1 citations · 1 across the 4 of their papers we have counts for
4 papers
Variational quantization for state space models
Etienne David, Jean Bellot, Sylvain Le Corff
Forecasting tasks using large datasets gathering thousands of heterogeneous time series is a crucial statistical problem in numerous sectors. The main challenge is to model a rich…
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…
Monte Carlo guided Diffusion for Bayesian linear inverse problems
Gabriel Cardoso, Yazid Janati El Idrissi, Sylvain Le Corff +1
Ill-posed linear inverse problems arise frequently in various applications, from computational photography to medical imaging. A recent line of research exploits Bayesian inference…
Asymptotic convergence of iterative optimization algorithms
Randal Douc, Sylvain Le Corff
This paper introduces a general framework for iterative optimization algorithms and establishes under general assumptions that their convergence is asymptotically geometric. We als…