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Moulines, Eric

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Author ID: moulines.eric Recent zbMATH articles by "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

Publications by Year

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 1080.62065
Cappé, Olivier; Moulines, Eric; Rydén, Tobias
293
2005
Convergence of a stochastic approximation version of the EM algorithm. Zbl 0932.62094
Delyon, Bernard; Lavielle, Marc; Moulines, Eric
113
1999
On the ergodicity properties of some adaptive MCMC algorithms. Zbl 1114.65001
Andrieu, Christophe; Moulines, Éric
70
2006
Stability of stochastic approximation under verifiable conditions. Zbl 1083.62073
Andrieu, Christophe; Moulines, Éric; Priouret, Pierre
60
2005
Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime. Zbl 1056.62028
Douc, Randal; Moulines, Éric; Rydén, Tobias
57
2004
Practical drift conditions for subgeometric rates of convergence. Zbl 1082.60062
Douc, Randal; Fort, Gersende; Moulines, Eric; Soulier, Philippe
57
2004
Least-squares estimation of an unknown number of shifts in a time series. Zbl 0974.62070
Lavielle, Marc; Moulines, Eric
48
2000
Quantitative bounds on convergence of time-inhomogeneous Markov chains. Zbl 1072.60059
Douc, R.; Moulines, E.; Rosenthal, Jeffrey S.
46
2004
Broadband log-periodogram regression of time series with long-range dependence. Zbl 0962.62085
Moulines, Eric; Soulier, Philippe
39
1999
Estimating long memory in volatility. Zbl 1151.91702
Hurvich, Clifford M.; Moulines, Eric; Soulier, Philippe
37
2005
Limit theorems for weighted samples with applications to sequential Monte Carlo methods. Zbl 1155.62056
Douc, 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 1150.62058
Moulines, E.; Roueff, F.; Taqqu, M. S.
32
2007
Wavelet estimator of long-range dependent processes. Zbl 1054.62579
Bardet, J. M.; Lang, G.; Moulines, E.; Soulier, P.
32
2000
Convergence of the Monte Carlo expectation maximization for curved exponential families. Zbl 1043.62015
Fort, Gersende; Moulines, Eric
31
2003
Nonasymptotic convergence analysis for the unadjusted Langevin algorithm. Zbl 1377.65007
Durmus, Alain; Moulines, Éric
29
2017
Nonlinear time series. Theory, methods and applications with R examples. Zbl 1306.62026
Douc, Randal; Moulines, Eric; Stoffer, David S.
29
2014
Convergence of adaptive and interacting Markov chain Monte Carlo algorithms. Zbl 1246.65003
Fort, G.; Moulines, E.; Priouret, P.
29
2011
On-line expectation-maximization algorithm for latent data models. Zbl 1250.62015
Cappé, Olivier; Moulines, Eric
29
2009
A wavelet Whittle estimator of the memory parameter of a nonstationary Gaussian time series. Zbl 1142.62062
Moulines, E.; Roueff, F.; Taqqu, M. S.
26
2008
On recursive estimation for time varying autoregressive processes. Zbl 1084.62089
Moulines, Eric; Priouret, Pierre; Roueff, François
26
2005
Estimators of long-memory: Fourier versus wavelets. Zbl 1431.62367
Faÿ, 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 1155.62055
Olsson, Jimmy; Cappé, Olivier; Douc, Randal; Moulines, Éric
23
2008
Polynomial ergodicity of Markov transition kernels. Zbl 1075.60547
Fort, G.; Moulines, E.
22
2003
Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator. Zbl 1285.62104
Douc, R.; Doukhan, P.; Moulines, E.
20
2013
Consistency of the maximum likelihood estimator for general hidden Markov models. Zbl 1209.62194
Douc, Randal; Moulines, Eric; Olsson, Jimmy; van Handel, Ramon
20
2011
On perturbed proximal gradient algorithms. Zbl 1433.90199
Atchadé, Yves F.; Fort, Gersende; Moulines, Eric
19
2017
Sequential Monte Carlo smoothing for general state space hidden Markov models. Zbl 1237.60026
Douc, Randal; Garivier, Aurélien; Moulines, Eric; Olsson, Jimmy
19
2011
Asymptotic properties of \(U\)-processes under long-range dependence. Zbl 1242.62100
Lévy-Leduc, C.; Boistard, H.; Moulines, E.; Taqqu, M. S.; Reisen, V. A.
