output
20032026
most citedPlanck 2015 results. XIII. Cosmological parameters

10.6k citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

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Showing 2007 · math.STShow all

6 papers · 2 filters

math.ST2007

Frequency estimation based on the cumulated Lomb-Scargle periodogram

Céline Lévy-Leduc, Eric Moulines, François Roueff

We consider the problem of estimating the period of an unknown periodic function observed in additive noise sampled at irregularly spaced time instants in a semiparametric setting.…

math.ST2007

Log-average periodogram estimator of the memory parameter

Valderio Reisen, Eric Moulines, Philippe Soulier +1

This paper introduces a semiparametric regression estimator of the memory parameter for long-memory time series process. It is based on the regression in a neighborhood of the zero…

math.ST2007

Forgetting of the initial condition for the filter in general state-space hidden Markov chain: a coupling approach

Randal Douc, Eric Moulines, Ya'Acov Ritov

We give simple conditions that ensure exponential forgetting of the initial conditions of the filter for general state-space hidden Markov chain. The proofs are based on the coupli…

math.ST2007★ 8 cited

On the auxiliary particle filter

Randal Douc, Eric Moulines, Jimmy Olsson

In this article we study asymptotic properties of weighted samples produced by the auxiliary particle filter (APF) proposed by pitt and shephard (1999). Besides establishing a cent…

math.ST2007

Subgeometric ergodicity of Markov chains

Randal Douc, Eric Moulines, Philippe Soulier

The goal of this paper is to give a short and self contained proof of general bounds for subgeometric rates of convergence, under practical conditions. The main result whose proof,…

math.ST2007★ 1 cited

Forgetting of the initial distribution for Hidden Markov Models

Randal Douc, Gersende Fort, Eric Moulines +1

The forgetting of the initial distribution for discrete Hidden Markov Models (HMM) is addressed: a new set of conditions is proposed, to establish the forgetting property of the fi…