73 citations · 246 across the 15 of their papers we have counts for
17 papers
Learning with Importance Weighted Variational Inference
Kamélia Daudel, François Roueff
Several variational bounds involving importance weighting ideas generalize the Evidence Lower BOund (ELBO) for marginal likelihood optimization, such as the Importance-weighted Aut…
Monotonic Alpha-divergence Minimisation for Variational Inference
Kamélia Daudel, Randal Douc, François Roueff
In this paper, we introduce a novel family of iterative algorithms which carry out -divergence minimisation in a Variational Inference context. They do so by ensuring a systemat…
Nonlinear Functional Output Regression: a Dictionary Approach
Dimitri Bouche, Marianne Clausel, François Roueff +1
To address functional-output regression, we introduce projection learning (PL), a novel dictionary-based approach that learns to predict a function that is expanded on a dictionary…
Spectral estimation for non-linear long range dependent discrete time trawl processes
Paul Doukhan, François Roueff, Joseph Rynkiewicz
Discrete time trawl processes constitute a large class of time series parameterized by a trawl sequence (a j) jN and defined though a sequence of independent and identically d…
The -Divergence Expectation Iteration Scheme
Kamélia Daudel, Randal Douc, François Portier +1
This paper introduces the -EI algorithm, a novel iterative algorithm which operates on measures and performs -divergence minimisation in a Bayesian framework. We prove t…
Testing for homogeneity of variance in the wavelet domain
Olaf Kouamo, Eric Moulines, François Roueff
The danger of confusing long-range dependence with non-stationarity has been pointed out by many authors. Finding an answer to this difficult question is of importance to model tim…