19
2011
Computable convergence rates for sub-geometric ergodic Markov chains. Zbl 1131.60065
Douc, Randal; Moulines, Eric; Soulier, Philippe
19
2007
On the geometric ergodicity of hybrid samplers. Zbl 1028.65002
Fort, G.; Moulines, E.; Roberts, G. O.; Rosenthal, J. S.
17
2003
The FEXP estimator for potentially non-stationary linear time series. Zbl 1057.62074
Hurvich, Clifford M.; Moulines, Eric; Soulier, Philippe
17
2002
Forgetting the initial distribution for hidden Markov models. Zbl 1159.93357
Douc, R.; Fort, G.; Moulines, E.; Priouret, P.
16
2009
Optimality of the auxiliary particle filter. Zbl 1176.62092
Douc, 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 1141.62073
Moulines, E.; Roueff, F.; Taqqu, Murad S.
15
2007
Semiparametric spectral estimation for fractional processes. Zbl 1109.62353
Moulines, Eric; Soulier, Philippe
14
2003
\(V\)-subgeometric ergodicity for a Hastings-Metropolis algorithm. Zbl 0981.60032
Fort, Gersende; Moulines, Eric
14
2000
High-dimensional Bayesian inference via the unadjusted Langevin algorithm. Zbl 1428.62111
Durmus, Alain; Moulines, Éric
13
2019
Scaling analysis of multiple-try MCMC methods. Zbl 1239.60075
Bédard, 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 1290.62082
Lévy-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 1401.65016
Durmus, Alain; Moulines, Éric; Pereyra, Marcelo
11
2018
Long-term stability of sequential Monte Carlo methods under verifiable conditions. Zbl 1429.62364
Douc, Randal; Moulines, Eric; Olsson, Jimmy
11
2014
Bounds on regeneration times and limit theorems for subgeometric Markov chains. Zbl 1176.60063
Douc, Randal; Guillin, Arnaud; Moulines, Eric
11
2008
A subspace algorithm for certain blind identification problems. Zbl 0870.94006
Abed-Meraim, K.; Loubaton, P.; Moulines, E.
11
1997
On parallel implementation of sequential Monte Carlo methods: the island particle model. Zbl 1331.65023
Vergé, Christelle; Dubarry, Cyrille; Del Moral, Pierre; Moulines, Eric
10
2015
Asymptotic properties of the maximum likelihood estimation in misspecified hidden Markov models. Zbl 1373.62436
Douc, Randal; Moulines, Eric
9
2012
Adaptive estimation of the fractional differencing coefficient. Zbl 1006.62082
Iouditsky, Anatoli; Moulines, Eric; Soulier, Philippe
9
2001
Scaling analysis of delayed rejection MCMC methods. Zbl 1323.65001
Bédard, Mylène; Douc, Randal; Moulines, Eric
8
2014
Subgeometric rates of convergence in Wasserstein distance for Markov chains. Zbl 1355.60096
Durmus, Alain; Fort, Gersende; Moulines, Éric
7
2016
Large sample behaviour of some well-known robust estimators under long-range dependence. Zbl 1291.62108
Lévy-Leduc, C.; Boistard, H.; Moulines, E.; Taqqu, M. S.; Reisen, V. A.
