Edit Profile Moulines, Eric Compute Distance To: Compute Author ID: moulines.eric Published as: Moulines, E.; Moulines, Eric; Moulines, É.; Moulines, Éric Documents Indexed: 114 Publications since 1994, including 3 Books all top 5 Co-Authors 1 single-authored 26 Douc, Randal 17 Fort, Gersende 17 Soulier, Philippe 11 Roueff, François 9 Durmus, Alain 9 Priouret, Pierre 8 Olsson, Jimmy 7 Cappé, Olivier 7 Taqqu, Murad S. 6 Lavielle, Marc 5 Lévy-Leduc, Céline 4 Reisen, Valdério Anselmo 3 Boistard, Hélène 3 Faÿ, Gilles 3 Garivier, Aurélien 3 Hurvich, Clifford M. 3 Loubaton, Philippe 3 Souloumiac, Antoine 2 Abed-Meraim, Karim 2 Andrieu, Christophe 2 Bardet, Jean-Marc 2 Bédard, Myléne 2 Brosse, Nicolas 2 Cardoso, Jean-François 2 Del Moral, Pierre 2 Havet, Antoine 2 Josse, Julie 2 Klopp, Olga 2 Kouamo, Olaf 2 Lafond, Jean 2 Le Corff, Sylvain 2 Lefebvre, Sidonie 2 Lerasle, Matthieu 2 Maire, Florian 2 Roberts, Gareth O. 2 Robin, Geneviève 2 Rosenthal, Jeffrey S. 2 Rydén, Tobias 2 Sabanis, Sotirios 2 Schreck, Amandine 2 Trigano, Thomas 2 Vandekerkhove, Pierre 2 Vergé, Christelle 1 Aguech, Rafik 1 Atchadé, Yves F. 1 Barembruch, Steffen 1 Barkhagen, M. 1 Belomestny, D. V. 1 Bonnabel, Silvère 1 Charbit, Maurice 1 Chau, Nancy H. 1 Cheung-Mon-Chan, Pascal 1 Chevalier, Pascal 1 Cornebise, Julien 1 Delyon, Bernard 1 Doucet, Arnaud 1 Doukhan, Paul 1 Dubarry, Cyrille 1 Duhamel, Pierre 1 Étoré, Pierre 1 Fokianos, Konstantinos 1 Franco, Glaura C. 1 Gassiat, Elisabeth 1 Gobet, Emmanuel 1 Guillin, Arnaud 1 Hachem, Walid 1 Ilhe, Paul 1 Iosipoi, Leonid 1 Iouditsky, Anatoli 1 Jakubowicz, Jérémie 1 Jourdain, Benjamin 1 Karimi, Belhal 1 Karvonen, Toni 1 Landelle, Benoit 1 Lang, Gabriel 1 Lasaulce, Samson 1 Lindsten, Frederik 1 Lindsten, Fredrik 1 Meyn, Sean P. 1 Montagu, Thierry 1 Naumov, A. I. 1 Nguyen, Thi Ngoc Minh 1 Pereyra, Marcelo 1 Perros-Meilhac, Lisa 1 Prado, Jacques 1 Rásonyi, Miklós 1 Ritov, Ya’acov 1 Robert, Christian P. 1 Saksman, Eero 1 Salmon, Joseph 1 Samsonov, S. V. 1 Sardy, Sylvain 1 Särkkä, Simo 1 Scaglione, Anna 1 Singh, Shashank Sheshar 1 Stoffer, David S. 1 Tibshirani, Robert John 1 van Handel, Ramon 1 Vernet, Elodie 1 Vihola, Matti ...and 2 more Co-Authors all top 5 Serials 12 The Annals of Statistics 8 The Annals of Applied Probability 8 Bernoulli 7 Journal of Time Series Analysis 7 IEEE Transactions on Signal Processing 6 Stochastic Processes and their Applications 4 SIAM Journal on Control and Optimization 4 Electronic Journal of Statistics 4 Statistics and Computing 3 Statistics & Probability Letters 3 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings 2 IEEE Transactions on Information Theory 2 Scandinavian Journal of Statistics 2 Econometrica 2 Journal of Applied Probability 2 Comptes Rendus de l’Académie des Sciences. Série I 2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 2 Computational Statistics and Data Analysis 2 Journal of the Royal Statistical Society. Series B. Statistical Methodology 1 Advances in Applied Probability 1 Biometrika 1 Gazette des Mathématiciens 1 IEEE Transactions on Automatic Control 1 Journal of the American Statistical Association 1 Journal of Econometrics 1 Journal of Multivariate Analysis 1 Probability and Mathematical Statistics 1 Statistics 1 Signal Processing 1 Annals of Operations Research 1 Annales des Télécommunications 1 Mathematical Methods of Statistics 1 Fractals 1 Monte Carlo Methods and Applications 1 Electronic Journal of Probability 1 Electronic Communications in Probability 1 ACM Transactions on Modeling and Computer Simulation 1 Statistical Inference for Stochastic Processes 1 Methodology and Computing in Applied Probability 1 IEEE Transactions on Image Processing 1 Journal of Machine Learning Research (JMLR) 1 EURASIP Journal on Applied Signal Processing 1 SIAM Journal on Imaging Sciences 1 Stochastic Systems 1 Springer Series in Statistics 1 Springer Series in Operations Research and Financial Engineering 1 Chapman & Hall/CRC Texts in Statistical Science Series all top 5 Fields 72 Statistics (62-XX) 60 Probability theory and stochastic processes (60-XX) 45 Numerical analysis (65-XX) 13 Systems theory; control (93-XX) 9 Information and communication theory, circuits (94-XX) 5 Harmonic analysis on Euclidean spaces (42-XX) 4 Operations research, mathematical programming (90-XX) 4 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Computer science (68-XX) 1 Ordinary differential equations (34-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Integral equations (45-XX) 1 Quantum theory (81-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 95 Publications have been cited 1,672 times in 1,139 Documents Cited by ▼ Year ▼ Inference in hidden Markov models. Zbl 1080.62065Cappé, Olivier; Moulines, Eric; Rydén, Tobias 293 2005 Convergence of a stochastic approximation version of the EM algorithm. Zbl 0932.62094Delyon, Bernard; Lavielle, Marc; Moulines, Eric 113 1999 On the ergodicity properties of some adaptive