Eric Moulines

15 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-2058-0693

Centre Mathématiques Appliquées, Institut Polytechnique de Paris

Publications

• On geometric convergence for the Metropolis-adjusted Langevin algorithm under simple conditions — Biometrika 2024
• Irreducibility and geometric ergodicity of Hamiltonian Monte Carlo — The Annals of Statistics 2020
• Main Effects and Interactions in Mixed and Incomplete Data Frames — Journal of the American Statistical Association 2020
• Asymptotic properties of the maximum likelihood estimation in misspecified hidden Markov models — The Annals of Statistics 2012
• Convergence of adaptive and interacting Markov chain Monte Carlo algorithms — The Annals of Statistics 2011 (name-matched, not ORCID-linked)
• Corrigendum: On-line expectation–maximization algorithm for latent data models — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2011
• Asymptotic properties of U-processes under long-range dependence — The Annals of Statistics 2011
• On-line expectation–maximization algorithm for latent data models — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2009
• A wavelet whittle estimator of the memory parameter of a nonstationary Gaussian time series — The Annals of Statistics 2008 (name-matched, not ORCID-linked)
• Corrigendum to “Estimating Long Memory in Volatility” — Econometrica 2008
• Limit theorems for weighted samples with applications to sequential Monte Carlo methods — The Annals of Statistics 2008
• Estimating Long Memory in Volatility — Econometrica 2005
• Convergence of the Monte Carlo expectation maximization for curved exponential families — The Annals of Statistics 2003
• Convergence of a stochastic approximation version of the EM algorithm — The Annals of Statistics 1999
• Broadband log-periodogram regression of time series with long-range dependence — The Annals of Statistics 1999