7
2011
On upper-confidence bound policies for switching bandit problems. Zbl 1349.60070
Garivier, Aurélien; Moulines, Eric
7
2011
Markov chains. Zbl 1429.60002
Douc, Randal; Moulines, Eric; Priouret, Pierre; Soulier, Philippe
6
2018
Uniform ergodicity of the particle Gibbs sampler. Zbl 1360.60143
Lindsten, Fredrik; Douc, Randal; Moulines, Eric
6
2015
On adaptive stratification. Zbl 1279.65007
Etore, 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 0958.62091
Moulines, Eric; Soulier, Philippe
6
2000
Convergence of Markovian stochastic approximation with discontinuous dynamics. Zbl 1334.90090
Fort, 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 1189.93137
Douc, Randal; Moulines, Eric; Ritov, Yaacov
5
2009
Edgeworth expansions for linear statistics of possibly long-range-dependent linear processes. Zbl 1102.62093
Faÿ, Gilles; Moulines, Eric; Soulier, Philippe
5
2004
Nonlinear functionals of the periodogram. Zbl 1063.62015
Fay, Gilles; Moulines, Eric; Soulier, Philippe
5
2002
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
A central limit theorem for adaptive and interacting Markov chains. Zbl 1303.60020
Fort, 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 1224.62078
Reisen, Valdério A.; Moulines, Eric; Soulier, Philippe; Franco, Glaura C.
4
2010
On a perturbation approach for the analysis of stochastic tracking algorithms. Zbl 0972.60026
Aguech, Rafik; Moulines, Eric; Priouret, Pierre
4
2000
Simulation-based methods for blind maximum-likelihood filter identification. Zbl 0926.93066
Cappé, Olivier; Doucet, Arnaud; Lavielle, Marc; Moulines, Eric
4
1999
Normalizing constants of log-concave densities. Zbl 06864479
Brosse, Nicolas; Durmus, Alain; Moulines, Éric
3
2018
Optimal scaling of the random walk Metropolis algorithm under \(L^p\) mean differentiability. Zbl 1401.65007
Durmus, 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 1366.62173
Douc, 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 1332.62282
Durmus, Alain; Moulines, Éric
3
2015
Adaptive multinomial matrix completion. Zbl 1329.62304
Klopp, Olga; Lafond, Jean; Moulines, Éric; Salmon, Joseph
3
2015
Forgetting of the initial distribution for nonergodic hidden Markov chains. Zbl 1197.93158
Douc, 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 1391.94494
Barembruch, Steffen; Garivier, Aurélien; Moulines, Eric
3
2009
A quantitative McDiarmid’s inequality for geometrically ergodic Markov chains. Zbl 1434.60174
Havet, Antoine; Lerasle, Matthieu; Moulines, Eric; Vernet, Elodie
2
2020
The tamed unadjusted Langevin algorithm. Zbl 07107458
Brosse, Nicolas; Durmus, Alain; Moulines, Éric; Sabanis, Sotirios
2
2019
Blocking strategies and stability of particle Gibbs samplers. Zbl 07072338
Singh, S. S.; Lindsten, Frederik; Moulines, Eric
2
2017
Decentralized Frank-Wolfe algorithm for convex and nonconvex problems. Zbl 1390.90525
Wai, Hoi-To; Lafond, Jean; Scaglione, Anna; Moulines, Eric
2
2017
Adaptive sequential Monte Carlo by means of mixture of experts. Zbl 1325.62151
Cornebise, Julien; Moulines, Eric; Olsson, Jimmy
2
2014
Adaptive equi-energy sampler: convergence and illustration. Zbl 1386.65024
Schreck, 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 1288.62061
Kouamo, O.; Lévy-Leduc, C.; Moulines, E.
2
2013
The ODE method for stability of skip-free Markov chains with applications to MCMC. Zbl 1148.60052
Fort, Gersende; Meyn, Sean; Moulines, Eric; Priouret, Pierre
2
2008
Limit theorems for weighted samples with applications to sequential Monte Carlo methods. Zbl 1359.62341
Douc, R.; Moulines, E.
2
2007
On blind multiuser forward link channel estimation by the subspace method: Identifiability results. Zbl 1033.93065
Loubaton, Philippe; Moulines, Eric
2
2000
Main effects and interactions in mixed and incomplete data frames. Zbl 1441.62145
Robin, Geneviève; Klopp, Olga; Josse, Julie; Moulines, Éric; Tibshirani, Robert
1
2020
On stability of a class of filters for nonlinear stochastic systems. Zbl 1448.37061
Karvonen, 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 07135460
Karimi, Belhal; Lavielle, Marc; Moulines, Eric
1
2020
On the two-filter approximations of marginal smoothing distributions in general state-space models. Zbl 07163641
Nguyen, 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 1360.65024
Fort, Gersende; Gobet, Emmanuel; Moulines, Eric
1
2017
The mathematics of big data. Zbl 1359.62022
Moulines, É.
