90 citations · 403 across the 37 of their papers we have counts for
5 papers · 2 filters
Convergence of a Particle-based Approximation of the Block Online Expectation Maximization Algorithm
Sylvain Le Corff, Gersende Fort
Online variants of the Expectation Maximization (EM) algorithm have recently been proposed to perform parameter inference with large data sets or data streams, in independent laten…
Supplement paper to "Online Expectation Maximization based algorithms for inference in hidden Markov models"
Sylvain Le Corff, Gersende Fort
This is a supplementary material to the paper "Online Expectation Maximization based algorithms for inference in hidden Markov models". It contains further technical derivations an…
Online Expectation Maximization based algorithms for inference in hidden Markov models
Sylvain Le Corff, Gersende Fort
The Expectation Maximization (EM) algorithm is a versatile tool for model parameter estimation in latent data models. When processing large data sets or data stream however, EM bec…
A simple variance inequality for U-statistics of a Markov chain with applications
Gersende Fort, Eric Moulines, Pierre Priouret +1
We establish a simple variance inequality for U-statistics whose underlying sequence of random variables is an ergodic Markov Chain. The constants in this inequality are explicit a…
A central limit theorem for adaptive and interacting Markov chains
Gersende Fort, Eric Moulines, Pierre Priouret +1
Adaptive and interacting Markov Chains Monte Carlo (MCMC) algorithms are a novel class of non-Markovian algorithms aimed at improving the simulation efficiency for complicated targ…