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most citedKalman filter demystified: from intuition to probabilistic graphical model to real case in financial markets

2 citations · 2 across the 3 of their papers we have counts for

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math.PR2019

Operator norm upper bound for sub-Gaussian tailed random matrices

Eric Benhamou, Jamal Atif, Rida Laraki

This paper investigates an upper bound of the operator norm for sub-Gaussian tailed random matrices. A lot of attention has been put on uniformly bounded sub-Gaussian tailed random…

math.PR2018

Three remarkable properties of the Normal distribution

Eric Benhamou, Beatrice Guez, Nicolas Paris

In this paper, we present three remarkable properties of the normal distribution: first that if two independent variables's sum is normally distributed, then each random variable f…