6 citations · 6 across the 3 of their papers we have counts for
3 papers
On particle filters applied to electricity load forecasting
Tristan Launay, Anne Philippe, Sophie Lamarche
We are interested in the online prediction of the electricity load, within the Bayesian framework of dynamic models. We offer a review of sequential Monte Carlo methods, and provid…
Consistency of the posterior distribution and MLE for piecewise linear regression
Tristan Launay, Anne Philippe, Sophie Lamarche
We prove the weak consistency of the posterior distribution and that of the Bayes estimator for a two-phase piecewise linear regression mdoel where the break-point is unknown. The…
Construction of an informative hierarchical prior for a small sample with the help of historical data and application to electricity load forecasting
Tristan Launay, Anne Philippe, Sophie Lamarche
We are interested in the estimation and prediction of a parametric model on a short dataset upon which it is expected to overfit and perform badly. To overcome the lack of data (re…