×

zbMATH — the first resource for mathematics

Cappé, Olivier

Compute Distance To:
Author ID: cappe.olivier Recent zbMATH articles by "Cappé, Olivier"
Published as: Cappé, O.; Cappé, Olivier
Documents Indexed: 17 Publications since 1999, including 1 Book

Publications by Year

Citations contained in zbMATH Open

14 Publications have been cited 439 times in 414 Documents Cited by Year
Inference in hidden Markov models. Zbl 1080.62065
Cappé, Olivier; Moulines, Eric; Rydén, Tobias
292
2005
Reversible jump, birth-and-death and more general continuous time Markov chain Monte Carlo samplers. Zbl 1063.62133
Cappé, Olivier; Robert, Christian P.; Rydén, Tobias
36
2003
On-line expectation-maximization algorithm for latent data models. Zbl 1250.62015
Cappé, Olivier; Moulines, Eric
29
2009
Sequential Monte Carlo smoothing with application to parameter estimation in nonlinear state space models. Zbl 1155.62055
Olsson, Jimmy; Cappé, Olivier; Douc, Randal; Moulines, Éric
23
2008
Kullback-Leibler upper confidence bounds for optimal sequential allocation. Zbl 1293.62161
Cappé, Olivier; Garivier, Aurélien; Maillard, Odalric-Ambrym; Munos, Rémi; Stoltz, Gilles
18
2013
On the complexity of best-arm identification in multi-armed bandit models. Zbl 1360.62433
Kaufmann, Emilie; Cappé, Olivier; Garivier, Aurélien
12
2016
Homogeneity and change-point detection tests for multivariate data using rank statistics. Zbl 1338.62134
Lung-Yut-Fong, Alexandre; Lévy-Leduc, Céline; Cappé, Olivier
8
2015
On the convergence of the Monte-Carlo maximum likelihood method for latent variable models. Zbl 1035.62015
Cappé, Olivier; Douc, Randal; Moulines, Eric; Robert, Christian
5
2002
Distributed detection/localization of change-points in high-dimensional network traffic data. Zbl 1322.62146
Lung-Yut-Fong, A.; Lévy-Leduc, C.; Cappé, O.
4
2012
Simulation-based methods for blind maximum-likelihood filter identification. Zbl 0926.93066
Cappé, Olivier; Doucet, Arnaud; Lavielle, Marc; Moulines, Eric
4
1999
Markov chain Monte Carlo: 10 years and still running. Zbl 1072.60506
Cappé, Olivier; Robert, Christian P.
3
2000
Adaptive MCMC with online relabeling. Zbl 1386.65011
Bardenet, Rémi; Cappé, Olivier; Fort, Gersende; Kégl, Balázs
2
2015
Recursive computation of smoothed functionals of hidden Markovian processes using a particle approximation. Zbl 0982.65010
Cappé, Olivier
2
2001
Soft nonnegative matrix co-factorization. Zbl 1394.94509
Seichepine, Nicolas; Essid, Slim; Févotte, Cédric; Cappé, Olivier
1
2014
On the complexity of best-arm identification in multi-armed bandit models. Zbl 1360.62433
Kaufmann, Emilie; Cappé, Olivier; Garivier, Aurélien
12
2016
Homogeneity and change-point detection tests for multivariate data using rank statistics. Zbl 1338.62134
Lung-Yut-Fong, Alexandre; Lévy-Leduc, Céline; Cappé, Olivier
8
2015
Adaptive MCMC with online relabeling. Zbl 1386.65011
Bardenet, Rémi; Cappé, Olivier; Fort, Gersende; Kégl, Balázs
2
2015
Soft nonnegative matrix co-factorization. Zbl 1394.94509
Seichepine, Nicolas; Essid, Slim; Févotte, Cédric; Cappé, Olivier
1
2014
Kullback-Leibler upper confidence bounds for optimal sequential allocation. Zbl 1293.62161
Cappé, Olivier; Garivier, Aurélien; Maillard, Odalric-Ambrym; Munos, Rémi; Stoltz, Gilles
18
2013
Distributed detection/localization of change-points in high-dimensional network traffic data. Zbl 1322.62146
Lung-Yut-Fong, A.; Lévy-Leduc, C.; Cappé, O.
4
2012
On-line expectation-maximization algorithm for latent data models. Zbl 1250.62015
Cappé, Olivier; Moulines, Eric
29
2009
Sequential Monte Carlo smoothing with application to parameter estimation in nonlinear state space models. Zbl 1155.62055
Olsson, Jimmy; Cappé, Olivier; Douc, Randal; Moulines, Éric
23
2008
Inference in hidden Markov models. Zbl 1080.62065
Cappé, Olivier; Moulines, Eric; Rydén, Tobias
292
2005
Reversible jump, birth-and-death and more general continuous time Markov chain Monte Carlo samplers. Zbl 1063.62133
Cappé, Olivier; Robert, Christian P.; Rydén, Tobias
36
2003
On the convergence of the Monte-Carlo maximum likelihood method for latent variable models. Zbl 1035.62015
Cappé, Olivier; Douc, Randal; Moulines, Eric; Robert, Christian
5
2002
Recursive computation of smoothed functionals of hidden Markovian processes using a particle approximation. Zbl 0982.65010
Cappé, Olivier
2
2001
Markov chain Monte Carlo: 10 years and still running. Zbl 1072.60506
Cappé, Olivier; Robert, Christian P.
3
2000
Simulation-based methods for blind maximum-likelihood filter identification. Zbl 0926.93066
Cappé, Olivier; Doucet, Arnaud; Lavielle, Marc; Moulines, Eric
4
1999
all top 5

