@article{RSA_1997__45_4_5_0, author = {Lavielle, M. and Moulines, E.}, title = {Quelques exemples de probl\`emes inverses en statistique et en traitement du signal}, journal = {Revue de Statistique Appliqu\'ee}, pages = {5--38}, publisher = {Soci\'et\'e de Statistique de France}, volume = {45}, number = {4}, year = {1997}, language = {fr}, url = {http://archive.numdam.org/item/RSA_1997__45_4_5_0/} }
TY - JOUR AU - Lavielle, M. AU - Moulines, E. TI - Quelques exemples de problèmes inverses en statistique et en traitement du signal JO - Revue de Statistique Appliquée PY - 1997 SP - 5 EP - 38 VL - 45 IS - 4 PB - Société de Statistique de France UR - http://archive.numdam.org/item/RSA_1997__45_4_5_0/ LA - fr ID - RSA_1997__45_4_5_0 ER -
%0 Journal Article %A Lavielle, M. %A Moulines, E. %T Quelques exemples de problèmes inverses en statistique et en traitement du signal %J Revue de Statistique Appliquée %D 1997 %P 5-38 %V 45 %N 4 %I Société de Statistique de France %U http://archive.numdam.org/item/RSA_1997__45_4_5_0/ %G fr %F RSA_1997__45_4_5_0
Lavielle, M.; Moulines, E. Quelques exemples de problèmes inverses en statistique et en traitement du signal. Revue de Statistique Appliquée, Tome 45 (1997) no. 4, pp. 5-38. http://archive.numdam.org/item/RSA_1997__45_4_5_0/
[1] The Detection of abrupt changes - Theory and applications, Prentice-Hall: Information and System sciences series. | MR
and (1993),[2] Algorithmes adaptatifs et approximations stochastiques, Masson. | Zbl
, , and (1987),[3] On the statistical analysis of dirty pictures», J. R. Statist. Soc. B, vol. 48, pp. 259- 302. | MR | Zbl
(1986), «[4] Bayesian clustering analysis», Biometrika, vol. 68, pp.275-286. | MR | Zbl
(1978), «[5] Almost sure convergence of a class of stochastic approximation algorithms», Stoch. Proc. Appl., vol. 50, pp. 83-100. | MR | Zbl
(1994), «[6] Visual Reconstruction. Cambridge, MA: MIT Press. | MR
and (1987),[7] Les algorithmes stochastiques contournent-ils les pièges ?», Annales de l'Institut H. Poincaré, vol. 32, pp. 395-427. | Numdam | MR | Zbl
and (1996), «[8] Nonparametric methods in change-point problems. Kluwer Academic Publishers, the Netherlands. | MR | Zbl
and (1993),[9] How much more DOA information in higher-order statistics?», in Proc. Int. Conf. on Acoust. Speech and Sig. Proc, pp. 199- 202.
and (1994), «[10] Rough large deviation estimates for simulated annealing : application to exponential shedules», The Annals of Proba., vol. 20, no. 3, pp. 1109- 1146. | MR | Zbl
(1992), «[11] The SEM algorithm : a probabilistic teacher algorithm derived from the EM algorithm for the mixture problem», Computational Statistics Quarterly, vol. 2, pp. 73- 82.
and (1985), «[12] A stochastic approximation type EM algorithm for the mixture problem», Stoch. and Stoch. Reports, vol. 41, pp. 119-134. | MR | Zbl
and (1992), «[13] General results on stochastic approximation », IEEE Trans. On Autom. Control, 41, pp. 1245-1255. | MR | Zbl
(1996), «[ 14] Maximum-likelihood from incomplete data via the EM algorithm», J. R. Statist. Soc. B, vol. 39, pp. 1- 38. | MR | Zbl
, , and (1977), «[15] Off-line statistical analysis of change point models using non-parametric and likelihood method », in Detection of abrupt changes in signals and systems, Lecture Notes in Control and Information Sciences, pp. 259-275, Edited by M. Basseville et A. Benveniste.
