selected publications
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academic article
- Semi-supervised optimal recursive filtering and smoothing in non-Gaussian Markov switching models. Signal Processing. 171:107511-107511. 2020
- An adaptive and on-line IMU-based locomotion activity classification method using a triplet Markov model. Neurocomputing. 362:94-105. 2019
- Filtering in Gaussian Linear Systems With Fuzzy Switches. IEEE Transactions on Fuzzy Systems. 28:1760-1770. 2019
- Parameter Estimation in Switching Markov Systems and Unsupervised Smoothing. IEEE Transactions on Automatic Control. 64:1761-1767. 2018
- Fast smoothing in switching approximations of non-linear and non-Gaussian models. Computational Statistics & Data Analysis. 114:38-46. 2017
- Unsupervised classification using hidden Markov chain with unknown noise copulas and margins. Signal Processing. 128:8-17. 2016
- Filtrage statistique optimal rapide dans des systèmes linéaires à sauts non stationnaires. Traitement du signal. 31:339-361. 2014
- Optimal Filter Approximations in Conditionally Gaussian Pairwise Markov Switching Models. IEEE Transactions on Automatic Control. 60:1104-1109. 2014
- Exact Fast Computation of Optimal Filter in Gaussian Switching Linear Systems. IEEE Signal Processing Letters. 20:701-704. 2013
- Unsupervised data classification using pairwise Markov chains with automatic copulas selection. Computational Statistics & Data Analysis. 63:81-98. 2013
- Subsampling-based HMC parameter estimation with application to large datasets classification. Signal Image and Video Processing. 8:873-882. 2012
- Segmentation d’images par modèle de mélange conjoint non gaussien. Traitement du signal. 29:9-28. 2012
- Subsampling-based HMC parameters estimation with application to large data sets classification. HAL (Le Centre pour la Communication Scientifique Directe). 2012
- Signal and Image Segmentation Using Pairwise Markov Chains. IEEE Transactions on Signal Processing. 52:2477-2489. 2004
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blog posting
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chapter
- An Exact Smoother in a Fuzzy Jump Markov Switching Model. Communications in computer and information science. 111-125. 2017
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conference paper
- Parameter estimation in conditionally Gaussian pairwise Markov switching models and unsupervised smoothing. . 1-6. 2016
- Lissage rapide dans des modèles non linéaires et non gaussiens. HAL (Le Centre pour la Communication Scientifique Directe). 2015
- Exact fast smoothing in switching models with application to stochastic volatility. . 924-928. 2015
- Fast filter in non-linear systems with application to stochastic volatility model. . 2014
- Filtrage exact dans les systèmes linéaires gaussiens à sauts markoviens. 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
- Copulas selection in pairwise Markov chain. HAL (Le Centre pour la Communication Scientifique Directe). 2012
- Modèles de mélange à copules : simulation, restauration et sélection. HAL (Le Centre pour la Communication Scientifique Directe). 2012
- Segmentation conjointe d'images et copules. HAL (Le Centre pour la Communication Scientifique Directe). 2011
- Unsupervised restoration in Gaussian Pairwise Mixture Model. European Signal Processing Conference. 854-858. 2011
- Unsupervised restoration in Gaussian pairwise mixture models. HAL (Le Centre pour la Communication Scientifique Directe). 2011
Co-author Network