104 citations · 206 across the 11 of their papers we have counts for
12 papers
An efficient Averaged Stochastic Gauss-Newton algorithm for estimating parameters of non linear regressions models
Peggy Cénac, Antoine Godichon-Baggioni, Bruno Portier
Non linear regression models are a standard tool for modeling real phenomena, with several applications in machine learning, ecology, econometry... Estimating the parameters of the…
Variable Length Memory Chains: characterization of stationary probability measures
Peggy Cénac, Brigitte Chauvin, Camille Noûs +2
Variable Length Memory Chains (VLMC), which are generalizations of finite order Markov chains, turn out to be an essential tool to modelize random sequences in many domains, as wel…
Variable Length Markov Chains, Persistent Random Walks: a close encounter
P. Cénac, B. Chauvin, F. Paccaut +1
This is the story of the encounter between two worlds: the world of random walks and the world of Variable Length Markov Chains (VLMC). The meeting point turns around the semi-Mark…
Characterization of stationary probability measures for Variable Length Markov Chains
Peggy Cénac, Brigitte Chauvin, Frédéric Paccaut +1
By introducing a key combinatorial structure for words produced by a Variable Length Markov Chain (VLMC), the longest internal suffix, precise characterizations of existence and un…
Recurrence of Multidimensional Persistent Random Walks. Fourier and Series Criteria
Peggy Cénac, Basile De Loynes, Yoann Offret +1
The recurrence features of persistent random walks built from variable length Markov chains are investigated. We observe that these stochastic processes can be seen as L{é}vy walks…
Online estimation of the geometric median in Hilbert spaces : non asymptotic confidence balls
Hervé Cardot, Peggy Cénac, Antoine Godichon
Estimation procedures based on recursive algorithms are interesting and powerful techniques that are able to deal rapidly with (very) large samples of high dimensional data. The co…