1
2015
Nonparametric estimation of Mark’s distribution of an exponential shot-noise process. Zbl 1334.62050
Ilhe, Paul; Moulines, Éric; Roueff, Francois; Souloumiac, Antoine
1
2015
A simple variance inequality for \(U\)-statistics of a Markov chain with applications. Zbl 1310.60025
Fort, G.; Moulines, E.; Priouret, P.; Vandekerkhove, P.
1
2012
Frequency estimation based on the cumulated Lomb-Scargle periodogram. Zbl 1199.62022
Lévy-Leduc, C.; Moulines, E.; Roueff, F.
1
2008
Nonparametric inference of photon energy distribution from indirect measurement. Zbl 1127.62127
Moulines, E.; Roueff, F.; Souloumiac, A.; Trigano, T.
1
2007
Global sampling for sequential filtering over discrete state space. Zbl 1075.62085
Cheung-Mon-Chan, Pascal; Moulines, Eric
1
2004
A semi-blind channel estimation technique based on second-order blind method for CDMA systems. Zbl 1369.94480
Lasaulce, Samson; Loubaton, Philippe; Moulines, Éric
1
2003
Blind identification of multipath channels: a parametric subspace approach. Zbl 1369.94492
Perros-Meilhac, Lisa; Moulines, Éric; Abed-Meraim, Karim; Chevalier, Pascal; Duhamel, Pierre
1
2001
Invariance of subspace based estimators. Zbl 1008.94003
Cardoso, Jean-François; Moulines, Éric
1
2000
Detection of multiple changes in the mean of a random process. Zbl 0882.60031
Lavielle, Marc; Moulines, Éric
1
1997
A quantitative McDiarmid’s inequality for geometrically ergodic Markov chains. Zbl 1434.60174
Havet, Antoine; Lerasle, Matthieu; Moulines, Eric; Vernet, Elodie
2
2020
Main effects and interactions in mixed and incomplete data frames. Zbl 1441.62145
Robin, Geneviève; Klopp, Olga; Josse, Julie; Moulines, Éric; Tibshirani, Robert
1
2020
On stability of a class of filters for nonlinear stochastic systems. Zbl 1448.37061
Karvonen, 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 07135460
Karimi, Belhal; Lavielle, Marc; Moulines, Eric
1
2020
High-dimensional Bayesian inference via the unadjusted Langevin algorithm. Zbl 1428.62111
Durmus, Alain; Moulines, Éric
13
2019
The tamed unadjusted Langevin algorithm. Zbl 07107458
Brosse, Nicolas; Durmus, Alain; Moulines, Éric; Sabanis, Sotirios
2
2019
Efficient Bayesian computation by proximal Markov chain Monte Carlo: when Langevin meets Moreau. Zbl 1401.65016
Durmus, Alain; Moulines, Éric; Pereyra, Marcelo
11
2018
Markov chains. Zbl 1429.60002
Douc, Randal; Moulines, Eric; Priouret, Pierre; Soulier, Philippe
6
2018
Normalizing constants of log-concave densities. Zbl 06864479
Brosse, Nicolas; Durmus, Alain; Moulines, Éric
3
2018
On the two-filter approximations of marginal smoothing distributions in general state-space models. Zbl 07163641
Nguyen, Thi Ngoc Minh; Le Corff, Sylvain; Moulines, Eric
1
2018
Nonasymptotic convergence analysis for the unadjusted Langevin algorithm. Zbl 1377.65007
Durmus, Alain; Moulines, Éric
29
2017
On perturbed proximal gradient algorithms. Zbl 1433.90199
Atchadé, Yves F.; Fort, Gersende; Moulines, Eric
19
2017
Optimal scaling of the random walk Metropolis algorithm under \(L^p\) mean differentiability. Zbl 1401.65007
Durmus, 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 1366.62173
Douc, Randal; Fokianos, Konstantinos; Moulines, Eric
3
2017
Blocking strategies and stability of particle Gibbs samplers. Zbl 07072338
Singh, S. S.; Lindsten, Frederik; Moulines, Eric
2
2017
Decentralized Frank-Wolfe algorithm for convex and nonconvex problems. Zbl 1390.90525
Wai, 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 1360.65024
Fort, Gersende; Gobet, Emmanuel; Moulines, Eric
1
2017
Subgeometric rates of convergence in Wasserstein distance for Markov chains. Zbl 1355.60096
Durmus, Alain; Fort, Gersende; Moulines, Éric
7
2016
Convergence of Markovian stochastic approximation with discontinuous dynamics. Zbl 1334.90090
Fort, G.; Moulines, E.; Schreck, A.; Vihola, M.