MCMC algorithms. Zbl 1114.65001Andrieu, Christophe; Moulines, Éric 70 2006 Stability of stochastic approximation under verifiable conditions. Zbl 1083.62073Andrieu, Christophe; Moulines, Éric; Priouret, Pierre 60 2005 Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime. Zbl 1056.62028Douc, Randal; Moulines, Éric; Rydén, Tobias 57 2004 Practical drift conditions for subgeometric rates of convergence. Zbl 1082.60062Douc, Randal; Fort, Gersende; Moulines, Eric; Soulier, Philippe 57 2004 Least-squares estimation of an unknown number of shifts in a time series. Zbl 0974.62070Lavielle, Marc; Moulines, Eric 48 2000 Quantitative bounds on convergence of time-inhomogeneous Markov chains. Zbl 1072.60059Douc, R.; Moulines, E.; Rosenthal, Jeffrey S. 46 2004 Broadband log-periodogram regression of time series with long-range dependence. Zbl 0962.62085Moulines, Eric; Soulier, Philippe 39 1999 Estimating long memory in volatility. Zbl 1151.91702Hurvich, Clifford M.; Moulines, Eric; Soulier, Philippe 37 2005 Limit theorems for weighted samples with applications to sequential Monte Carlo methods. Zbl 1155.62056Douc, Randal; Moulines, Eric 34 2008 On the spectral density of the wavelet coefficients of long-memory time series with application to the log-regression estimation of the memory parameter. Zbl 1150.62058Moulines, E.; Roueff, F.; Taqqu, M. S. 32 2007 Wavelet estimator of long-range dependent processes. Zbl 1054.62579Bardet, J. M.; Lang, G.; Moulines, E.; Soulier, P. 32 2000 Convergence of the Monte Carlo expectation maximization for curved exponential families. Zbl 1043.62015Fort, Gersende; Moulines, Eric 31 2003 Nonasymptotic convergence analysis for the unadjusted Langevin algorithm. Zbl 1377.65007Durmus, Alain; Moulines, Éric 29 2017 Nonlinear time series. Theory, methods and applications with R examples. Zbl 1306.62026Douc, Randal; Moulines, Eric; Stoffer, David S. 29 2014 Convergence of adaptive and interacting Markov chain Monte Carlo algorithms. Zbl 1246.65003Fort, G.; Moulines, E.; Priouret, P. 29 2011 On-line expectation-maximization algorithm for latent data models. Zbl 1250.62015Cappé, Olivier; Moulines, Eric 29 2009 A wavelet Whittle estimator of the memory parameter of a nonstationary Gaussian time series. Zbl 1142.62062Moulines, E.; Roueff, F.; Taqqu, M. S. 26 2008 On recursive estimation for time varying autoregressive processes. Zbl 1084.62089Moulines, Eric; Priouret, Pierre; Roueff, François 26 2005 Estimators of long-memory: Fourier versus wavelets. Zbl 1431.62367Faÿ, Gilles; Moulines, Eric; Roueff, François; Taqqu, Murad S. 25 2009 Sequential Monte Carlo smoothing with application to parameter estimation in nonlinear state space models. Zbl 1155.62055Olsson, Jimmy; Cappé, Olivier; Douc, Randal; Moulines, Éric 23 2008 Polynomial ergodicity of Markov transition kernels. Zbl 1075.60547Fort, G.; Moulines, E. 22 2003 Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator. Zbl 1285.62104Douc, R.; Doukhan, P.; Moulines, E. 20 2013 Consistency of the maximum likelihood estimator for general hidden Markov models. Zbl 1209.62194Douc, Randal; Moulines, Eric; Olsson, Jimmy; van Handel, Ramon 20 2011 On perturbed proximal gradient algorithms. Zbl 1433.90199Atchadé, Yves F.; Fort, Gersende; Moulines, Eric 19 2017 Sequential Monte Carlo smoothing for general state space hidden Markov models. Zbl 1237.60026Douc, Randal; Garivier, Aurélien; Moulines, Eric; Olsson, Jimmy 19 2011 Asymptotic properties of \(U\)-processes under long-range dependence. Zbl 1242.62100Lévy-Leduc, C.; Boistard, H.; Moulines, E.; Taqqu, M. S.; Reisen, V. A. 19 2011 Computable convergence rates for sub-geometric ergodic Markov chains. Zbl 1131.60065Douc, Randal; Moulines, Eric; Soulier, Philippe 19 2007 On the geometric ergodicity of hybrid samplers. Zbl 1028.65002Fort, G.; Moulines, E.; Roberts, G. O.; Rosenthal, J. S. 17 2003 The FEXP estimator for potentially non-stationary linear time series. Zbl 1057.62074Hurvich, Clifford M.; Moulines, Eric; Soulier, Philippe 17 2002 Forgetting the initial distribution for hidden Markov models. Zbl 1159.93357Douc, R.; Fort, G.; Moulines, E.; Priouret, P. 16 2009 Optimality of the auxiliary particle filter. Zbl 1176.62092Douc, Randal; Moulines, Éric; Olsson, Jimmy 15 2009 Central limit theorem for the log-regression wavelet estimation of the memory parameter in the Gaussian semi-parametric context. Zbl 1141.62073Moulines, E.; Roueff, F.; Taqqu, Murad S. 15 2007 Semiparametric spectral estimation for fractional processes. Zbl 1109.62353Moulines, Eric; Soulier, Philippe 14 2003 \(V\)-subgeometric ergodicity for a Hastings-Metropolis algorithm. Zbl 0981.60032Fort, Gersende; Moulines, Eric 14 2000 High-dimensional Bayesian inference via the unadjusted Langevin algorithm. Zbl 1428.62111Durmus, Alain; Moulines, Éric 13 2019 Scaling analysis of multiple-try MCMC methods. Zbl 1239.60075Bédard, Mylène; Douc, Randal; Moulines, Eric 13 2012 Robust estimation of the