Edit Profile (opens in new tab) Cappé, Olivier Co-Author Distance Author ID: cappe.olivier Published as: Cappé, Olivier; Cappé, O. Documents Indexed: 18 Publications since 1999, including 1 Book 1 Further Contribution Co-Authors: 22 Co-Authors with 17 Joint Publications 561 Co-Co-Authors all top 5 Co-Authors 2 single-authored 7 Moulines, Eric 4 Robert, Christian P. 3 Douc, Randal 2 Doucet, Arnaud 2 Févotte, Cédric 2 Garivier, Aurélien 2 Lévy-Leduc, Céline 2 Lung-Yut-Fong, Alexandre 2 Olsson, Jimmy 2 Rydén, Tobias 1 Andrieu, Christophe 1 Aston, John A. D. 1 Bardenet, Rémi 1 Belmonte, Miguel A. G. 1 Bhadra, Anindya 1 Bornn, Luke 1 Campbell, Eddy 1 Chen, Rong 1 Chen, Yuguo 1 Chopin, Nicolas 1 Cornebise, Julien 1 Creal, Drew D. 1 Crisan, Dan O. 1 Draper, David 1 Essid, Slim 1 Everitt, Richard Geoffrey 1 Fearnhead, Paul 1 Filstroff, Louis 1 Flury, Thomas 1 Fort, Gersende 1 Giordani, Paolo E. 1 Girolami, Mark A. 1 Godsill, Simon J. 1 Golightly, Andrew 1 Gouvert, Olivier 1 Holenstein, Roman 1 Holmes, Christopher C. 1 Ionides, Edward L. 1 Jacob, Pierre E. 1 Johannes, Michael S. 1 Johansen, Adam M. 1 Jones, Emlyn M. 1 Kaufmann, Emilie 1 Kégl, Balázs 1 Kohn, Robert J. 1 Koopman, Siem Jan 1 Lampinen, Jouko 1 Latuszynski, Krzysztof 1 Lavielle, Marc 1 Lee, Anthony J. T. 1 Maillard, Odalric-Ambrym 1 Margvelashvili, Nugzar 1 Maskell, Simon 1 Munos, Rémi 1 Murray, Lawrence M. 1 Papaspiliopoulos, Omiros 1 Parslow, John 1 Peters, Gareth William 1 Pitt, Michael K. 1 Polson, Nick 1 Roberts, Gareth O. 1 Rue, Håvard 1 Seichepine, Nicolas 1 Shephard, Neil 1 Silva, Ralph S. 1 Stoltz, Gilles 1 Tabet, Aline 1 Toivanen, Miika 1 Whiteley, Nick 1 Wilkinson, Darren James 1 Yae, Seung Min 1 Yun, Jonghyun all top 5 Serials 4 Journal of the Royal Statistical Society. Series B. Statistical Methodology 3 IEEE Transactions on Signal Processing 2 Bernoulli 1 Scandinavian Journal of Statistics 1 The Annals of Statistics 1 Journal of the American Statistical Association 1 Signal Processing 1 Monte Carlo Methods and Applications 1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings 1 Journal of Machine Learning Research (JMLR) 1 Journal de la Société Française de Statistique 1 Statistics and Computing 1 Springer Series in Statistics all top 5 Fields 15 Statistics (62-XX) 11 Numerical analysis (65-XX) 4 Probability theory and stochastic processes (60-XX) 3 Computer science (68-XX) 2 Information and communication theory, circuits (94-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 14 Publications have been cited 642 times in 600 Documents Cited by ▼ Year ▼ Inference in hidden Markov models. Zbl 1080.62065 Cappé, Olivier; Moulines, Eric; Rydén, Tobias 410 2005 Particle Markov chain Monte Carlo methods. With discussion and authors’ reply. Zbl 1411.65020 Andrieu, Christophe; Doucet, Arnaud; Holenstein, Roman 303 2010 On-line expectation-maximization algorithm for latent data models. Zbl 1250.62015 Cappé, Olivier; Moulines, Eric 48 2009 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 45 2003 Kullback-Leibler upper confidence bounds for optimal sequential allocation. Zbl 1293.62161 Cappé, Olivier; Garivier, Aurélien; Maillard, Odalric-Ambrym; Munos, Rémi; Stoltz, Gilles 