Randal Douc Issues (2024)

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Oct 7, 2024 · Welcome to Randal Douc's homepage · Current position: Full professor at Telecom Sudparis (2008-current). · Area of Interest: Computational ...

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Let $(Y_{k})_{k\in\mathbb{Z}}$ be a stationary sequence on a probability space $(\Omega,\mathcal{A},\mathbb{P})$ taking values in a standard Borel space $\mathsf{Y}$. Consider the associated maximum likelihood estimator with respect to a parametrized family of hidden Markov models such that the law of the observations $(Y_{k})_{k\in\mathbb{Z}}$ is not assumed to be described by any of the hidden Markov models of this family. In this paper we investigate the consistency of this estimator in such misspecified models under mild assumptions.

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‪telecom sudparis‬ - ‪‪Cité(e) 5 540 fois‬‬ - ‪hidden markov models‬ - ‪particle filtering‬ - ‪markov chains‬

We give simple conditions that ensure exponential forgetting of the initial conditions of the filter for general state-space hidden Markov chain.
We give simple conditions that ensure exponential forgetting of the initial conditions of the filter for general state-space hidden Markov chain. The proofs are based on the coupling argument applied to the posterior Markov kernels. These results are useful both for filtering hidden Markov models using approximation methods (e.g., particle filters) and for proving asymptotic properties of estimators. The results are general enough to cover models like the Gaussian state space model, without using the special structure that permits the application of the Kalman filter.
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With a few keystrokes, users can search for keywords, topics, or phrases, making research and finding relevant information a breeze. This efficiency saves time ...

In this paper, we introduce a novel family of iterative algorithms which carry out α-divergence minimisation in a Variational Inference context.
Kamélia Daudel, Randal Douc, François Roueff; 24(62):1−76, 2023.

Douc, Randal, Guillin, Arnaud, and Moulines, Eric. "Bounds on regeneration times and limit theorems for subgeometric Markov chains.
Randal Douc; Arnaud Guillin; Eric Moulines

In this paper, we introduce a novel family of iterative algorithms which carry out α -divergence minimisation in a Variational Inference context.
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Art of Shadow Ash and the Shade of the Sha, page 8&mem=
Papers by Randal Douc with links to code and results.

... issues In addition end of chapter exercises develop students financial reasoning skills Nonlinear Time Series Analysis Holger Kantz,Thomas Schreiber,2004 ...

Sep 15, 2019 · Page 1. Randal Douc, Eric Moulines, Pierre Priouret,. Philippe ... problems . . . . . . . . . . . . . . . . . . . . . . . . . . . 84.

Pintelon,2014-06-28 This book concentrates on the problem of accurate modeling of linear systems. It presents a thorough description of a method of modeling a ...

Apr 23, 2010 · ... Randal Douc on the vanilla Rao-Blackwellisation scheme. It is motivated by the Bernoulli factory problem, which aims at (unbiasedly) ...
A few months ago, Latuszyński, Kosmidis, Papaspiliopoulos and Roberts arXived a paper I should have noticed earlier as its topic is very much related to our paper with Randal Douc on the vanilla Ra…

Why is that a good idea? (i) The α-divergence recovers the exclusive KL when α → 1 and permits to bypass the issues ... [1] Kamélia Daudel, Randal Douc, and ...

ANR Programs ; ANR-05-BLAN-0299, ADAP'MC, Adaptative Monte Carlo methods ; ANR-08-BLAN-0218, BigMC, Issues in large scale Monte Carlo ...
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