10.6k citations
- Télécom ParisFR516 papers
- Centre National de la Recherche ScientifiqueFR356 papers
- ParisTechFR240 papers
- Université Paris-SaclayFR115 papers
- Université Paris-SudFR106 papers
- University of CambridgeGB95 papers
- Commissariat à l'Énergie Atomique et aux Énergies AlternativesFR94 papers
- Institut d'Astrophysique de ParisFR92 papers
- Sapienza University of RomeIT91 papers
- Imperial College LondonGB90 papers
- University of TorontoCA90 papers
- California Institute of TechnologyUS89 papers
30 papers · 1 filter
Robust estimation of the scale and of the autocovariance function of Gaussian short and long-range dependent processes
Céline Lévy-Leduc, Hélène Boistard, Eric Moulines +2
A desirable property of an autocovariance estimator is to be robust to the presence of additive outliers. It is well-known that the sample autocovariance, being based on moments, d…
Asymptotic properties of U-processes under long-range dependence
Céline Lévy-Leduc, Hélène Boistard, Eric Moulines +2
Let be a stationary mean-zero Gaussian process with covariances $ρ(k)=\PE(X_{1}X_{k+1})$ satisfying: and where is in and $…
Consistency of the maximum likelihood estimator for general hidden Markov models
Randal Douc, Eric Moulines, Jimmy Olsson +1
Consider a parametrized family of general hidden Markov models, where both the observed and unobserved components take values in a complete separable metric space. We prove that th…
A simple proof that Gaussian attacks are optimal among collective attacks against continuous-variable quantum key distribution with a Gaussian modulation
Anthony Leverrier, Philippe Grangier
In this paper, we give a simple proof of the fact that the optimal collective attacks against continous-variable quantum key distribution with a Gaussian modulation are Gaussian at…
Bayesian model comparison in cosmology with Population Monte Carlo
Martin Kilbinger, Darren Wraith, Christian P. Robert +6
We use Bayesian model selection techniques to test extensions of the standard flat LambdaCDM paradigm. Dark-energy and curvature scenarios, and primordial perturbation models are c…
Local matching indicators for transport with concave costs
Julie Delon, Julien Salomon, A. Sobolevskii
In this note, we introduce a class of indicators that enable to compute efficiently optimal transport plans associated to arbitrary distributions of demands and supplies in…