65 citations · 114 across the 18 of their papers we have counts for
24 papers
On the privacy cost for dependent Gaussian data: spectral density estimation under local differential privacy
Yann Issartel, François Roueff
We study the fundamental problem of estimating the dependence structure of a centered stationary Gaussian process under local differential privacy (LDP). In this setting, the spect…
General-order observation-driven models: ergodicity and consistency of the maximum likelihood estimator
Tepmony Sim, Randal Douc, François Roueff
The class of observation-driven models (ODMs) includes many models of non-linear time series which, in a fashion similar to, yet different from, hidden Markov models (HMMs), involv…
Smooth nonnegative tensor factorization for multi-sites electrical load monitoring
Amaury Durand, François Roueff, Jean-Marc Jicquel +1
The analysis of load curves collected from smart meters is a key step for many energy management tasks ranging from consumption forecasting to customers characterization and load m…
Necessary and sufficient conditions for the identifiability of observation-driven models
François Roueff, Randal Douc, Ois Roueff +1
In this contribution we are interested in proving that a given observation-driven model is identifiable. In the case of a GARCH(p, q) model, a simple sufficient condition has been…
Posterior consistency for partially observed Markov models
Randal Douc, Jimmy Olsson, Francois Roueff
In this work we establish the posterior consistency for a parametrized family of partially observed, fully dominated Markov models. As a main assumption, we suppose that the prior…
Anomaly Detection and Localisation using Mixed Graphical Models
Romain Laby, François Roueff, Alexandre Gramfort
We propose a method that performs anomaly detection and localisation within heterogeneous data using a pairwise undirected mixed graphical model. The data are a mixture of categori…