activity
20122023
most citedParameter Estimation For Multivariate Generalized Gaussian Distributions

143 citations · 522 across the 25 of their papers we have counts for

collaborators

30 papers

stat.ML2023

Algorithme EM régularisé

Pierre Houdouin, Matthieu Jonkcheere, Frederic Pascal

Expectation-Maximization (EM) algorithm is a widely used iterative algorithm for computing maximum likelihood estimate when dealing with Gaussian Mixture Model (GMM). When the samp…

stat.ML2023

FEMDA: Une méthode de classification robuste et flexible

Pierre Houdouin, Matthieu Jonckheere, Frederic Pascal

Linear and Quadratic Discriminant Analysis (LDA and QDA) are well-known classical methods but can heavily suffer from non-Gaussian distributions and/or contaminated datasets, mainl…

stat.ME2023

Affine equivariant Tyler's M-estimator applied to tail parameter learning of elliptical distributions

Esa Ollila, Daniel P. Palomar, Frederic Pascal

We propose estimating the scale parameter (mean of the eigenvalues) of the scatter matrix of an unspecified elliptically symmetric distribution using weights obtained by solving Ty…

stat.ML2023

Regularized EM algorithm

Pierre Houdouin, Esa Ollila, Frederic Pascal

Expectation-Maximization (EM) algorithm is a widely used iterative algorithm for computing (local) maximum likelihood estimate (MLE). It can be used in an extensive range of proble…

stat.ML2022★ 1 cited

Robust classification with flexible discriminant analysis in heterogeneous data

Pierre Houdouin, Frédéric Pascal, Matthieu Jonckheere +1

Linear and Quadratic Discriminant Analysis are well-known classical methods but can heavily suffer from non-Gaussian distributions and/or contaminated datasets, mainly because of t…

stat.ML2022★ 21 cited

A Robust and Flexible EM Algorithm for Mixtures of Elliptical Distributions with Missing Data

Florian Mouret, Alexandre Hippert-Ferrer, Frédéric Pascal +1

This paper tackles the problem of missing data imputation for noisy and non-Gaussian data. A classical imputation method, the Expectation Maximization (EM) algorithm for Gaussian m…