488 citations · 3k across the 119 of their papers we have counts for
3 papers · 2 filters
On stability of a class of filters for non-linear stochastic systems
Toni Karvonen, Silvère Bonnabel, Eric Moulines +1
This article develops a comprehensive framework for stability analysis of a broad class of commonly used continuous and discrete time-filters for stochastic dynamic systems with no…
Diffusion approximations and control variates for MCMC
Nicolas Brosse, Alain Durmus, Sean Meyn +2
A new methodology is presented for the construction of control variates to reduce the variance of additive functionals of Markov Chain Monte Carlo (MCMC) samplers. Our control vari…
Main effects and interactions in mixed and incomplete data frames
Geneviève Robin, Olga Klopp, Julie Josse +2
A mixed data frame (MDF) is a table collecting categorical, numerical and count observations. The use of MDF is widespread in statistics and the applications are numerous from abun…