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4 papers · 2 filters
Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator
Randal Douc, Paul Doukhan, Eric Moulines
This paper deals with a general class of observation-driven time series models with a special focus on time series of counts. We provide conditions under which there exist strict-s…
Simultaneous Localization and Mapping Problem in Wireless Sensor Networks
Thierry Dumont, Sylvain Le Corff
Mobile device localization in wireless sensor networks is a challenging task. It has already been addressed when the WiFI propagation maps of the access points are modeled determin…
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…
Convergence of adaptive and interacting Markov chain Monte Carlo algorithms
G. Fort, E. Moulines, P. Priouret
Adaptive and interacting Markov chain Monte Carlo algorithms (MCMC) have been recently introduced in the literature. These novel simulation algorithms are designed to increase the…