Cited by 742 Authors

19 Jasra, Ajay
12 Moulines, Eric
11 Douc, Randal
11 Olsson, Jimmy
10 Del Moral, Pierre
9 Singh, Sumeetpal S.
8 Doucet, Arnaud
8 Lember, Jüri
7 Pieczynski, Wojciech
7 van Handel, Ramon
6 Garivier, Aurélien
5 Gassiat, Elisabeth
5 Jacob, Pierre E.
5 Le Corff, Sylvain
5 Robert, Christian P.
5 Spezia, Luigi
4 Agüero, Juan-Carlos
4 Chopin, Nicolas
4 Cournède, Paul-Henry
4 Fort, Gersende
4 Goodwin, Graham Clifford
4 Honda, Junya
4 Ionides, Edward L.
4 Kaufmann, Emilie
4 Kutoyants, Yury A.
4 Law, Kody J. H.
4 Schön, Thomas B.
4 Trevezas, Samis
4 Zhou, Yan
3 Aston, John A. D.
3 Bartolucci, Francesco
3 Beskos, Alexandros
3 Cappé, Olivier
3 Chambaz, Antoine
3 Creal, Drew D.
3 Fu, Michael C.
3 Godoy, Boris I.
3 Guédon, Yann
3 Holzmann, Hajo
3 Kamatani, Kengo
3 Kaptein, Maurits Clemens
3 Kohn, Robert J.
3 Koloydenko, Alexey Alexandrovich
3 Kuljus, Kristi
3 Lacour, Claire
3 Langrock, Roland
3 Lindström, Erik
3 Madsen, Henrik O.
3 Marin, Jean-Michel
3 Matias, Catherine
3 Micheas, Athanasios Christou
3 Mohammadi, Abdolreza
3 Nystrup, Peter
3 Peng, Yijie
3 Russo, Daniel J.
3 Rydén, Tobias
3 Stoltz, Gilles
3 Sugiyama, Masashi
3 Xia, Yemao
3 Yuz, Juan I.
2 Augustyniak, Maciej
2 Bertin, Eric M.
2 Bhadra, Anindya
2 Bhattacharya, Sourabh
2 Bishop, Adrian N.
2 Chan, Hock Peng
2 Chatzis, Sotirios P.
2 Chen, Hao
2 Chen, Jinwen
2 Colombi, Roberto
2 Comte, Fabienne
2 Crisan, Dan O.
2 Dahlin, Johan
2 Dannemann, Jörn
2 Dean, Thomas A.
2 Dellaportas, Petros
2 Desbouvries, François
2 Diaconis, Persi Warren
2 Dobra, Adrian
2 Farcomeni, Alessio
2 Friel, Nial
2 Gagliardini, Patrick
2 Giordano, Sabrina
2 Gourieroux, Christian
2 Guerry, Marie-Anne
2 Guillin, Arnaud
2 Houssineau, Jeremie
2 Ippel, L.
2 Janczura, Joanna
2 Kantas, Nikolas
2 Katehakis, Michael N.
2 King, Aaron A.
2 Koutsourelakis, Phaedon-Stelios
2 Lagona, Francesco
2 Lai, Tze Leung
2 Leslie, David S.
2 Lévy-Leduc, Céline
2 Limnios, Nikolaos
2 Lindsten, Fredrik
2 Ludkovski, Michael
...and 642 more Authors
all top 5