5
2016
On parallel implementation of sequential Monte Carlo methods: the island particle model. Zbl 1331.65023
Vergé, Christelle; Dubarry, Cyrille; Del Moral, Pierre; Moulines, Eric
10
2015
Uniform ergodicity of the particle Gibbs sampler. Zbl 1360.60143
Lindsten, 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 1332.62282
Durmus, Alain; Moulines, Éric
3
2015
Adaptive multinomial matrix completion. Zbl 1329.62304
Klopp, Olga; Lafond, Jean; Moulines, Éric; Salmon, Joseph
3
2015
The mathematics of big data. Zbl 1359.62022
Moulines, É.
1
2015
Nonparametric estimation of Mark’s distribution of an exponential shot-noise process. Zbl 1334.62050
Ilhe, Paul; Moulines, Éric; Roueff, Francois; Souloumiac, Antoine
1
2015
Nonlinear time series. Theory, methods and applications with R examples. Zbl 1306.62026
Douc, Randal; Moulines, Eric; Stoffer, David S.
29
2014
Long-term stability of sequential Monte Carlo methods under verifiable conditions. Zbl 1429.62364
Douc, Randal; Moulines, Eric; Olsson, Jimmy
11
2014
Scaling analysis of delayed rejection MCMC methods. Zbl 1323.65001
Bédard, Mylène; Douc, Randal; Moulines, Eric
8
2014
A central limit theorem for adaptive and interacting Markov chains. Zbl 1303.60020
Fort, G.; Moulines, E.; Priouret, P.; Vandekerkhove, P.
4
2014
Adaptive sequential Monte Carlo by means of mixture of experts. Zbl 1325.62151
Cornebise, Julien; Moulines, Eric; Olsson, Jimmy
2
2014
Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator. Zbl 1285.62104
Douc, R.; Doukhan, P.; Moulines, E.
20
2013
Adaptive equi-energy sampler: convergence and illustration. Zbl 1386.65024
Schreck, 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 1288.62061
Kouamo, O.; Lévy-Leduc, C.; Moulines, E.
2
2013
Scaling analysis of multiple-try MCMC methods. Zbl 1239.60075
Bédard, Mylène; Douc, Randal; Moulines, Eric
13
2012
Asymptotic properties of the maximum likelihood estimation in misspecified hidden Markov models. Zbl 1373.62436
Douc, Randal; Moulines, Eric
9
2012
A simple variance inequality for \(U\)-statistics of a Markov chain with applications. Zbl 1310.60025
Fort, G.; Moulines, E.; Priouret, P.; Vandekerkhove, P.
1
2012
Convergence of adaptive and interacting Markov chain Monte Carlo algorithms. Zbl 1246.65003
Fort, G.; Moulines, E.; Priouret, P.
29
2011
Consistency of the maximum likelihood estimator for general hidden Markov models. Zbl 1209.62194
Douc, Randal; Moulines, Eric; Olsson, Jimmy; van Handel, Ramon
20
2011
Sequential Monte Carlo smoothing for general state space hidden Markov models. Zbl 1237.60026
Douc, Randal; Garivier, Aurélien; Moulines, Eric; Olsson, Jimmy
19
2011
Asymptotic properties of \(U\)-processes under long-range dependence. Zbl 1242.62100
Lévy-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 1290.62082
Lévy-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 1291.62108
Lévy-Leduc, C.; Boistard, H.; Moulines, E.; Taqqu, M. S.; Reisen, V. A.