and (1986), «[16] On minimum entropy deconvolution », in Applied time-series analysis II, pp. 565 -609, Academic Press. | Zbl
(1981), «[17] Algorithmes Stochastiques. SMAI, Springer. | MR | Zbl
(1996),[18] Blind deconvolution of discrete linear systems», The Annals of Stat., vol. 24, 1964-1981. | MR | Zbl
and (1996), «[19] Convergence of stochastic algorithms : from Kushner-Clark theorem to the Lyapounov functional method », Adv .appl. prob., vol. 28, pp. 1072-1094. | MR | Zbl
and (1996), «[20] Estimateurs du maximum de vraisemblance étendus à la séparation de sources non gaussiennes», Traitement du Signal, vol. 7, no. 5, pp. 419-434. | MR
and (1990), «[21] Sampling based approach for calculating marginal densities», J. Amer. Stat. Assoc., vol. 85, pp. 398-409. | MR | Zbl
and (1990), «[22] Metropolis-type annealing algorithms for global optimization in IRd*», SIAM J. Control and optimization, vol. 31, no. 1, pp. 111-131. | MR | Zbl
and (1993), «[23] Random Fields and Inverse Problems in Imaging. Lecture Notes in Mathematics, Springer-Verlag. | MR | Zbl
(1990),[24] Stochastic relaxation, Gibbs distribution, and the Bayesian restoration of images», IEEE Trans. on Pattern Anal. Machine Intell., vol. 6, pp. 721-741. | Zbl
and (1984), «[25] Identification of outliers », in Monographs on Applied Probability and Statistics, Chapman and Hall. | MR | Zbl
(1980), «[26] Une solution neuromimétique au problème de séparation de sources», Traitement du Signal, vol. 5, no. 6, pp. 389-403.
and (1988), «[27] Finding groups in data. An introduction to cluster analysis. Wiley: New-York. | MR
and (1990),[28] Optimisation by simulated annealing», Science, vol. 220, no. 13 May, pp. 621-680. | MR | Zbl
, , and (1983), «[29] 2-D Bayesian deconvolution », Geophysics, vol. 56, no. 12, pp. 2008-2018.
(1991), «[30] Bayesian deconvolution of Bernoulli-Gaussian processes», Signal Processing, vol. 33, pp. 67-79. | Zbl
(1993), «[3 1 ] Detection of changes in the spectrum of a multidimensional process», IEEE Tr. on Sig. Proc., vol. 41, no. 2, pp. 742-749. | Zbl
(1993), «[32] A stochastic procedure for parametric and nonparametric estimation in the case of incomplete data », Signal Processing, vol. 42, pp.3-17. | Zbl
(1995), «[33] On a stochastic approximation version of the EM algorithm», tech. rep., Publication Université Paris-Sud.
and (1995), «[34] Détection de ruptures multiples dans la moyenne d'un processus aléatoire», note C.R. Acad. Sci. Paris, t. 324, I, pp. 239-243. | MR | Zbl
and (1997), «[35] Testing and estimating change points in time series», J. Applied Prob., vol. 17, pp. 841-867. | MR | Zbl
(1985), «[36] Estimation of parameters in hidden Markov models», Phil. Trans. Roy. Soc. London, A, vol. 337, pp. 407-428. | Zbl
and (1991), «[37] Méthodes de Monte Carlo par Chaînes de Markov. Statistique mathématique et Probabilité, Economica. | MR | Zbl
(1996),[38] Digital picture processing, vol. 2. London: Academic-Press. | MR | Zbl
and (1982),[39] New criteria for blind deconvolution of nonminimum phase systems (channels », IEEE Tr. on Info. Theory, vol. 36, no. 2, pp. 312- 321. | Zbl
and (1990), «[40] Statistical analysis of finite mixture distributions. Wiley- New York. | MR | Zbl
, , and (1985),[41] A Monte-Carlo implementation of the EM algorithm and the Poor's Man's data augmentation algorithm», J. Amer Stat. Assoc., vol. 85, pp. 699-704.
and (1990), «[42] On the convergence property of the EM algorithm », The Annals of Stat., vol. 11, pp. 95-103. | MR
(1983), «[43] Parametric inference for imperfectly observed Gibbsian fields», Prob. Theory Rel. Fields, vol. 82, pp. 625-645. | MR | Zbl
(1989), «