Éric Moisan

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All published works

Action	Title	Year	Authors
+	Random matrix-improved estimation of covariance matrix distances	2019	Romain Couillet Malik Tiomoko Steeve Zozor Éric Moisan
+ PDF Chat	Improved Estimation of the Distance between Covariance Matrices	2019	Malik Tiomoko Romain Couillet Éric Moisan Steeve Zozor
+	Random matrix-improved estimation of covariance matrix distances	2018	Romain Couillet Malik Tiomoko Steeve Zozor Éric Moisan
+	Random matrix-improved estimation of covariance matrix distances	2018	Romain Couillet Malik Tiomoko Steeve Zozor Éric Moisan
+ PDF Chat	Compressed and Quantized Correlation Estimators	2016	Augusto Gabriel Zebadua Pierre‐Olivier Amblard Éric Moisan Olivier Michel
+	Compressed and quantized correlation estimators	2015	Augusto Zebadúa Pierre‐Olivier Amblard Éric Moisan Olivier Michel
+ PDF Chat	Optimal Asymmetric Binary Quantization for Estimation Under Symmetrically Distributed Noise	2014	Rodrigo Cabral Farias Éric Moisan Jean-Marc Brossier
+	Optimal Asymmetric Binary Quantization for Estimation Under Symmetrically Distributed Noise	2013	Rodrigo Cabral Farias Éric Moisan Jean-Marc Brossier
+	Optimal Asymmetric Binary Quantization for Estimation Under Symmetrically Distributed Noise	2013	Rodrigo Cabral Farias Éric Moisan Jean-Marc Brossier
+	Revisiting the estimation of the mean using order statistics	1998	Steeve Zozor Éric Moisan Pierre-Olivier Amblard