7
2011
On upper-confidence bound policies for switching bandit problems. Zbl 1349.60070
Garivier, Aurélien; Moulines, Eric
7
2011
On adaptive stratification. Zbl 1279.65007
Etore, 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 1224.62078
Reisen, Valdério A.; Moulines, Eric; Soulier, Philippe; Franco, Glaura C.
4
2010
Forgetting of the initial distribution for nonergodic hidden Markov chains. Zbl 1197.93158
Douc, Randal; Gassiat, Elisabeth; Landelle, Benoit; Moulines, Eric
3
2010
On-line expectation-maximization algorithm for latent data models. Zbl 1250.62015
Cappé, Olivier; Moulines, Eric
29
2009
Estimators of long-memory: Fourier versus wavelets. Zbl 1431.62367
Faÿ, Gilles; Moulines, Eric; Roueff, François; Taqqu, Murad S.
25
2009
Forgetting the initial distribution for hidden Markov models. Zbl 1159.93357
Douc, R.; Fort, G.; Moulines, E.; Priouret, P.
16
2009
Optimality of the auxiliary particle filter. Zbl 1176.62092
Douc, 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 1189.93137
Douc, Randal; Moulines, Eric; Ritov, Yaacov
5
2009
On approximate maximum-likelihood methods for blind identification: how to cope with the curse of dimensionality. Zbl 1391.94494
Barembruch, Steffen; Garivier, Aurélien; Moulines, Eric
3
2009
Limit theorems for weighted samples with applications to sequential Monte Carlo methods. Zbl 1155.62056
Douc, Randal; Moulines, Eric
34
2008
A wavelet Whittle estimator of the memory parameter of a nonstationary Gaussian time series. Zbl 1142.62062
Moulines, E.; Roueff, F.; Taqqu, M. S.
26
2008
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
Bounds on regeneration times and limit theorems for subgeometric Markov chains. Zbl 1176.60063
Douc, Randal; Guillin, Arnaud; Moulines, Eric
11
2008
The ODE method for stability of skip-free Markov chains with applications to MCMC. Zbl 1148.60052
Fort, Gersende; Meyn, Sean; Moulines, Eric; Priouret, Pierre
2
2008
Frequency estimation based on the cumulated Lomb-Scargle periodogram. Zbl 1199.62022
Lévy-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 1150.62058
Moulines, E.; Roueff, F.; Taqqu, M. S.
32
2007
Computable convergence rates for sub-geometric ergodic Markov chains. Zbl 1131.60065
Douc, 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 1141.62073
Moulines, E.; Roueff, F.; Taqqu, Murad S.
15
2007
Limit theorems for weighted samples with applications to sequential Monte Carlo methods. Zbl 1359.62341
Douc, R.; Moulines, E.
2
2007
Nonparametric inference of photon energy distribution from indirect measurement. Zbl 1127.62127
Moulines, E.; Roueff, F.; Souloumiac, A.; Trigano, T.
1
2007
On the ergodicity properties of some adaptive MCMC algorithms. Zbl 1114.65001
Andrieu, Christophe; Moulines, Éric
70
2006
Inference in hidden Markov models. Zbl 1080.62065
Cappé, Olivier; Moulines, Eric; Rydén, Tobias
293
2005
Stability of stochastic approximation under verifiable conditions. Zbl 1083.62073
Andrieu, Christophe; Moulines, Éric; Priouret, Pierre
60
2005
Estimating long memory in volatility. Zbl 1151.91702
Hurvich, Clifford M.; Moulines, Eric; Soulier, Philippe
37
2005
On recursive estimation for time varying autoregressive processes. Zbl 1084.62089
Moulines, Eric; Priouret, Pierre; Roueff, François
26
2005
Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime. Zbl 1056.62028
Douc, Randal; Moulines, Éric; Rydén, Tobias
57
2004
Practical drift conditions for subgeometric rates of convergence. Zbl 1082.60062
Douc, Randal; Fort, Gersende; Moulines, Eric; Soulier, Philippe
57
2004
Quantitative bounds on convergence of time-inhomogeneous Markov chains. Zbl 1072.60059
Douc, R.; Moulines, E.; Rosenthal, Jeffrey S.