scale and of the autocovariance function of Gaussian short- and long-range dependent processes. Zbl 1290.62082Lévy-Leduc, Céline; Boistard, Hélène; Moulines, Eric; Taqqu, Murad S.; Reisen, Valderio A. 13 2011 Efficient Bayesian computation by proximal Markov chain Monte Carlo: when Langevin meets Moreau. Zbl 1401.65016Durmus, Alain; Moulines, Éric; Pereyra, Marcelo 11 2018 Long-term stability of sequential Monte Carlo methods under verifiable conditions. Zbl 1429.62364Douc, Randal; Moulines, Eric; Olsson, Jimmy 11 2014 Bounds on regeneration times and limit theorems for subgeometric Markov chains. Zbl 1176.60063Douc, Randal; Guillin, Arnaud; Moulines, Eric 11 2008 A subspace algorithm for certain blind identification problems. Zbl 0870.94006Abed-Meraim, K.; Loubaton, P.; Moulines, E. 11 1997 On parallel implementation of sequential Monte Carlo methods: the island particle model. Zbl 1331.65023Vergé, Christelle; Dubarry, Cyrille; Del Moral, Pierre; Moulines, Eric 10 2015 Asymptotic properties of the maximum likelihood estimation in misspecified hidden Markov models. Zbl 1373.62436Douc, Randal; Moulines, Eric 9 2012 Adaptive estimation of the fractional differencing coefficient. Zbl 1006.62082Iouditsky, Anatoli; Moulines, Eric; Soulier, Philippe 9 2001 Scaling analysis of delayed rejection MCMC methods. Zbl 1323.65001Bédard, Mylène; Douc, Randal; Moulines, Eric 8 2014 Subgeometric rates of convergence in Wasserstein distance for Markov chains. Zbl 1355.60096Durmus, Alain; Fort, Gersende; Moulines, Éric 7 2016 Large sample behaviour of some well-known robust estimators under long-range dependence. Zbl 1291.62108Lévy-Leduc, C.; Boistard, H.; Moulines, E.; Taqqu, M. S.; Reisen, V. A. 7 2011 On upper-confidence bound policies for switching bandit problems. Zbl 1349.60070Garivier, Aurélien; Moulines, Eric 7 2011 Markov chains. Zbl 1429.60002Douc, Randal; Moulines, Eric; Priouret, Pierre; Soulier, Philippe 6 2018 Uniform ergodicity of the particle Gibbs sampler. Zbl 1360.60143Lindsten, Fredrik; Douc, Randal; Moulines, Eric 6 2015 On adaptive stratification. Zbl 1279.65007Etore, Pierre; Fort, Gersende; Jourdain, Benjamin; Moulines, Eric 6 2011 Data driven order selection for projection estimator of the spectral density of time series with long range dependence. Zbl 0958.62091Moulines, Eric; Soulier, Philippe 6 2000 Convergence of Markovian stochastic approximation with discontinuous dynamics. Zbl 1334.90090Fort, G.; Moulines, E.; Schreck, A.; Vihola, M. 5 2016 Forgetting of the initial condition for the filter in general state-space hidden Markov chain: a coupling approach. Zbl 1189.93137Douc, Randal; Moulines, Eric; Ritov, Yaacov 5 2009 Edgeworth expansions for linear statistics of possibly long-range-dependent linear processes. Zbl 1102.62093Faÿ, Gilles; Moulines, Eric; Soulier, Philippe 5 2004 Nonlinear functionals of the periodogram. Zbl 1063.62015Fay, Gilles; Moulines, Eric; Soulier, Philippe 5 2002 On the convergence of the Monte-Carlo maximum likelihood method for latent variable models. Zbl 1035.62015Cappé, Olivier; Douc, Randal; Moulines, Eric; Robert, Christian 5 2002 A central limit theorem for adaptive and interacting Markov chains. Zbl 1303.60020Fort, G.; Moulines, E.; Priouret, P.; Vandekerkhove, P. 4 2014 On the properties of the periodogram of a stationary long-memory process over different epochs with applications. Zbl 1224.62078Reisen, Valdério A.; Moulines, Eric; Soulier, Philippe; Franco, Glaura C. 4 2010 On a perturbation approach for the analysis of stochastic tracking algorithms. Zbl 0972.60026Aguech, Rafik; Moulines, Eric; Priouret, Pierre 4 2000 Simulation-based methods for blind maximum-likelihood filter identification. Zbl 0926.93066Cappé, Olivier; Doucet, Arnaud; Lavielle, Marc; Moulines, Eric 4 1999 Normalizing constants of log-concave densities. Zbl 06864479Brosse, Nicolas; Durmus, Alain; Moulines, Éric 3 2018 Optimal scaling of the random walk Metropolis algorithm under \(L^p\) mean differentiability. Zbl 1401.65007Durmus, Alain; Le Corff, Sylvain; Moulines, Eric; Roberts, Gareth O. 3 2017 Asymptotic properties of quasi-maximum likelihood estimators in observation-driven time series models. Zbl 1366.62173Douc, Randal; Fokianos, Konstantinos; Moulines, Eric 3 2017 Quantitative bounds of convergence for geometrically ergodic Markov chain in the Wasserstein distance with application to the Metropolis adjusted Langevin algorithm. Zbl 1332.62282Durmus, Alain; Moulines, Éric 3 2015 Adaptive multinomial matrix completion. Zbl 1329.62304Klopp, Olga; Lafond, Jean; Moulines, Éric; Salmon, Joseph 3 2015 Forgetting of the initial distribution for nonergodic hidden Markov chains. Zbl 1197.93158Douc, Randal; Gassiat, Elisabeth; Landelle, Benoit; Moulines, Eric 3 2010 On approximate maximum-likelihood methods for blind identification: how to cope with the curse of dimensionality. Zbl 1391.94494Barembruch, Steffen; Garivier, Aurélien; Moulines, Eric 3 2009 A