Cited in 129 Serials

32 Computational Statistics and Data Analysis
29 Statistics and Computing
21 The Annals of Statistics
15 Bernoulli
11 Stochastic Processes and their Applications
11 Electronic Journal of Statistics
10 Methodology and Computing in Applied Probability
8 Journal of Econometrics
8 Journal of Multivariate Analysis
8 Neural Computation
8 Journal of Statistical Computation and Simulation
7 The Annals of Applied Probability
7 Computational Statistics
7 Journal of Machine Learning Research (JMLR)
7 The Annals of Applied Statistics
6 Journal of Statistical Planning and Inference
6 Statistics & Probability Letters
5 Annals of the Institute of Statistical Mathematics
5 Statistical Science
5 Communications in Statistics. Theory and Methods
5 Journal of Applied Statistics
5 Quantitative Finance
4 International Journal of Control
4 Stochastic Analysis and Applications
4 Machine Learning
4 Communications in Statistics. Simulation and Computation
4 AStA. Advances in Statistical Analysis
3 Advances in Applied Probability
3 Journal of Computational Physics
3 Journal of the Franklin Institute
3 Journal of Statistical Physics
3 Automatica
3 Journal of the American Statistical Association
3 Operations Research
3 SIAM Journal on Control and Optimization
3 SIAM Journal on Numerical Analysis
3 Statistics
3 Journal of Economic Dynamics & Control
3 Signal Processing
3 European Journal of Operational Research
3 Pattern Recognition
3 Test
3 SIAM Journal on Scientific Computing
3 Mathematical Methods of Statistics
3 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
3 Comptes Rendus. Mathématique. Académie des Sciences, Paris
3 Advances in Data Analysis and Classification. ADAC
3 Journal of Agricultural, Biological, and Environmental Statistics
2 Artificial Intelligence
2 The Canadian Journal of Statistics
2 Physica A
2 Biometrics
2 Mathematics of Operations Research
2 Insurance Mathematics & Economics
2 Journal of Time Series Analysis
2 International Journal of Approximate Reasoning
2 Automation and Remote Control
2 Statistical Papers
2 Applied Mathematical Finance
2 Journal of Nonparametric Statistics
2 Mathematical Problems in Engineering
2 Econometric Theory
2 Brazilian Journal of Probability and Statistics
2 Stochastic Models
2 Statistical Methods and Applications
2 Journal of Physics A: Mathematical and Theoretical
2 Journal of Theoretical Biology
2 Bayesian Analysis
2 SIAM/ASA Journal on Uncertainty Quantification
2 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys
1 Journal of Mathematical Biology
1 Lithuanian Mathematical Journal
1 Mathematical Biosciences
1 Psychometrika
1 Scandinavian Journal of Statistics
1 The Annals of Probability
1 Biometrical Journal
1 Dissertationes Mathematicae
1 Journal of Applied Probability
1 Journal of Mathematical Psychology
1 Metron
1 Theoretical Population Biology
1 Acta Applicandae Mathematicae
1 Probability Theory and Related Fields
1 Sequential Analysis
1 Computers & Operations Research
1 COMPEL
1 Asia-Pacific Journal of Operational Research
1 Journal of Theoretical Probability
1 Queueing Systems
1 Journal of Global Optimization
1 Bulletin of the American Mathematical Society. New Series
1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
1 Journal of Mathematical Imaging and Vision
1 Annales Mathématiques Blaise Pascal
1 Computational and Applied Mathematics
1 Journal of Computational Neuroscience
1 Electronic Communications in Probability
1 ELA. The Electronic Journal of Linear Algebra
1 Mathematical Finance
...and 29 more Serials

Citations by Year