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Improved Spike-Sorting By Modeling Firing Statistics and Burst-Dependent Spike Amplitude Attenuation: A Markov Chain Monte Carlo Approach.
Christophe Pouzat
,
Matthieu Delescluse
,
Pascal Viot
,
Jean Diebolt
Journal articles
hal-00004995v1
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Un test non-paramétrique relatif à un modèle de régression avec données dépendantes
Jean Diebolt
,
Naâmane Laib
Annales de l'ISUP, 1993, XXXVII (1-2), pp.3-20
Journal articles
hal-03664817v1
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The EM and SEM algorithms for mixtures :Statistical and numerical aspects
Gilles Celeux
,
Jean Diebolt
RR-0641, INRIA. 1987
Reports
inria-00075912v1
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Reconnaissance de mélange de densité et classification.Un algorithme d'apprentissage probabiliste : l'algorithme SEM
Gilles Celeux
,
Jean Diebolt
RR-0349, INRIA. 1984
Reports
inria-00076208v1
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Bias-reduced extreme quantiles estimators of Weibull distributions
Jean Diebolt
,
Laurent Gardes
,
Stéphane Girard
,
Armelle Guillou
Journal articles
hal-00015778v2
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A Bayesian Regularization Procedure for a Better Extremal Fit
Jean Diebolt
,
Myriam Garrido
,
Catherine Trottier
[Research Report] RR-4211, INRIA. 2001
Reports
inria-00072411v1
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On the Convergence of the ET Method for Extreme Upper Quantile Estimation
Stéphane Girard
,
Jean Diebolt
RR-3389, INRIA. 1998
Reports
inria-00073300v1
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Etude du comportement asymptotique d'un algorithme d'apprentissage probabiliste pour les melanges de lois de probabilite
Gilles Celeux
,
Jean Diebolt
RR-0563, INRIA. 1986
Reports
inria-00075991v1
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Quasi-conjugate bayes estimates for GPD parameters and application to heavy tails modelling
Jean Diebolt
,
Mhamed El Aroui
,
Myriam Garrido
,
Stéphane Girard
Extremes, 2005, 8, pp.57-78
Journal articles
hal-00383153v1
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Tail Behaviour of the Stationary Density of General Non-Linear Autoregressive Processes of Order One
Jean Diebolt
,
Dominique Guegan
Journal of Applied Probability, 1993, 30 (2), pp.315-329
Journal articles
halshs-00199526v1
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Improving probability-weighted moment methods for the generalized extreme value distribution
Jean Diebolt
,
Armelle Guillou
,
P. Naveau
,
P. Ribereau
REVSTAT - Statistical Journal, 2008, 6 (1), pp.33-50
Journal articles
hal-00259348v1
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Bias-reduced estimators of the Weibull tail-coefficient
Jean Diebolt
,
Laurent Gardes
,
Stéphane Girard
,
Armelle Guillou
Journal articles
hal-00008881v1
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Stochastic versions of the EM algorithm: An experimental study in the mixture case
Gilles Celeux
,
Didier Chauveau
,
Jean Diebolt
Journal articles
hal-00693519v1
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An Automated Stopping Rule for MCMC Convergence Assessment
Didier Chauveau
,
Jean Diebolt
RR-3566, INRIA. 1998
Reports
inria-00073116v1
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Improving extremal fit: a Bayesian regularization procedure
Catherine Trottier
,
Myriam Garrido
,
Jean Diebolt
Journal articles
istex
hal-00806252v1
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The Half-sample Method for Testing Parametric Regressive and Autoregressive Models of Order 1
Jean Diebolt
RR-3418, INRIA. 1998
Reports
inria-00073271v1
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Estimation of the Asymptotic Variance in the CLT for Markov Chains
Didier Chauveau
,
Jean Diebolt
Journal articles
hal-00202574v1
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Approximation of the distribution of excesses using a generalized probability weighted moment method
Jean Diebolt
,
A Guillou
,
I Rached
Journal articles
istex
hal-00693863v1
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Asymptotic normality of extreme quantile estimators based on the Peaks-Over-Threshold approach
Jean Diebolt
,
Armelle Guillou
,
Pierre Ribereau
Journal articles
hal-00141233v1
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Probabilistic properties of the Béta-ARCH model
Jean Diebolt
,
Dominique Guegan
Statistica Sinica, 1994, 4 (1), pp.71-88
Journal articles
halshs-00199490v1
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Describing the Geometry of 3D Fracture Systems by Correcting for Linear Sampling Bias
Olivier Fouché
,
Jean Diebolt
Journal articles
istex
hal-04063406v1
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Une version de type recuit simule de l'algorithme EM
Gilles Celeux
,
Jean Diebolt
RR-1123, INRIA. 1989
Reports
inria-00075436v1
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On Stochastic Versions of the EM Algorithm
Gilles Celeux
,
Didier Chauveau
,
Jean Diebolt
[Research Report] RR-2514, INRIA. 1995
Reports
inria-00074164v1
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A stochastic approximation type EM algorithm for the mixture problem
Gilles Celeux
,
Jean Diebolt
[Research Report] RR-1383, INRIA. 1991
Reports
inria-00075178v1
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Quasi-conjugate Bayes estimates for GPD parameters and application to heavy tails modelling
Jean Diebolt
,
Mhamed-Ali El-Aroui
,
Myriam Garrido
,
Stéphane Girard
[Research Report] RR-4803, INRIA. 2003
Reports
inria-00071783v1
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Sur la loi du maximum de certains processus stochastiques
Jean Diebolt
Annales de l'ISUP, 1979, XXIV (3-4), pp.31-67
Journal articles
hal-04081964v1
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A Goodness-of-fit Test for the Distribution Tail
Jean Diebolt
,
Myriam Garrido
,
Stéphane Girard
M. Ahsanullah and S.N.U.A. Kirmani. Topics in Extreme Values, Nova Science, New-York, pp.95-109, 2007, 978-1600217142
Book sections
hal-00814959v1
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Le modèle de séries chronologiques autorégressives Béta-ARCH
Jean Diebolt
,
Dominique Guegan
Comptes rendus de l'Académie des sciences. Série I, Mathématique, 1991, pp.625-630
Journal articles
halshs-00199596v1
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Asymptotic properties of a stochastic EM algorithm for estimating mixing proportions
Jean Diebolt
,
Gilles Celeux
[Research Report] RR-1591, INRIA. 1992
Reports
inria-00074969v1
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Return level bounds for discrete and continuous random variables
Armelle Guillou
,
P. Naveau
,
Jean Diebolt
,
P. Ribereau
Journal articles
istex
hal-00693461v1
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