36 2013 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 32 2008 On the complexity of best-arm identification in multi-armed bandit models. Zbl 1360.62433 Kaufmann, Emilie; Cappé, Olivier; Garivier, Aurélien 29 2016 Homogeneity and change-point detection tests for multivariate data using rank statistics. (Tests d’homogénéité et de détection de ruptures pour des données multivariées en utilisant des statistiques de rang.) Zbl 1338.62134 Lung-Yut-Fong, Alexandre; Lévy-Leduc, Céline; Cappé, Olivier 13 2015 Distributed detection/localization of change-points in high-dimensional network traffic data. Zbl 1322.62146 Lung-Yut-Fong, A.; Lévy-Leduc, C.; Cappé, O. 8 2012 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 6 2002 Markov chain Monte Carlo: 10 years and still running. Zbl 1072.60506 Cappé, Olivier; Robert, Christian P. 5 2000 Recursive computation of smoothed functionals of hidden Markovian processes using a particle approximation. Zbl 0982.65010 Cappé, Olivier 4 2001 Simulation-based methods for blind maximum-likelihood filter identification. Zbl 0926.93066 Cappé, Olivier; Doucet, Arnaud; Lavielle, Marc; Moulines, Eric 4 1999 Adaptive MCMC with online relabeling. Zbl 1386.65011 Bardenet, Rémi; Cappé, Olivier; Fort, Gersende; Kégl, Balázs 2 2015 On the complexity of best-arm identification in multi-armed bandit models. Zbl 1360.62433 Kaufmann, Emilie; Cappé, Olivier; Garivier, Aurélien 29 2016 Homogeneity and change-point detection tests for multivariate data using rank statistics. (Tests d’homogénéité et de détection de ruptures pour des données multivariées en utilisant des statistiques de rang.) Zbl 1338.62134 Lung-Yut-Fong, Alexandre; Lévy-Leduc, Céline; Cappé, Olivier 13 2015 Adaptive MCMC with online relabeling. Zbl 1386.65011 Bardenet, Rémi; Cappé, Olivier; Fort, Gersende; Kégl, Balázs 2 2015 Kullback-Leibler upper confidence bounds for optimal sequential allocation. Zbl 1293.62161 Cappé, Olivier; Garivier, Aurélien; Maillard, Odalric-Ambrym; Munos, Rémi; Stoltz, Gilles 36 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. 8 2012 Particle Markov chain Monte Carlo methods. With discussion and authors’ reply. Zbl 1411.65020 Andrieu, Christophe; Doucet, Arnaud; Holenstein, Roman 303 2010 On-line expectation-maximization algorithm for latent data models. Zbl 1250.62015 Cappé, Olivier; Moulines, Eric 48 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 32 2008 Inference in hidden Markov models. Zbl 1080.62065 Cappé, Olivier; Moulines, Eric; Rydén, Tobias 410 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 45 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 6 2002 Recursive computation of smoothed functionals of hidden Markovian processes using a particle approximation. Zbl 0982.65010 Cappé, Olivier 4 2001 Markov chain Monte Carlo: 10 years and still running. Zbl 1072.60506 Cappé, Olivier; Robert, Christian P. 5 2000 Simulation-based methods for blind maximum-likelihood filter identification. Zbl 0926.93066 Cappé, Olivier; Doucet, Arnaud; Lavielle, Marc; Moulines, Eric 4 1999 all cited Publications top 5 cited Publications all top 5 Cited by 1,070 Authors 33 Jasra, Ajay 18 Olsson, Jimmy 16 Moulines, Eric 13 