M
Marc Lavielle
Researcher at École Polytechnique
Publications - 126
Citations - 5837
Marc Lavielle is an academic researcher from École Polytechnique. The author has contributed to research in topics: Expectation–maximization algorithm & Stochastic approximation. The author has an hindex of 30, co-authored 123 publications receiving 5277 citations. Previous affiliations of Marc Lavielle include University of Paris & Institut Français.
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Convergence of a stochastic approximation version of the EM algorithm
TL;DR: The stochastic approximation EM (SAEM), which replaces the expectation step of the EM algorithm by one iteration of a stochastics approximation procedure, is introduced and it is proved that, under mild additional conditions, the attractive stationary points of the SAEM algorithm correspond to the local maxima of the function.
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Using penalized contrasts for the change-point problem
TL;DR: A methodology for model selection based on a penalized contrast is developed, and an adaptive choice of the penalty function for automatically estimating the dimension of the model, i.e., the number of change points, is proposed.
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Maximum likelihood estimation in nonlinear mixed effects models
E. Kuhn,Marc Lavielle +1 more
TL;DR: A stochastic approximation version of EM for maximum likelihood estimation of a wide class of nonlinear mixed effects models is proposed, able to provide an estimator close to the MLE in very few iterations.
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A statistical approach for array CGH data analysis.
TL;DR: It is demonstrated that existing methods for estimating the number of segments are not well adapted in the case of array CGH data, and an adaptive criterion is proposed that detects previously mapped chromosomal aberrations.
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Least-squares Estimation of an Unknown Number of Shifts in a Time Series
Marc Lavielle,Eric Moulines +1 more
TL;DR: In this article, general results on the off-line least-squares estimate of changes in the mean of a random process are presented, which apply to a large class of dependent processes, including strongly mixing and also long-range dependent processes.