46
2004
Edgeworth expansions for linear statistics of possibly long-range-dependent linear processes. Zbl 1102.62093
Faÿ, Gilles; Moulines, Eric; Soulier, Philippe
5
2004
Global sampling for sequential filtering over discrete state space. Zbl 1075.62085
Cheung-Mon-Chan, Pascal; Moulines, Eric
1
2004
Convergence of the Monte Carlo expectation maximization for curved exponential families. Zbl 1043.62015
Fort, Gersende; Moulines, Eric
31
2003
Polynomial ergodicity of Markov transition kernels. Zbl 1075.60547
Fort, G.; Moulines, E.
22
2003
On the geometric ergodicity of hybrid samplers. Zbl 1028.65002
Fort, G.; Moulines, E.; Roberts, G. O.; Rosenthal, J. S.
17
2003
Semiparametric spectral estimation for fractional processes. Zbl 1109.62353
Moulines, Eric; Soulier, Philippe
14
2003
A semi-blind channel estimation technique based on second-order blind method for CDMA systems. Zbl 1369.94480
Lasaulce, Samson; Loubaton, Philippe; Moulines, Éric
1
2003
The FEXP estimator for potentially non-stationary linear time series. Zbl 1057.62074
Hurvich, Clifford M.; Moulines, Eric; Soulier, Philippe
17
2002
Nonlinear functionals of the periodogram. Zbl 1063.62015
Fay, Gilles; Moulines, Eric; Soulier, Philippe
5
2002
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
Adaptive estimation of the fractional differencing coefficient. Zbl 1006.62082
Iouditsky, Anatoli; Moulines, Eric; Soulier, Philippe
9
2001
Blind identification of multipath channels: a parametric subspace approach. Zbl 1369.94492
Perros-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 0974.62070
Lavielle, Marc; Moulines, Eric
48
2000
Wavelet estimator of long-range dependent processes. Zbl 1054.62579
Bardet, J. M.; Lang, G.; Moulines, E.; Soulier, P.
32
2000
\(V\)-subgeometric ergodicity for a Hastings-Metropolis algorithm. Zbl 0981.60032
Fort, Gersende; Moulines, Eric
14
2000
Data driven order selection for projection estimator of the spectral density of time series with long range dependence. Zbl 0958.62091
Moulines, Eric; Soulier, Philippe
6
2000
On a perturbation approach for the analysis of stochastic tracking algorithms. Zbl 0972.60026
Aguech, Rafik; Moulines, Eric; Priouret, Pierre
4
2000
On blind multiuser forward link channel estimation by the subspace method: Identifiability results. Zbl 1033.93065
Loubaton, Philippe; Moulines, Eric
2
2000
Invariance of subspace based estimators. Zbl 1008.94003
Cardoso, Jean-François; Moulines, Éric
1
2000
Convergence of a stochastic approximation version of the EM algorithm. Zbl 0932.62094
Delyon, Bernard; Lavielle, Marc; Moulines, Eric
113
1999
Broadband log-periodogram regression of time series with long-range dependence. Zbl 0962.62085
Moulines, Eric; Soulier, Philippe
39
1999
Simulation-based methods for blind maximum-likelihood filter identification. Zbl 0926.93066
Cappé, Olivier; Doucet, Arnaud; Lavielle, Marc; Moulines, Eric
4
1999
A subspace algorithm for certain blind identification problems. Zbl 0870.94006
Abed-Meraim, K.; Loubaton, P.; Moulines, E.
11
1997
Detection of multiple changes in the mean of a random process. Zbl 0882.60031
Lavielle, Marc; Moulines, Éric
1
1997
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)

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