177 citations · 349 across the 12 of their papers we have counts for
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stat.CO2012★ 2 cited
Adaptive MCMC with online relabeling
Rémi Bardenet, Olivier Cappé, Gersende Fort +1
When targeting a distribution that is artificially invariant under some permutations, Markov chain Monte Carlo (MCMC) algorithms face the label-switching problem, rendering margina…
stat.CO2009★ 4 cited
Online EM Algorithm for Hidden Markov Models
Olivier Cappé
Online (also called "recursive" or "adaptive") estimation of fixed model parameters in hidden Markov models is a topic of much interest in times series modelling. In this work, we…