quantitative McDiarmid’s inequality for geometrically ergodic Markov chains. Zbl 1434.60174Havet, Antoine; Lerasle, Matthieu; Moulines, Eric; Vernet, Elodie 2 2020 The tamed unadjusted Langevin algorithm. Zbl 07107458Brosse, Nicolas; Durmus, Alain; Moulines, Éric; Sabanis, Sotirios 2 2019 Blocking strategies and stability of particle Gibbs samplers. Zbl 07072338Singh, S. S.; Lindsten, Frederik; Moulines, Eric 2 2017 Decentralized Frank-Wolfe algorithm for convex and nonconvex problems. Zbl 1390.90525Wai, Hoi-To; Lafond, Jean; Scaglione, Anna; Moulines, Eric 2 2017 Adaptive sequential Monte Carlo by means of mixture of experts. Zbl 1325.62151Cornebise, Julien; Moulines, Eric; Olsson, Jimmy 2 2014 Adaptive equi-energy sampler: convergence and illustration. Zbl 1386.65024Schreck, Amandine; Fort, Gersende; Moulines, Eric 2 2013 Central limit theorem for the robust log-regression wavelet estimation of the memory parameter in the Gaussian semi-parametric context. Zbl 1288.62061Kouamo, O.; Lévy-Leduc, C.; Moulines, E. 2 2013 The ODE method for stability of skip-free Markov chains with applications to MCMC. Zbl 1148.60052Fort, Gersende; Meyn, Sean; Moulines, Eric; Priouret, Pierre 2 2008 Limit theorems for weighted samples with applications to sequential Monte Carlo methods. Zbl 1359.62341Douc, R.; Moulines, E. 2 2007 On blind multiuser forward link channel estimation by the subspace method: Identifiability results. Zbl 1033.93065Loubaton, Philippe; Moulines, Eric 2 2000 Main effects and interactions in mixed and incomplete data frames. Zbl 1441.62145Robin, Geneviève; Klopp, Olga; Josse, Julie; Moulines, Éric; Tibshirani, Robert 1 2020 On stability of a class of filters for nonlinear stochastic systems. Zbl 1448.37061Karvonen, Toni; Bonnabel, Silvère; Moulines, Eric; Särkkä, Simo 1 2020 f-SAEM: a fast stochastic approximation of the EM algorithm for nonlinear mixed effects models. Zbl 07135460Karimi, Belhal; Lavielle, Marc; Moulines, Eric 1 2020 On the two-filter approximations of marginal smoothing distributions in general state-space models. Zbl 07163641Nguyen, Thi Ngoc Minh; Le Corff, Sylvain; Moulines, Eric 1 2018 MCMC design-based non-parametric regression for rare event. application to nested risk computations. Zbl 1360.65024Fort, Gersende; Gobet, Emmanuel; Moulines, Eric 1 2017 The mathematics of big data. Zbl 1359.62022Moulines, É. 1 2015 Nonparametric estimation of Mark’s distribution of an exponential shot-noise process. Zbl 1334.62050Ilhe, Paul; Moulines, Éric; Roueff, Francois; Souloumiac, Antoine 1 2015 A simple variance inequality for \(U\)-statistics of a Markov chain with applications. Zbl 1310.60025Fort, G.; Moulines, E.; Priouret, P.; Vandekerkhove, P. 1 2012 Frequency estimation based on the cumulated Lomb-Scargle periodogram. Zbl 1199.62022Lévy-Leduc, C.; Moulines, E.; Roueff, F. 1 2008 Nonparametric inference of photon energy distribution from indirect measurement. Zbl 1127.62127Moulines, E.; Roueff, F.; Souloumiac, A.; Trigano, T. 1 2007 Global sampling for sequential filtering over discrete state space. Zbl 1075.62085Cheung-Mon-Chan, Pascal; Moulines, Eric 1 2004 A semi-blind channel estimation technique based on second-order blind method for CDMA systems. Zbl 1369.94480Lasaulce, Samson; Loubaton, Philippe; Moulines, Éric 1 2003 Blind identification of multipath channels: a parametric subspace approach. Zbl 1369.94492Perros-Meilhac, Lisa; Moulines, Éric; Abed-Meraim, Karim; Chevalier, Pascal; Duhamel, Pierre 1 2001 Invariance of subspace based estimators. Zbl 1008.94003Cardoso, Jean-François; Moulines, Éric 1 2000 Detection of multiple changes in the mean of a random process. Zbl 0882.60031Lavielle, Marc; Moulines, Éric 1 1997 A quantitative McDiarmid’s inequality for geometrically ergodic Markov chains. Zbl 1434.60174Havet, Antoine; Lerasle, Matthieu; Moulines, Eric; Vernet, Elodie 2 2020 Main effects and interactions in mixed and incomplete data frames. Zbl 1441.62145Robin, Geneviève; Klopp, Olga; Josse, Julie; Moulines, Éric; Tibshirani, Robert 1 2020 On stability of a class of filters for nonlinear stochastic systems. Zbl 1448.37061Karvonen, Toni; Bonnabel, Silvère; Moulines, Eric; Särkkä, Simo 1 2020 f-SAEM: a fast stochastic approximation of the EM algorithm for nonlinear mixed effects models. Zbl 07135460Karimi, Belhal; Lavielle, Marc; Moulines, Eric 1 2020 High-dimensional Bayesian inference via the unadjusted Langevin algorithm. Zbl 1428.62111Durmus, Alain; Moulines, Éric 13 2019 The tamed unadjusted Langevin algorithm. Zbl 07107458Brosse, Nicolas; Durmus, Alain; Moulines, Éric; Sabanis, Sotirios 2 2019 Efficient Bayesian computation by proximal Markov chain Monte Carlo: when Langevin meets Moreau. Zbl 1401.65016Durmus, Alain; Moulines, Éric; Pereyra, Marcelo 11 2018 Markov chains. Zbl 1429.60002Douc, Randal; Moulines, Eric; Priouret, Pierre; Soulier, Philippe 6 2018 Normalizing constants of log-concave densities. Zbl 06864479Brosse, Nicolas; Durmus, Alain; Moulines, Éric 