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hal-00140942v1  Article dans une revue
Didier ChauveauPierre VandekerkhoveA Monte Carlo estimation of the entropy for Markov chains
Methodology and Computing in Applied Probability, Springer Verlag, 2007, 9 (1), pp.133-149. <10.1007/s11009-006-9010-6>
hal-00803167v1  Article dans une revue
Didier ChauveauPierre VandekerkhoveSmoothness of Metropolis-Hastings algorithm and application to entropy estimation
ESAIM: Probability and Statistics, EDP Sciences, 2012, 10.1051/ps/2012004. <10.1051/ps/2012004>
hal-00202574v1  Article dans une revue
Didier ChauveauJean DieboltEstimation of the Asymptotic Variance in the CLT for Markov Chains
Stochastic Models, INFORMS (Institute for Operations Research and Management Sciences), 2003, 19 (4), pp.449-465. <10.1081/STM-120025399>
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hal-00018493v1  Article dans une revue
Laurent BordesDidier ChauveauPierre VandekerkhoveA Stochastic EM algorithm for a semiparametric mixture model
Computational Statistics and Data Analysis, Elsevier, 2007, 51, pp.5429-5443. <10.1016/j.csda.2006.08.015>
hal-00693519v1  Article dans une revue
Gilles CeleuxDidier ChauveauJean DieboltStochastic versions of the EM algorithm: An experimental study in the mixture case
Journal of Statistical Computation and Simulation, Taylor & Francis, 1996, 55 (4), pp.287--314. <10.1080/00949659608811772>