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Smoothing and estimation methods in hidden variable models through sequential...
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... -
Recursive filters for partially observable finite Markov chains
The attached file may be somewhat different from the published version -
Markov Property for a Function of a Markov chain: a linear algebra approach
The attached file may be somewhat different from the published version -
Hidden Markov chain modeling for epileptic networks identification
International audience
