
- Kyoto UniversityJP2 papers
- Laboratoire des signaux et systèmesFR2 papers
Showing 2012Show all
3 papers · 1 filter
math.NA2012★ 1 cited
The Monogenic Synchrosqueezed Wavelet Transform: A tool for the Decomposition/Demodulation of AM-FM images
Marianne Clausel, Thomas Oberlin, Valérie Perrier
The synchrosqueezing method aims at decomposing 1D functions as superpositions of a small number of "Intrinsic Modes", supposed to be well separated both in time and frequency. Bas…
math.ST2012★ 1 cited
Adaptive Equi-Energy Sampler : Convergence and Illustration
Amandine Schreck, Gersende Fort, Eric Moulines
Markov chain Monte Carlo (MCMC) methods allow to sample a distribution known up to a multiplicative constant. Classical MCMC samplers are known to have very poor mixing properties…
q-fin.TR2012★ 2 cited
Price Jump Prediction in Limit Order Book
Ban Zheng, Eric Moulines, Frédéric Abergel
A limit order book provides information on available limit order prices and their volumes. Based on these quantities, we give an empirical result on the relationship between the bi…