779 citations
- École PolytechniqueFR888 papers
- Centre National de la Recherche ScientifiqueFR309 papers
- Institut national de recherche en sciences et technologies du numériqueFR124 papers
- Université Paris-SaclayFR80 papers
- Centre de Recherche en Mathématiques de la DécisionFR50 papers
- Centre Inria de SaclayFR42 papers
- Institut Polytechnique de ParisFR40 papers
- Sorbonne UniversitéFR33 papers
- Commissariat à l'Énergie Atomique et aux Énergies AlternativesFR32 papers
- Laboratoire Jacques-Louis LionsFR32 papers
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- École Normale Supérieure - PSLFR30 papers
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…