4 citations · 4 across the 15 of their papers we have counts for
3 papers · 1 filter
A new approach for estimating the number of spikes in high-dimensional Gaussian models
Hugo Jeannin, Pascal Vallet, Florent Bouchard +2
In this paper, we study the estimation of the signal subspace dimension in a -variate signal-plus-noise complex Gaussian model, when the noise covariance matrix is assumed t…
On Elliptical and Inverse Elliptical Wishart distributions
Imen Ayadi, Florent Bouchard, Frédéric Pascal
This paper deals with the Elliptical Wishart and Inverse Elliptical Wishart distributions, which play a major role when handling covariance matrices. Similarly to multivariate elli…
Intrinsic Bayesian Cramér-Rao Bound with an Application to Covariance Matrix Estimation
Florent Bouchard, Alexandre Renaux, Guillaume Ginolhac +1
This paper presents a new performance bound for estimation problems where the parameter to estimate lies in a Riemannian manifold (a smooth manifold endowed with a Riemannian metri…