Singh, Sumeetpal Sidhu 12 Del Moral, Pierre 12 Douc, Randal 11 Lember, Jüri 10 Le Corff, Sylvain 9 Doucet, Arnaud 9 Robert, Christian P. 8 Law, Kody J. H. 8 Pieczynski, Wojciech 7 Kutoyants, Yury A. 7 van Handel, Ramon 6 Chopin, Nicolas 6 Fort, Gersende 6 Garivier, Aurélien 6 Gassiat, Elisabeth 6 Jacob, Pierre E. 6 Kaufmann, Emilie 5 Beskos, Alexandros 5 Creal, Drew D. 5 Ionides, Edward L. 5 Kantas, Nikolas 5 Kohn, Robert J. 5 Kuljus, Kristi 5 Maruotti, Antonello 5 Russo, Daniel J. 5 Spezia, Luigi 4 Agüero, Juan-Carlos 4 Aston, John A. D. 4 Bartolucci, Francesco 4 Cappé, Olivier 4 Cournède, Paul-Henry 4 Crisan, Dan O. 4 Goodwin, Graham Clifford 4 Holzmann, Hajo 4 Honda, Junya 4 Koloydenko, Alexey Alexandrovich 4 Koutsourelakis, Phaedon-Stelios 4 Lindström, Erik 4 Micheas, Athanasios Christou 4 Nguyen, Hien Duy 4 Nystrup, Peter 4 Papaspiliopoulos, Omiros 4 Ramdas, Aaditya K. 4 Schön, Thomas B. 4 Song, Xinyuan 4 Trevezas, Samis 4 Whiteley, Nick 4 Zhou, Yan 3 Bhadra, Anindya 3 Bulla, Jan 3 Chambaz, Antoine 3 Chan, Hock Peng 3 Chatzis, Sotirios P. 3 Dean, Thomas A. 3 Dellaportas, Petros 3 Fearnhead, Paul 3 Forbes, Florence 3 Fu, Michael C. 3 Godoy, Boris I. 3 Guédon, Yann 3 Houssineau, Jeremie 3 Johansen, Adam M. 3 Kamatani, Kengo 3 Kaptein, Maurits Clemens 3 Lacour, Claire 3 Lagona, Francesco 3 Langrock, Roland 3 Lindsten, Fredrik 3 Madsen, Henrik O. 3 Maillard, Odalric-Ambrym 3 Marin, Jean-Michel 3 Matias, Catherine 3 Mohammadi, Abdolreza 3 Murray, Lawrence M. 3 Peng, Yijie 3 Peters, Gareth William 3 Petetin, Yohan 3 Picchini, Umberto 3 Pitt, Michael K. 3 Rodríguez, Luis Angel 3 Rojas, Cristian R. 3 Rousseau, Judith 3 Ruggiero, Matteo 3 Rydén, Tobias 3 Soize, Christian 3 Sova, Joonas 3 Stoltz, Gilles 3 Sugiyama, Masashi 3 Tempone, Raúl F. 3 Van Roy, Benjamin 3 Xia, Yemao 3 Yuz, Juan I. 2 Ailliot, Pierre 2 Allassonnière, Stéphanie 2 Andrieu, Christophe 2 Augustyniak, Maciej 2 Aupetit, Sebastien ...and 970 more Authors all top 5 Cited in 162 Serials 48 Statistics and Computing 37 Computational Statistics and Data Analysis 25 The Annals of Statistics 21 Bernoulli 16 Electronic Journal of Statistics 14 Stochastic Processes and their Applications 14 Journal of Machine Learning Research (JMLR) 14 The Annals of Applied Statistics 13 Methodology and Computing in Applied Probability 11 Journal of Econometrics 11 Journal of Statistical Computation and Simulation 8 Automatica 8 Journal of Multivariate Analysis 8 Statistics & Probability Letters 8 Neural Computation 8 Computational Statistics 8 Communications in Statistics. Theory and Methods 7 The Annals of Applied Probability 7 Journal of Applied Statistics 6 The Canadian Journal of Statistics 6 Annals of the Institute of Statistical Mathematics 6 Journal of the American Statistical Association 6 Stochastic Analysis and Applications 6 Statistical Science 6 SIAM/ASA Journal on Uncertainty Quantification 5 Advances in Applied Probability 5 Journal of Computational Physics 5 Journal of Statistical Planning and Inference 5 Operations Research 5 Machine Learning 5 Communications in Statistics. Simulation and Computation 5 Quantitative Finance 5 Environmetrics 4 International Journal of Control 4 Physica A 4 