488 citations · 3k across the 119 of their papers we have counts for
5 papers · 1 filter
Asymptotic properties of the maximum likelihood estimation in misspecified hidden Markov models
Randal Douc, Eric Moulines
Let be a stationary sequence on a probability space taking values in a standard Borel space . Consider the associ…
Adaptive sequential Monte Carlo by means of mixture of experts
J. Cornebise, E. Moulines, J. Olsson
Appropriately designing the proposal kernel of particle filters is an issue of significant importance, since a bad choice may lead to deterioration of the particle sample and, cons…
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…
Testing for homogeneity of variance in the wavelet domain
Olaf Kouamo, Eric Moulines, François Roueff
The danger of confusing long-range dependence with non-stationarity has been pointed out by many authors. Finding an answer to this difficult question is of importance to model tim…