3 2018 On the two-filter approximations of marginal smoothing distributions in general state-space models. Zbl 07163641Nguyen, Thi Ngoc Minh; Le Corff, Sylvain; Moulines, Eric 1 2018 Nonasymptotic convergence analysis for the unadjusted Langevin algorithm. Zbl 1377.65007Durmus, Alain; Moulines, Éric 29 2017 On perturbed proximal gradient algorithms. Zbl 1433.90199Atchadé, Yves F.; Fort, Gersende; Moulines, Eric 19 2017 Optimal scaling of the random walk Metropolis algorithm under \(L^p\) mean differentiability. Zbl 1401.65007Durmus, Alain; Le Corff, Sylvain; Moulines, Eric; Roberts, Gareth O. 3 2017 Asymptotic properties of quasi-maximum likelihood estimators in observation-driven time series models. Zbl 1366.62173Douc, Randal; Fokianos, Konstantinos; Moulines, Eric 3 2017 Blocking strategies and stability of particle Gibbs samplers. Zbl 07072338Singh, S. S.; Lindsten, Frederik; Moulines, Eric 2 2017 Decentralized Frank-Wolfe algorithm for convex and nonconvex problems. Zbl 1390.90525Wai, Hoi-To; Lafond, Jean; Scaglione, Anna; Moulines, Eric 2 2017 MCMC design-based non-parametric regression for rare event. application to nested risk computations. Zbl 1360.65024Fort, Gersende; Gobet, Emmanuel; Moulines, Eric 1 2017 Subgeometric rates of convergence in Wasserstein distance for Markov chains. Zbl 1355.60096Durmus, Alain; Fort, Gersende; Moulines, Éric 7 2016 Convergence of Markovian stochastic approximation with discontinuous dynamics. Zbl 1334.90090Fort, G.; Moulines, E.; Schreck, A.; Vihola, M. 5 2016 On parallel implementation of sequential Monte Carlo methods: the island particle model. Zbl 1331.65023Vergé, Christelle; Dubarry, Cyrille; Del Moral, Pierre; Moulines, Eric 10 2015 Uniform ergodicity of the particle Gibbs sampler. Zbl 1360.60143Lindsten, Fredrik; Douc, Randal; Moulines, Eric 6 2015 Quantitative bounds of convergence for geometrically ergodic Markov chain in the Wasserstein distance with application to the Metropolis adjusted Langevin algorithm. Zbl 1332.62282Durmus, Alain; Moulines, Éric 3 2015 Adaptive multinomial matrix completion. Zbl 1329.62304Klopp, Olga; Lafond, Jean; Moulines, Éric; Salmon, Joseph 3 2015 The mathematics of big data. Zbl 1359.62022Moulines, É. 1 2015 Nonparametric estimation of Mark’s distribution of an exponential shot-noise process. Zbl 1334.62050Ilhe, Paul; Moulines, Éric; Roueff, Francois; Souloumiac, Antoine 1 2015 Nonlinear time series. Theory, methods and applications with R examples. Zbl 1306.62026Douc, Randal; Moulines, Eric; Stoffer, David S. 29 2014 Long-term stability of sequential Monte Carlo methods under verifiable conditions. Zbl 1429.62364Douc, Randal; Moulines, Eric; Olsson, Jimmy 11 2014 Scaling analysis of delayed rejection MCMC methods. Zbl 1323.65001Bédard, Mylène; Douc, Randal; Moulines, Eric 8 2014 A central limit theorem for adaptive and interacting Markov chains. Zbl 1303.60020Fort, G.; Moulines, E.; Priouret, P.; Vandekerkhove, P. 4 2014 Adaptive sequential Monte Carlo by means of mixture of experts. Zbl 1325.62151Cornebise, Julien; Moulines, Eric; Olsson, Jimmy 2 2014 Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator. Zbl 1285.62104Douc, R.; Doukhan, P.; Moulines, E. 20 2013 Adaptive equi-energy sampler: convergence and illustration. Zbl 1386.65024Schreck, Amandine; Fort, Gersende; Moulines, Eric 2 2013 Central limit theorem for the robust log-regression wavelet estimation of the memory parameter in the Gaussian semi-parametric context. Zbl 1288.62061Kouamo, O.; Lévy-Leduc, C.; Moulines, E. 2 2013 Scaling analysis of multiple-try MCMC methods. Zbl 1239.60075Bédard, Mylène; Douc, Randal; Moulines, Eric 13 2012 Asymptotic properties of the maximum likelihood estimation in misspecified hidden Markov models. Zbl 1373.62436Douc, Randal; Moulines, Eric 9 2012 A simple variance inequality for \(U\)-statistics of a Markov chain with applications. Zbl 1310.60025Fort, G.; Moulines, E.; Priouret, P.; Vandekerkhove, P. 1 2012 Convergence of adaptive and interacting Markov chain Monte Carlo algorithms. Zbl 1246.65003Fort, G.; Moulines, E.; Priouret, P. 29 2011 Consistency of the maximum likelihood estimator for general hidden Markov models. Zbl 1209.62194Douc, Randal; Moulines, Eric; Olsson, Jimmy; van Handel, Ramon 20 2011 Sequential Monte Carlo smoothing for general state space hidden Markov models. Zbl 1237.60026Douc, Randal; Garivier, Aurélien; Moulines, Eric; Olsson, Jimmy 19 2011 Asymptotic properties of \(U\)-processes under long-range dependence. Zbl 1242.62100Lévy-Leduc, C.; Boistard, H.; Moulines, E.; Taqqu, M. S.; Reisen, V. A. 19 2011 Robust estimation of the scale and of the autocovariance function of Gaussian short- and long-range dependent processes. Zbl 1290.62082Lévy-Leduc, Céline; Boistard, Hélène; Moulines, Eric; Taqqu, Murad S.; Reisen, Valderio A. 13 2011 Large sample behaviour of some well-known robust estimators under long-range dependence. Zbl 