2 papers
math.ST2008
Semiparametric regression estimation using noisy nonlinear non invertible functions of the observations
Elisabeth Gassiat, Benoit Landelle
We investigate a semiparametric regression model where one gets noisy non linear non invertible functions of the observations. We focus on the application to bearings-only tracking…
math.PR2008
Forgetting of the initial distribution for non-ergodic Hidden Markov Chains
Elisabeth Gassiat, Benoit Landelle, Eric Moulines
In this paper, the forgetting of the initial distribution for a non-ergodic Hidden Markov Models (HMM) is studied. A new set of conditions is proposed to establish the forgetting p…