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20102026
most citedOnline Sequential Monte Carlo smoother for partially observed stochastic differential equations

7 citations · 19 across the 21 of their papers we have counts for

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5 papers · 1 filter

stat.ME2026

Independent Component Discovery in Temporal Count Data

Alexandre Chaussard, Anna Bonnet, Sylvain Le Corff

Advances in data collection are producing growing volumes of temporal count observations, making adapted modeling increasingly necessary. In this work, we introduce a generative fr…

stat.ME2024

Tree-based variational inference for Poisson log-normal models

Alexandre Chaussard, Anna Bonnet, Elisabeth Gassiat +1

When studying ecosystems, hierarchical trees are often used to organize entities based on proximity criteria, such as the taxonomy in microbiology, social classes in geography, or…

stat.ME2023

Variational excess risk bound for general state space models

Élisabeth Gassiat, Sylvain Le Corff

In this paper, we consider variational autoencoders (VAE) for general state space models. We consider a backward factorization of the variational distributions to analyze the exces…

stat.ME2022★ 1 cited

Amortized backward variational inference in nonlinear state-space models

Mathis Chagneux, Élisabeth Gassiat, Pierre Gloaguen +1

We consider the problem of state estimation in general state-space models using variational inference. For a generic variational family defined using the same backward decompositio…

stat.ME2017★ 7 cited

Online Sequential Monte Carlo smoother for partially observed stochastic differential equations

Pierre Gloaguen, Marie-Pierre Etienne, Sylvain Le Corff

This paper introduces a new algorithm to approximate smoothed additive functionals for partially observed stochastic differential equations. This method relies on a recent procedur…