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pro vyhledávání: '"Dubarry, Cyrille"'
Autor:
Dubarry, Cyrille
Les modèles de chaînes de Markov cachées ou plus généralement ceux de Feynman-Kac sont aujourd'hui très largement utilisés. Ils permettent de modéliser une grande diversité de séries temporelles (en finance, biologie, traitement du signal,
Externí odkaz:
http://www.theses.fr/2012TELE0040/document
Autor:
Dubarry, Cyrille
AB-testing is a very popular technique in web companies since it makes it possible to accurately predict the impact of a modification with the simplicity of a random split across users. One of the critical aspects of an AB-test is its duration and it
Externí odkaz:
http://arxiv.org/abs/1501.07768
The approximation of the Feynman-Kac semigroups by systems of interacting particles is a very active research field, with applications in many different areas. In this paper, we study the parallelization of such approximations. The total population o
Externí odkaz:
http://arxiv.org/abs/1306.3911
Autor:
Dubarry, Cyrille, Douc, Randal
Particle smoothers are widely used algorithms allowing to approximate the smoothing distribution in hidden Markov models. Existing algorithms often suffer from slow computational time or degeneracy. We propose in this paper a way to improve any of th
Externí odkaz:
http://arxiv.org/abs/1107.5524
Autor:
Dubarry, Cyrille, Corff, Sylvain Le
The approximation of fixed-interval smoothing distributions is a key issue in inference for general state-space hidden Markov models (HMM). This contribution establishes non-asymptotic bounds for the Forward Filtering Backward Smoothing (FFBS) and th
Externí odkaz:
http://arxiv.org/abs/1012.4183
Autor:
DUBARRY, CYRILLE, LE CORFF, SYLVAIN
Publikováno v:
Bernoulli, 2013 Nov 01. 19(5B), 2222-2249.
Externí odkaz:
http://dx.doi.org/10.3150/12-BEJ450
Autor:
Dubarry, Cyrille1 (AUTHOR) cyrille.dubarry@it-sudparis.eu, Douc, Randal1 (AUTHOR)
Publikováno v:
Quantitative Finance. Mar2014, Vol. 14 Issue 3, p443-456. 14p. 1 Diagram, 6 Charts, 10 Graphs.
Autor:
Dubarry, Cyrille
Publikováno v:
Mathématiques générales [math.GM]. Institut National des Télécommunications, 2012. Français. ⟨NNT : 2012TELE0040⟩
Hidden Markov chain models or more generally Feynman-Kac models are now widely used. They allow the modelling of a variety of time series (in finance, biology, signal processing, ...) Their increasing complexity gave birth to approximations using Mon
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::efc08c81829e86f39b8c019fcd14f74c
https://tel.archives-ouvertes.fr/tel-00762243
https://tel.archives-ouvertes.fr/tel-00762243
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