selected publications

• academic article

  • Structured Variational Bayesian Inference for Gaussian State-Space Models With Regime Switching.  IEEE Signal Processing Letters.  28:1953-1957. 2021
  • Semi-Independent Resampling for Particle Filtering.  IEEE Signal Processing Letters.  25:130-134. 2017
  • Independent Resampling Sequential Monte Carlo Algorithms.  IEEE Transactions on Signal Processing.  65:5318-5333. 2017
  • IEEE Transactions on Signal Processing publication information.  IEEE Transactions on Signal Processing.  63:C2-C2. 2015
  • Bayesian Conditional Monte Carlo Algorithms for Nonlinear Time-Series State Estimation.  IEEE Transactions on Signal Processing.  63:3586-3598. 2015
  • Filtrage statistique optimal rapide dans des systèmes linéaires à sauts non stationnaires.  Traitement du signal.  31:339-361. 2014
  • A Class of Fast Exact Bayesian Filters in Dynamical Models With Jumps.  IEEE Transactions on Signal Processing.  62:3643-3653. 2014
  • Exact Bayesian Prediction in a Class of Markov-switching Models.  Methodology And Computing In Applied Probability.  14:125-134. 2010
  • A fixed-lag particle smoother for blind SISO equalization of time-varying channels.  IEEE Transactions on Wireless Communications.  9:512-516. 2010
  • Modèles de Markov Triplet et filtrage de Kalman Triplet Markov models and Kalman filtering.  .  2003

• blog posting

  • Bayesian Conditional Monte Carlo Algorithms for Sequential Single and Multi-Object filtering.  arXiv (Cornell University). 2012

• conference paper

  • Apprentissage bayésien semi-supervisé par modélisation générative.  . 2023
  • Flots stochastiques discrets.  HAL (Le Centre pour la Communication Scientifique Directe). 2022
  • Rééchantillonnage indépendant et semi-indépendant pour le filtrage particulaire.  . 2017
  • Particle filters with independent resampling.  . 3994-3998. 2016
  • Un algorithme d'estimation non supervisée dans des modèles Markoviens à sauts.  HAL (Le Centre pour la Communication Scientifique Directe). 2015
  • Exact Bayesian estimation in constrained Triplet Markov Chains.  . 1-6. 2014
  • Un nouvel algorithme de filtrage dans les modèles de Markov à saut linéaires et Gaussiens.  HAL (Le Centre pour la Communication Scientifique Directe). 2013
  • Exact optimal filtering in an approximating switching system.  HAL (Le Centre pour la Communication Scientifique Directe). 2013
  • A mixed GM/SMC implementation of the probability hypothesis density filter.  . 425-430. 2012
  • A semi-exact sequential Monte Carlo filtering algorithm in Hidden Markov Chains.  . 595-600. 2012
  • Further Rao-Blackwellizing an already Rao-Blackwellized algorithm for Jump Markov State Space Systems.  . 706-711. 2012
  • Marginalized PHD Filters for multi-target filtering.  . 419-424. 2012
  • Multi-object filtering for pairwise Markov chains.  . 348-353. 2012
  • A particle smoothing implementation of the fully-adapted auxiliary particle filter: An alternative to auxiliary particle filters.  . 217-220. 2011
  • Optimal SIR algorithm vs. fully adapted auxiliary particle filter: A matter of conditional independence.  . 3992-3995. 2011
  • Direct vs. indirect sequential Monte-Carlo filters.  . 2010
  • Exact Bayesian smoothing in triplet switching Markov chains.  HAL (Le Centre pour la Communication Scientifique Directe). 2009
  • Exact bayesian restoration in non-gaussian Markov-switching trees.  HAL (Le Centre pour la Communication Scientifique Directe). 2009
  • Exact bayesian prediction in non-gaussian Markov-switching model.  HAL (Le Centre pour la Communication Scientifique Directe). 2009
  • Direct versus prediction-based Particle Filter algorithms.  . 303-308. 2008
  • A fixed-lag particle smoothing algorithm for the blind turbo equalization of time-varying channels.  IEEE International Conference on Acoustics Speech and Signal Processing. 2917-2920. 2008
  • Kalman Filtering for Triplet Markov Chains : Applications and Extensions.  . 685-688. 2006
  • Exact and Approximate Bayesian Smoothing Algorithms in Partially Observed Markov Chains.  . 148-151. 2006
  • Bayesian Smoothing Algorithms in Partially Observed Markov Chains.  AIP conference proceedings. 2006
  • Entropy Computation in Partially Observed Markov Chains.  AIP conference proceedings. 2006
  • A MULTISCALE SMOOTHING ALGORITHM FOR PAIRWISE MARKOV TREES.  . 2004
  • Kalman filtering using pairwise Gaussian models.  2003 IEEE International Conference on Acoustics, Speech, and Signal Processing, 2003. Proceedings. (ICASSP '03).. VI-60. 2004
  • Geometrical aspects of linear prediction algorithms.  . 1999
  • Un algorithme d'identification autodidacte multi-entrées/ multi-sorties en présence de bruit corrélé spatialement.  . 1999
  • On the identification of certain noisy MA models.  . 1996
  • A rotation-based algorithm for computing reflection coefficients.  . 1993
  • Recursive least-squares lattices and trigonometry in the spherical triangle.  IEEE International Conference on Acoustics Speech and Signal Processing. 404-407 vol.3. 1993
  • An extended displacement operator for weakly structured covariance matrices.  . 21-24 vol.5. 1992
  • Time-varying 9ranks and associated inversion algorithms.  . 1990