Elisabeth Gassiat & Sylvain Le Corff (2024). "Variational excess risk bound for general state space models." Under review
Publications
Gabriel Cardoso, Yazid Janati El Idrissi, Sylvain Le Corff & Eric Moulines (2024). "Monte Carlo guided Diffusion for Bayesian linear inverse problems." Under review
Etienne David, Jean Bellot, Sylvain Le Corff & Luc Lehericy (2024). " Identifiability of discrete Input-output hidden Markov models with external signals." Statistics and Computing, 34(54).
Randal Douc & Sylvain Le Corff (2023). "Asymptotic convergence of iterative optimization algorithms." Under review
Yazid Janati, Sylvain Le Corff & Yohan Petetin (2023). " Variance estimation for Sequential Monte Carlo Algorithms: a backward sampling approach." To appear in Bernoulli
Etienne David, Jean Bellot & Sylvain Le Corff (2023). " HERMES: Hybrid Error-corrector Model with inclusion of External Signals for nonstationary time series." Transactions on Machine Learning Research
Mathis Chagneux, Élisabeth Gassiat, Pierre Gloaguen & Sylvain Le Corff (2023). " Additive smoothing error in backward variational inference for general state-space models." To appear in The Journal of Machine Learning Research
Gabriel Cardoso, Yazid Janati, Sylvain Le Corff, Eric Moulines & Jimmy Olsson (2023). " State and parameter learning with PaRISian Particle Gibbs." Proceedings of the 40th International Conference on Machine Learning (ICML), PMLR 202:3625-3675.
Alice Martin, Marie-Pierre Étienne, Pierre Gloaguen, Sylvain Le Corff & Jimmy Olsson (2023). " Backward importance sampling for online estimation of state space models." Journal of Computational and Graphical Statistics, 32(4):1447-1460
Pierre Gloaguen, Sylvain Le Corff & Jimmy Olsson (2022). " A pseudo-marginal sequential Monte Carlo online smoothing algorithm." Bernoulli, 28(4):2606-2633.
Max Cohen, Guillaume Quispe, Sylvain Le Corff, Charles Ollion & Eric Moulines (2022). "Diffusion bridges vector quantized variational autoencoders." Proceedings of the 39th International Conference on Machine Learning (ICML), PMLR 162:4141-4156.
Alice Martin, Guillaume Quispe, Charles Ollion, Sylvain Le Corff, Florian Strub & Olivier Pietquin (2022). " Learning Natural Language Generation with Truncated Reinforcement Learning." Proceedings of the 2022 Conference of the North American Chapter of the Association for Computational Linguistics: Human Language Technologies (NAACL), 12:37
Elisabeth Gassiat, Sylvain Le Corff & Luc Lehericy (2022). "Deconvolution with unknown noise distribution is possible for multivariate signals." The Annals of Statistics, 50(1):303-323
Achille Thin, Yazid Janati El Idrissi, Sylvain Le Corff, Charles Ollion, Eric Moulines, Arnaud Doucet, Alain Durmus & Christian P. Robert (2021). " NEO: Non Equilibrium Sampling on the Orbit of a Deterministic Transform." Advances in Neural Information Processing Systems 34 (NeurIPS), 34:17060-17071
Hermanni Hälvä, Sylvain Le Corff, Luc Lehéricy, Jonathan So, Yongjie Zhu, Elisabeth Gassiat & Aapo Hyvarinen (2021). " Disentangling Identifiable Features from Noisy Data with Structured Nonlinear ICA." Advances in Neural Information Processing Systems 34 (NeurIPS), 34:1624-1633
Sylvain Le Corff, Matthieu Lerasle & Elodie Vernet (2020). " A Bayesian nonparametric approach for generalized Bradley-Terry models in random environment."
Elisabeth Gassiat, Sylvain Le Corff & Luc Lehéricy (2020). " Identifiability and consistent estimation of nonparametric translation hidden Markov models with general state space." The Journal of Machine Learning Research, 115:1-40
Roland Diel, Sylvain Le Corff & Matthieu Lerasle (2020). " Learning the distribution of latent variables in paired comparison models with round-robin scheduling." Bernoulli, 26(4):2670-2698
Thi Ngoc Minh Nguyen, Sylvain Le Corff & Eric Moulines (2018). " On the two-filter approximations of marginal smoothing distributions in general state-space models." Advances in Applied Probability, 50(1):154-177
Pierre Gloaguen, Marie-Pierre Etienne & Sylvain Le Corff (2018). " Online sequential Monte Carlo smoother for partially observed diffusion processes." EURASIP Journal on Advances in Signal Processing, 9
Pierre Gloaguen, Marie-Pierre Etienne and Sylvain Le Corff (2018). " Stochastic Differential Equation Based on a Multimodal Potential to Model Movement Data in Ecology." Journal of the Royal Statistical Society: Series C, 67(3):599-616
Thi Ngoc Minh Nguyen, Sylvain Le Corff & Eric Moulines (2017). " Particle rejuvenation of Rao-Blackwellized Sequential Monte Carlo smoothers for Conditionally Linear and Gaussian models." EURASIP Journal on Advances in Signal Processing, 54
Alain Durmus, Sylvain Le Corff, Eric Moulines & Gareth O. Roberts (2017). " Optimal scaling of the random walk Metropolis algorithm under Lp mean differentiability." Journal of Applied Probability, 54(4):1233-1260
Thierry Dumont & Sylvain Le Corff (2017). " Nonparametric regression on hidden Φ-mixing variables: Identifiability and consistency of a pseudo-likelihood based estimation procedure." Bernoulli, 23(2):990-1021
Rainer Dahlhaus, Thierry Dumont, Sylvain Le Corff & Jan C. Neddermeyer (2017). " Statistical Inference for Oscillation Processes." Statistics, 51(1):61-83
Yohann de Castro, Sylvain Le Corff & Elisabeth Gassiat (2017). " Consistent estimation of the filtering and marginal smoothing distributions in nonparametric hidden Markov models." IEEE Transactions on Information Theory, 63(8):4758-4777
Amandine Schreck, Gersende Fort, Sylvain Le Corff & Eric Moulines (2015). " A Shrinkage-Thresholding Metropolis Adjusted Langevin Algorithm for Bayesian Variable Selection." IEEE Journal of Selected Topics in Signal Processing, 10:366-375
Thierry Dumont & Sylvain Le Corff (2014). " Simultaneous localization and mapping in wireless sensor networks." Signal Processing, 101:192-203
Sylvain Le Corff, Gersende Fort & Eric Moulines (2013). " New Online EM algorithms for general hidden Markov models. Application to the SLAM problem." Proceedings of the 10th International Conference on Latent Variable Analysis and Signal Separation (LVA/ICA) 131:138
Sylvain Le Corff & Gersende Fort (2013). " Convergence of a Particle-Based Approximation of the Block Online Expectation Maximization Algorithm." ACM Transactions on Modeling and Computer Simulation, 23(1):1-22
Sylvain Le Corff & Gersende Fort (2013). " Online Expectation Maximization based algorithms for inference in hidden Markov models." Electronic Journal of Statistics, 7(5B):763-792
Cyrille Dubarry & Sylvain Le Corff (2013). " Nonasymptotic deviation inequalities for smoothed additive functionals in nonlinear state-space models with applications to parameter estimation." Bernoulli 19(5B):2222-2249
Thierry Dumont & Sylvain Le Corff (2013). " Online EM for indoor simultaneous localization and mapping." IEEE International Conference on Acoustics, Speech and Signal Processing 6431-6435