2 citations · 2 across the 3 of their papers we have counts for
3 papers
Importance sampling for online variational learning
Mathis Chagneux, Pierre Gloaguen, Sylvain Le Corff +1
This article addresses online variational estimation in state-space models. We focus on learning the smoothing distribution, i.e. the joint distribution of the latent states given…
Deconvolution with unknown noise distribution is possible for multivariate signals
Elisabeth Gassiat, Sylvain Le Corff, Luc Lehéricy
This paper considers the deconvolution problem in the case where the target signal is multidimensional and no information is known about the noise distribution. More precisely, no…
Optimal scaling of the Random Walk Metropolis algorithm under Lp mean differentiability
Alain Durmus, Sylvain Le Corff, Eric Moulines +1
This paper considers the optimal scaling problem for high-dimensional random walk Metropolis algorithms for densities which are differentiable in Lp mean but which may be irregular…