1291.62108Lévy-Leduc, C.; Boistard, H.; Moulines, E.; Taqqu, M. S.; Reisen, V. A. 7 2011 On upper-confidence bound policies for switching bandit problems. Zbl 1349.60070Garivier, Aurélien; Moulines, Eric 7 2011 On adaptive stratification. Zbl 1279.65007Etore, Pierre; Fort, Gersende; Jourdain, Benjamin; Moulines, Eric 6 2011 On the properties of the periodogram of a stationary long-memory process over different epochs with applications. Zbl 1224.62078Reisen, Valdério A.; Moulines, Eric; Soulier, Philippe; Franco, Glaura C. 4 2010 Forgetting of the initial distribution for nonergodic hidden Markov chains. Zbl 1197.93158Douc, Randal; Gassiat, Elisabeth; Landelle, Benoit; Moulines, Eric 3 2010 On-line expectation-maximization algorithm for latent data models. Zbl 1250.62015Cappé, Olivier; Moulines, Eric 29 2009 Estimators of long-memory: Fourier versus wavelets. Zbl 1431.62367Faÿ, Gilles; Moulines, Eric; Roueff, François; Taqqu, Murad S. 25 2009 Forgetting the initial distribution for hidden Markov models. Zbl 1159.93357Douc, R.; Fort, G.; Moulines, E.; Priouret, P. 16 2009 Optimality of the auxiliary particle filter. Zbl 1176.62092Douc, Randal; Moulines, Éric; Olsson, Jimmy 15 2009 Forgetting of the initial condition for the filter in general state-space hidden Markov chain: a coupling approach. Zbl 1189.93137Douc, Randal; Moulines, Eric; Ritov, Yaacov 5 2009 On approximate maximum-likelihood methods for blind identification: how to cope with the curse of dimensionality. Zbl 1391.94494Barembruch, Steffen; Garivier, Aurélien; Moulines, Eric 3 2009 Limit theorems for weighted samples with applications to sequential Monte Carlo methods. Zbl 1155.62056Douc, Randal; Moulines, Eric 34 2008 A wavelet Whittle estimator of the memory parameter of a nonstationary Gaussian time series. Zbl 1142.62062Moulines, E.; Roueff, F.; Taqqu, M. S. 26 2008 Sequential Monte Carlo smoothing with application to parameter estimation in nonlinear state space models. Zbl 1155.62055Olsson, Jimmy; Cappé, Olivier; Douc, Randal; Moulines, Éric 23 2008 Bounds on regeneration times and limit theorems for subgeometric Markov chains. Zbl 1176.60063Douc, Randal; Guillin, Arnaud; Moulines, Eric 11 2008 The ODE method for stability of skip-free Markov chains with applications to MCMC. Zbl 1148.60052Fort, Gersende; Meyn, Sean; Moulines, Eric; Priouret, Pierre 2 2008 Frequency estimation based on the cumulated Lomb-Scargle periodogram. Zbl 1199.62022Lévy-Leduc, C.; Moulines, E.; Roueff, F. 1 2008 On the spectral density of the wavelet coefficients of long-memory time series with application to the log-regression estimation of the memory parameter. Zbl 1150.62058Moulines, E.; Roueff, F.; Taqqu, M. S. 32 2007 Computable convergence rates for sub-geometric ergodic Markov chains. Zbl 1131.60065Douc, Randal; Moulines, Eric; Soulier, Philippe 19 2007 Central limit theorem for the log-regression wavelet estimation of the memory parameter in the Gaussian semi-parametric context. Zbl 1141.62073Moulines, E.; Roueff, F.; Taqqu, Murad S. 15 2007 Limit theorems for weighted samples with applications to sequential Monte Carlo methods. Zbl 1359.62341Douc, R.; Moulines, E. 2 2007 Nonparametric inference of photon energy distribution from indirect measurement. Zbl 1127.62127Moulines, E.; Roueff, F.; Souloumiac, A.; Trigano, T. 1 2007 On the ergodicity properties of some adaptive MCMC algorithms. Zbl 1114.65001Andrieu, Christophe; Moulines, Éric 70 2006 Inference in hidden Markov models. Zbl 1080.62065Cappé, Olivier; Moulines, Eric; Rydén, Tobias 293 2005 Stability of stochastic approximation under verifiable conditions. Zbl 1083.62073Andrieu, Christophe; Moulines, Éric; Priouret, Pierre 60 2005 Estimating long memory in volatility. Zbl 1151.91702Hurvich, Clifford M.; Moulines, Eric; Soulier, Philippe 37 2005 On recursive estimation for time varying autoregressive processes. Zbl 1084.62089Moulines, Eric; Priouret, Pierre; Roueff, François 26 2005 Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime. Zbl 1056.62028Douc, Randal; Moulines, Éric; Rydén, Tobias 57 2004 Practical drift conditions for subgeometric rates of convergence. Zbl 1082.60062Douc, Randal; Fort, Gersende; Moulines, Eric; Soulier, Philippe 57 2004 Quantitative bounds on convergence of time-inhomogeneous Markov chains. Zbl 1072.60059Douc, R.; Moulines, E.; Rosenthal, Jeffrey S. 46 2004 Edgeworth expansions for linear statistics of possibly long-range-dependent linear processes. Zbl 1102.62093Faÿ, Gilles; Moulines, Eric; Soulier, Philippe 5 2004 Global sampling for sequential filtering over discrete state space. Zbl 1075.62085Cheung-Mon-Chan, Pascal; Moulines, Eric 1 2004 Convergence of the Monte Carlo expectation maximization for curved exponential families. Zbl 1043.62015Fort, Gersende; Moulines, Eric 31 2003 Polynomial ergodicity of Markov transition kernels. Zbl 1075.60547Fort, G.; Moulines, E. 22 2003 On the geometric ergodicity of hybrid samplers. Zbl 