Common Coauthors

Coauthor	Papers Together
Steeve Zozor	5
Malik Tiomoko	4
Romain Couillet	4
Jean-Marc Brossier	3
Rodrigo Cabral Farias	3
Olivier Michel	2
Pierre‐Olivier Amblard	2
Augusto Gabriel Zebadua	1
Augusto Zebadúa	1
Pierre-Olivier Amblard	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	Parametric generalized Gaussian density estimation	1989	Mahesh K. Varanasi Behnaam Aazhang	2
+	The Limiting Eigenvalue Distribution of a Multivariate <i>F</i> Matrix	1985	Jack W. Silverstein	2
+	On the Limiting Empirical Distribution Function of the Eigenvalues of a Multivariate <i>F</i> Matrix	1988	Zhidong Bai Yanqing Yin P. R. Krishnaiah	2
+	Kernel spectral clustering of large dimensional data	2016	Romain Couillet Florent Benaych-Georges	2
+	Fisher information distance: A geometrical reading	2014	Sueli I. R. Costa Sandra A. Santos João E. Strapasson	2
+ PDF Chat	Analysis of the limiting spectral measure of large random matrices of the separable covariance type	2014	Romain Couillet Walid Hachem	2
+	On the Empirical Distribution of Eigenvalues of a Class of Large Dimensional Random Matrices	1995	Jack W. Silverstein Zhidong Bai	2
+	Divergence measures for statistical data processing—An annotated bibliography	2012	Michèle Basseville	2
+ PDF Chat	Graph analysis of functional brain networks: practical issues in translational neuroscience	2014	Fabrizio De Vico Fallani Jonas Richiardi Mario Chávez Sophie Achard	2
+ PDF Chat	Eigen-Inference for Energy Estimation of Multiple Sources	2011	Romain Couillet Jack W. Silverstein Zhidong Bai Mérouane Debbah	2
+	On a measure of divergence between two statistical populations defined by their probability distributions	1943	Ayan Bhattacharyya	2
+	Distributed Adaptive Quantization for Wireless Sensor Networks: From Delta Modulation to Maximum Likelihood	2008	Jun Fang Hongbin Li	2
+	The Dilogarithm Function	2007	Don Zagier	2
+	On the Asymptotic Behavior of the Sample Estimates of Eigenvalues and Eigenvectors of Covariance Matrices	2008	Xavier Mestre	2
+	Improved Estimation of Eigenvalues and Eigenvectors of Covariance Matrices Using Their Sample Estimates	2008	Xavier Mestre	2
+ PDF Chat	Adaptive quantizers for estimation	2013	Rodrigo Cabral Farias Jean-Marc Brossier	2
+ PDF Chat	Compression Limits for Random Vectors with Linearly Parameterized Second-Order Statistics	2015	Daniel Romero Roberto López-Valcarce Geert Leus	1
+ PDF Chat	Sinh-arcsinh distributions	2009	M. C. Jones Arthur Pewsey	1
+	Estimation of a quadrature cross- correlation detector by analog, polarity-coincidence, and relay methods (Corresp.)	1984	Ashok Kumar Gupta W. P. Birkemeier	1
+	DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES	1967	V A Marčenko L. А. Pastur	1
+ PDF Chat	The Multivariate Inclusion-Exclusion Formula and Order Statistics from Dependent Variates	1976	Willi Maurer Barry H. Margolin	1
+	The Space Complexity of Approximating the Frequency Moments	1999	Noga Alon Yossi Matias Márió Szegedy	1
+ PDF Chat	Robust 1-Bit Compressive Sensing via Binary Stable Embeddings of Sparse Vectors	2013	Laurent Jacques Jason N. Laska Petros T. Boufounos Richard G. Baraniuk	1
+	Robust Statistical Modeling Using the<i>t</i>Distribution	1989	Kenneth Lange Roderick J. A. Little Jeremy M. G. Taylor	1
+	Maximum likelihood estimation of a class of non-Gaussian densities with application to I/sub p/ deconvolution	1989	T.T. Pham R.J.P. deFigueiredo	1
+	Introduction to General Statistical Analysis	1995	Vyacheslav L. Girko	1
+ PDF Chat	A tutorial on spectral clustering	2007	Ulrike von Luxburg	1
+ PDF Chat	Time Series: Theory and Methods	1992	Eric R. Ziegel Peter J. Brockwell Richard A. Davis	1
+	Elements of Large-Sample Theory	2011	William E. Strawderman E. L. Lehmann Susan Holmes	1
+	Ll-filters-a new class of order statistic filters	1989	F. Palmieri Charles Boncelet	1
+	Sketching as a Tool for Numerical Linear Algebra	2014	David P. Woodruff	1
+	A New Generation of Brain-Computer Interface Based on Riemannian Geometry	2013	Marco Congedo Alexandre Barachant Anton Andreev	1
+	CLT for eigenvalue statistics of large-dimensional general Fisher matrices with applications	2017	Shurong Zheng Zhidong Bai Jianfeng Yao	1
+	Random matrix-improved estimation of covariance matrix distances	2018	Romain Couillet Malik Tiomoko Steeve Zozor Éric Moisan	1
+ PDF Chat	A CLT for information-theoretic statistics of Gram random matrices with a given variance profile	2008	Walid Hachem Philippe Loubaton Jamal Najım	1
+	Random matrix-improved estimation of covariance matrix distances	2019	Romain Couillet Malik Tiomoko Steeve Zozor Éric Moisan	1
+ PDF Chat	Robust 1-bit Compressed Sensing and Sparse Logistic Regression: A Convex Programming Approach	2012	Yaniv Plan Roman Vershynin	1
+	Perturbed Laguerre Unitary Ensembles, Painlevé V and Information Theory	2013	Estelle Basor Yang Chen Matthew R. McKay	1
+	Extreme eigenvalues of large-dimensional spiked Fisher matrices with application	2017	Qinwen Wang Jianfeng Yao	1
+ PDF Chat	Computational Advertising: Techniques for Targeting Relevant Ads	2014	David P. Woodruff	1
+ PDF Chat	Robust Statistical Modeling Using the t Distribution	1989	Kenneth Lange Roderick J. A. Little Jeremy M. G. Taylor	1
+	Frontiers in Number Theory, Physics, and Geometry II	2007	Pierre Cartier Pierre Moussa B. Juliá Pierre Vanhove	1
+ PDF Chat	Dimensionality Reduction on Statistical Manifolds.	2009	Kevin Michael Carter	1
+	Elements of Large-Sample Theory	1999	E. L. Lehmann	1
+	Gaussian fluctuations for linear spectral statistics of large random covariance matrices	2016	Jamal Najım Jianfeng Yao	1
+	Computation of Multivariate Normal and t Probabilities	2009	Alan Genz Frank Bretz	1
+ PDF Chat	Inter-sensor propagation delay estimation using sources of opportunity	2015	Rémy Vincent Mikael Carmona Olivier Michel Jean‐Louis Lacoume	1
+ PDF Chat	CLT for linear spectral statistics of large-dimensional sample covariance matrices	2004	Zhidong Bai Jack W. Silverstein	1
+ PDF Chat	Probability Inequalities for the Sum in Sampling without Replacement	1974	R. J. Serfling	1
+ PDF Chat	No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices	1998	Zhidong Bai Jack W. Silverstein	1