425 citations
- École PolytechniqueFR14 papers
- Université Paris NanterreFR7 papers
- Centre National de la Recherche ScientifiqueFR5 papers
- Laboratoire Traitement et Communication de l’InformationFR3 papers
- Centre de Recherche en Épistémologie AppliquéeFR2 papers
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- Université Paris-Est CréteilFR2 papers
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Showing 2007 · math.STShow all
3 papers · 2 filters
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…