183 citations · 724 across the 42 of their papers we have counts for
3 papers · 1 filter
On the two-filter approximations of marginal smoothing distributions in general state space models
Thi Ngoc Minh Nguyen, Sylvain Le Corff, Eric Moulines
A prevalent problem in general state space models is the approximation of the smoothing distribution of a state conditional on the observations from the past, the present, and the…
Optimal scaling of the Random Walk Metropolis algorithm under Lp mean differentiability
Alain Durmus, Sylvain Le Corff, Eric Moulines +1
This paper considers the optimal scaling problem for high-dimensional random walk Metropolis algorithms for densities which are differentiable in Lp mean but which may be irregular…
Online EM for Functional Data
Florian Maire, Eric Moulines, Sidonie Lefebvre
A novel approach to perform unsupervised sequential learning for functional data is proposed. Our goal is to extract reference shapes (referred to as templates) from noisy, deforme…