1028.65002Fort, G.; Moulines, E.; Roberts, G. O.; Rosenthal, J. S. 17 2003 Semiparametric spectral estimation for fractional processes. Zbl 1109.62353Moulines, Eric; Soulier, Philippe 14 2003 A semi-blind channel estimation technique based on second-order blind method for CDMA systems. Zbl 1369.94480Lasaulce, Samson; Loubaton, Philippe; Moulines, Éric 1 2003 The FEXP estimator for potentially non-stationary linear time series. Zbl 1057.62074Hurvich, Clifford M.; Moulines, Eric; Soulier, Philippe 17 2002 Nonlinear functionals of the periodogram. Zbl 1063.62015Fay, Gilles; Moulines, Eric; Soulier, Philippe 5 2002 On the convergence of the Monte-Carlo maximum likelihood method for latent variable models. Zbl 1035.62015Cappé, Olivier; Douc, Randal; Moulines, Eric; Robert, Christian 5 2002 Adaptive estimation of the fractional differencing coefficient. Zbl 1006.62082Iouditsky, Anatoli; Moulines, Eric; Soulier, Philippe 9 2001 Blind identification of multipath channels: a parametric subspace approach. Zbl 1369.94492Perros-Meilhac, Lisa; Moulines, Éric; Abed-Meraim, Karim; Chevalier, Pascal; Duhamel, Pierre 1 2001 Least-squares estimation of an unknown number of shifts in a time series. Zbl 0974.62070Lavielle, Marc; Moulines, Eric 48 2000 Wavelet estimator of long-range dependent processes. Zbl 1054.62579Bardet, J. M.; Lang, G.; Moulines, E.; Soulier, P. 32 2000 \(V\)-subgeometric ergodicity for a Hastings-Metropolis algorithm. Zbl 0981.60032Fort, Gersende; Moulines, Eric 14 2000 Data driven order selection for projection estimator of the spectral density of time series with long range dependence. Zbl 0958.62091Moulines, Eric; Soulier, Philippe 6 2000 On a perturbation approach for the analysis of stochastic tracking algorithms. Zbl 0972.60026Aguech, Rafik; Moulines, Eric; Priouret, Pierre 4 2000 On blind multiuser forward link channel estimation by the subspace method: Identifiability results. Zbl 1033.93065Loubaton, Philippe; Moulines, Eric 2 2000 Invariance of subspace based estimators. Zbl 1008.94003Cardoso, Jean-François; Moulines, Éric 1 2000 Convergence of a stochastic approximation version of the EM algorithm. Zbl 0932.62094Delyon, Bernard; Lavielle, Marc; Moulines, Eric 113 1999 Broadband log-periodogram regression of time series with long-range dependence. Zbl 0962.62085Moulines, Eric; Soulier, Philippe 39 1999 Simulation-based methods for blind maximum-likelihood filter identification. Zbl 0926.93066Cappé, Olivier; Doucet, Arnaud; Lavielle, Marc; Moulines, Eric 4 1999 A subspace algorithm for certain blind identification problems. Zbl 0870.94006Abed-Meraim, K.; Loubaton, P.; Moulines, E. 11 1997 Detection of multiple changes in the mean of a random process. Zbl 0882.60031Lavielle, Marc; Moulines, Éric 1 1997 all cited Publications top 5 cited Publications all top 5 Cited by 1,720 Authors 51 Moulines, Eric 30 Jasra, Ajay 24 Fort, Gersende 20 Douc, Randal 20 Taqqu, Murad S. 19 Doucet, Arnaud 16 Roberts, Gareth O. 15 Del Moral, Pierre 15 Roueff, François 14 Rosenthal, Jeffrey S. 13 Bardet, Jean-Marc 13 Lavielle, Marc 13 Vihola, Matti 12 Lévy-Leduc, Céline 12 Liang, Faming 12 Reisen, Valdério Anselmo 12 Samson, Adeline 12 Singh, Sumeetpal S. 11 Atchadé, Yves F. 11 Durmus, Alain 11 Olsson, Jimmy 11 Soulier, Philippe 10 Didier, Gustavo 10 Whiteley, Nick 9 Beskos, Alexandros 9 Guillin, Arnaud 9 Kuhn, Estelle 8 Golomozyĭ, V. V. 8 Hurvich, Clifford M. 8 Lember, Jüri 8 Robinson, Peter Michael 7 Allassonnière, Stéphanie 7 Andrieu, Christophe 7 Chopin, Nicolas 7 Crisan, Dan O. 7 Jacob, Pierre E. 7 Kamatani, Kengo 7 Kokoszka, Piotr S. 7 Latuszynski, Krzysztof 7 Law, Kody J. H. 7 Pieczynski, Wojciech 7 Robert, Christian P. 7 van Handel, Ramon 7 Zhou, Yan 6 Arteche, Josu 6 Bédard, Myléne 6 Fokianos, Konstantinos 6 Gassiat, Elisabeth 6 Giraitis, Liudas 6 Ionides, Edward L. 6 Jourdain, Benjamin 6 Le Corff, Sylvain 6 Miasojedow, Błażej 6 Pereyra, Marcelo 6 Priouret, Pierre 5 Abry, Patrice 5 Ailliot, Pierre 5 Bertrand, Pierre Raphael 5 Cheon, Sooyoung 5 Cournède, Paul-Henry 5 Dahlhaus, Rainer 5 Doukhan, Paul 5 Fearnhead, Paul 5 Garivier, Aurélien 5 Jones, Galin L. 5 Kartashov, Mykola Valentynovych 5 Lee, Anthony J. T. 5 Lelièvre, Tony 5 Marin, Jean-Michel 5 Míguez, Joaquín 5 Mira, Antonietta 5 Sabanis, Sotirios 5 Trevezas, Samis 5 Wu, Wei Biao 4 Agüero, Juan-Carlos 4 Aston, John A. D. 4 Beran, Jan 4 Boistard, Hélène 4 Bondon, Pascal 4 Deo, Rohit S. 4 Goodwin, Graham Clifford 4 Hobert, James P. 4 Holzmann, Hajo 4 Jach, Agnieszka E. 4 Kantas, Nikolas 4 Koutsourelakis, Phaedon-Stelios 4 Künsch, Hans Rudolf 4 Kutoyants, Yury A. 4 Lachos Dávila, Víctor Hugo 4 Lai, Tze Leung 4 Lu, Tao 4 Martin, Gael M. 4 Matias, Catherine 4 Meza, Cristian 4 Pagès, Gilles 4 Philippe, Anne 4 Poskitt, Donald Stephen 4 Rousseau, Judith 4 Särkkä, Simo 4 Schön, Thomas B. ...and 1,620 more Authors all top 5 Cited in 215 Serials 70 Statistics and Computing 68 Computational Statistics and Data Analysis 56 The Annals of Statistics 49 