SIAM Journal on Numerical Analysis 4 Journal of Time Series Analysis 4 Automation and Remote Control 4 Mathematical Methods of Statistics 4 Monte Carlo Methods and Applications 4 AStA. Advances in Statistical Analysis 4 Journal of Computational and Graphical Statistics 4 Wiley Interdisciplinary Reviews. WIREs Computational Statistics 3 Artificial Intelligence 3 Journal of the Franklin Institute 3 Journal of Statistical Physics 3 Scandinavian Journal of Statistics 3 International Statistical Review 3 Journal of Applied Probability 3 Mathematics of Operations Research 3 SIAM Journal on Control and Optimization 3 Statistics 3 International Journal of Approximate Reasoning 3 Journal of Economic Dynamics & Control 3 Signal Processing 3 International Journal of Adaptive Control and Signal Processing 3 European Journal of Operational Research 3 Pattern Recognition 3 Test 3 SIAM Journal on Scientific Computing 3 Statistica Sinica 3 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 3 Australian & New Zealand Journal of 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 3 Bayesian Analysis 2 Psychometrika 2 Biometrics 2 Information Sciences 2 Insurance Mathematics & Economics 2 Sequential Analysis 2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 2 Statistical Papers 2 Applied Mathematical Finance 2 Electronic Journal of Probability 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 Stochastics 2 Journal of Forecasting 2 Journal of Physics A: Mathematical and Theoretical 2 Statistical Analysis and Data Mining 2 Journal of Statistical Theory and Practice 2 Journal of Theoretical Biology 2 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys 2 Foundations of Data Science 2 SIAM Journal on Mathematics of Data Science 1 Computer Methods in Applied Mechanics and Engineering 1 Inverse Problems 1 Journal of Mathematical Biology 1 Lithuanian Mathematical Journal 1 Mathematical Biosciences 1 Chaos, Solitons and Fractals 1 The Annals of Probability 1 Biometrical Journal 1 Dissertationes Mathematicae ...and 62 more Serials all top 5 Cited in 27 Fields 472 Statistics (62-XX) 203 Probability theory and stochastic processes (60-XX) 156 Numerical analysis (65-XX) 63 Computer science (68-XX) 56 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 54 Systems theory; control (93-XX) 27 Biology and other natural sciences (92-XX) 23 Operations research, mathematical programming (90-XX) 15 Information and communication theory, circuits (94-XX) 13 Statistical mechanics, structure of matter (82-XX) 10 Dynamical systems and ergodic theory (37-XX) 7 Linear and multilinear algebra; matrix theory (15-XX) 5 Quantum theory (81-XX) 5 Geophysics (86-XX) 4 Ordinary differential equations (34-XX) 4 Partial differential equations (35-XX) 4 Calculus of variations and optimal control; optimization (49-XX) 3 Combinatorics (05-XX) 2 History and biography (01-XX) 2 Operator theory (47-XX) 1 Measure and integration (28-XX) 1 Mechanics of particles and systems (70-XX) 1 Mechanics of deformable solids (74-XX) 1 Fluid mechanics (76-XX) 1 Optics, electromagnetic theory (78-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Astronomy and astrophysics (85-XX) Citations by Year