Stochastic Processes and their Applications 49 Bernoulli 41 Journal of Econometrics 41 The Annals of Applied Probability 31 Electronic Journal of Statistics 28 Journal of Time Series Analysis 21 Journal of Multivariate Analysis 20 Statistics & Probability Letters 20 Journal of Statistical Computation and Simulation 17 Journal of Statistical Planning and Inference 17 Computational Statistics 16 Methodology and Computing in Applied Probability 14 Advances in Applied Probability 13 Econometric Theory 12 Journal of the American Statistical Association 12 Journal of Applied Probability 12 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 12 Journal of Applied Statistics 11 Automatica 11 Statistics 11 Communications in Statistics. Theory and Methods 11 Statistical Inference for Stochastic Processes 9 Scandinavian Journal of Statistics 9 The Annals of Applied Statistics 8 Annals of the Institute of Statistical Mathematics 8 Statistical Science 8 Theory of Probability and Mathematical Statistics 8 Quantitative Finance 8 Comptes Rendus. Mathématique. Académie des Sciences, Paris 8 SIAM Journal on Imaging Sciences 7 Signal Processing 7 Neural Computation 7 Communications in Statistics. Simulation and Computation 7 SIAM Journal on Scientific Computing 7 Journal of Machine Learning Research (JMLR) 7 AStA. Advances in Statistical Analysis 6 Biometrics 6 Mathematics and Computers in Simulation 6 Stochastic Analysis and Applications 6 Machine Learning 6 Statistical Papers 6 Journal of Agricultural, Biological, and Environmental Statistics 6 SIAM/ASA Journal on Uncertainty Quantification 5 Journal of Computational Physics 5 Journal of Statistical Physics 5 SIAM Journal on Control and Optimization 5 Journal of Economic Dynamics & Control 5 Test 4 The Canadian Journal of Statistics 4 Metrika 4 Physica A 4 Systems & Control Letters 4 Insurance Mathematics & Economics 4 Probability Theory and Related Fields 4 Journal of Theoretical Probability 4 Queueing Systems 4 Economics Letters 4 Pattern Recognition 4 Mathematical Methods of Statistics 4 Electronic Communications in Probability 4 Journal of the Royal Statistical Society. Series B. Statistical Methodology 4 Multiscale Modeling & Simulation 4 Statistical Methods and Applications 4 Journal of the Korean Statistical Society 4 Statistics Surveys 4 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys 3 International Journal of Control 3 Journal of the Franklin Institute 3 Lithuanian Mathematical Journal 3 Chaos, Solitons and Fractals 3 The Annals of Probability 3 Operations Research 3 SIAM Journal on Numerical Analysis 3 Circuits, Systems, and Signal Processing 3 Sequential Analysis 3 Journal of Complexity 3 International Journal of Approximate Reasoning 3 Automation and Remote Control 3 European Journal of Operational Research 3 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 3 Mathematical Programming. Series A. Series B 3 SIAM Journal on Optimization 3 Applied Mathematical Finance 3 Journal of Nonparametric Statistics 3 Journal of Physics A: Mathematical and Theoretical 3 Journal of Probability and Statistics 3 Journal of Theoretical Biology 3 Bayesian Analysis 3 Modern Stochastics. Theory and Applications 2 Artificial Intelligence 2 Inverse Problems 2 Journal of Mathematical Analysis and Applications 2 Mathematical Biosciences 2 Psychometrika 2 Journal of Mathematical Psychology 2 Journal of Optimization Theory and Applications 2 Theoretical Population Biology ...and 115 more Serials all top 5 Cited in 36 Fields 826 Statistics (62-XX) 490 Probability theory and stochastic processes (60-XX) 377 Numerical analysis (65-XX) 80 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 71 Systems theory; control (93-XX) 67 Computer science (68-XX) 44 Biology and other natural sciences (92-XX) 41 Operations research, mathematical programming (90-XX) 35 Information and communication theory, circuits (94-XX) 28 Harmonic analysis on Euclidean spaces (42-XX) 23 Statistical mechanics, structure of matter (82-XX) 22 Dynamical systems and ergodic theory (37-XX) 11 Geophysics (86-XX) 10 Ordinary differential equations (34-XX) 10 Operator theory (47-XX) 8 Linear and multilinear algebra; matrix theory (15-XX) 8 Calculus of variations and optimal control; optimization (49-XX) 5 Partial differential equations (35-XX) 5 Quantum theory (81-XX) 4 Functional analysis (46-XX) 3 Combinatorics (05-XX) 2 General and overarching topics; collections (00-XX) 2 History and biography (01-XX) 2 Mechanics of deformable solids (74-XX) 2 Fluid mechanics (76-XX) 1 Number theory (11-XX) 1 Real functions (26-XX) 1 Measure and integration (28-XX) 1 Potential theory (31-XX) 1 Difference and functional equations (39-XX) 1 Approximations and expansions (41-XX) 1 Integral equations (45-XX) 1 Differential geometry (53-XX) 1 Mechanics of particles and systems (70-XX) 1 Optics, electromagnetic theory (78-XX) 1 Classical thermodynamics, heat transfer (80-XX) Citations by Year