Eric Moulines

Eric Moulines was born in Bordeaux, France, in 1963. He received the M.S. degree from Ecole Polytechnique in 1984, the Ph.D. degree from École Nationale Supérieure des Télécommunications (ENST) in 1990 in signal processing, and an “Habilitation à Diriger des Recherches” in applied mathematics (probability and statistics) from Université René Descartes (Paris V) in 1995. From 1986 until 1990, he was a member of the technical staff at Centre National de Recherche des Télécommunications (CNET). Since 1990, he was with ENST, where he is presently a Professor (since 1996). His teaching and research interests include applied probability, mathematical and computational statistics, and signal processing.

Biography Updated on 23 January 2004

Articles in Scholarly Journals [Incomplete List]

  1. On the ergodicity properties of some adaptive MCMC algorithms
    The Annals of Applied Probability, vol. 16, no. 3, pp. 1462–1505, 2006
  2. Estimating Long Memory in Volatility
    Econometrica, vol. 73, no. 4, pp. 1283–1328, 2005
  3. On recursive estimation for time varying autoregressive processes
    The Annals of Statistics, vol. 33, no. 6, pp. 2610–2654, 2005
  4. Stability of Stochastic Approximation under Verifiable Conditions
    SIAM Journal on Control and Optimization, vol. 44, no. 1, p. 283, 2005
  5. Edgeworth expansions for linear statistics of possibly long-range-dependent linear processes
    Statistics & Probability Letters, vol. 66, no. 3, pp. 275–288, 2004
  6. Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime
    The Annals of Statistics, vol. 32, no. 5, pp. 2254–2304, 2004
  7. Practical drift conditions for subgeometric rates of convergence
    The Annals of Applied Probability, vol. 14, no. 3, pp. 1353–1377, 2004
  8. Quantitative bounds on convergence of time-inhomogeneous Markov chains
    The Annals of Applied Probability, vol. 14, no. 4, pp. 1643–1665, 2004
  9. Global Sampling for Sequential Filtering over Discrete State Space
    EURASIP Journal on Applied Signal Processing, vol. 2004, no. 15, pp. 2242–2254, 2004
  10. Dicussion on the meeting on 'Statistical approaches to inverse problems'
    Journal of the Royal Statistical Society: Series B (Statistical Methodology), vol. 66, no. 3, pp. 627–652, 2004
  11. A semi-blind channel estimation technique based on second-order blind method for CDMA systems
    IEEE Transactions on Signal Processing, vol. 51, no. 7, pp. 1894–1904, 2003
  12. Convergence of the Monte Carlo expectation maximization for curved exponential families
    The Annals of Statistics, vol. 31, no. 4, pp. 1220–1259, 2003
  13. On the geometric ergodicity of hybrid samplers
    Journal of Applied Probability, vol. 40, no. 1, pp. 123–146, 2003
  14. Polynomial ergodicity of Markov transition kernels
    Stochastic Processes and their Applications, vol. 103, no. 1, pp. 57–99, 2003
  15. The FEXP estimator for potentially non-stationary linear time series
    Stochastic Processes and their Applications, vol. 97, no. 2, pp. 307–340, 2002
  16. Nonlinear functionals of the periodogram
    Journal of Time Series Analysis, vol. 23, no. 5, pp. 523–553, 2002
  17. Semidefinite positive relaxation of the maximum-likelihood criterion applied to multiuser detection in a CDMA context
    IEEE Signal Processing Letters, vol. 9, no. 6, pp. 165–167, 2002
  18. Adaptive Estimation of the Fractional Differencing Coefficient
    Bernoulli, vol. 7, no. 5, p. 699, 2001
  19. Estimation of the spectral envelope of voiced sounds using a penalized likelihood approach
    IEEE Transactions on Speech and Audio Processing, vol. 9, no. 5, pp. 469–481, 2001
  20. Blind identification of multipath channels: a parametric subspace approach
    IEEE Transactions on Signal Processing, vol. 49, no. 7, pp. 1468–1480, 2001
  21. V-Subgeometric ergodicity for a Hastings–Metropolis algorithm
    Statistics & Probability Letters, vol. 49, no. 4, pp. 401–410, 2000
  22. In-variance of subspace based estimators
    IEEE Transactions on Signal Processing, vol. 48, no. 9, pp. 2495–2505, 2000
  23. On blind multiuser forward link channel estimation by the subspace method: identifiability results
    IEEE Transactions on Signal Processing, vol. 48, no. 8, pp. 2366–2376, 2000
  24. On a Perturbation Approach for the Analysis of Stochastic Tracking Algorithms
    SIAM Journal on Control and Optimization, vol. 39, no. 3, p. 872, 2000
  25. Broadband log-periodogram regression of time series with long-range dependence
    The Annals of Statistics, vol. 27, no. 4, pp. 1415–1439, 1999
  26. algorithm
    The Annals of Statistics, vol. 27, no. 1, pp. 94–128, 1999
  27. A parametric blind subspace identification: robustness issue
    IEEE Communications Letters, vol. 3, no. 11, pp. 320–322, 1999
  28. Simulation-based methods for blind maximum-likelihood filter identification
    Signal Processing, vol. 73, no. 1-2, pp. 3–25, 1999
  29. Continuous probabilistic transform for voice conversion
    IEEE Transactions on Speech and Audio Processing, vol. 6, no. 2, pp. 131–142, 1998
  30. An algorithm for maximum likelihood estimation of hidden Markov models with unknown state-tying
    IEEE Transactions on Speech and Audio Processing, vol. 6, no. 1, pp. 61–70, 1998
  31. Subspace method for blind identification of multichannel FIR systems in noise field with unknown spatial covariance
    IEEE Signal Processing Letters, vol. 4, no. 5, pp. 135–137, 1997
  32. A blind source separation technique using second-order statistics
    IEEE Transactions on Signal Processing, vol. 45, no. 2, pp. 434–444, 1997
  33. A subspace algorithm for certain blind identification problems
    IEEE Transactions on Information Theory, vol. 43, no. 2, pp. 499–511, 1997
  34. Statistics and Computing, vol. 7, no. 4, pp. 229–236, 1997
  35. Prediction error method for second-order blind identification
    IEEE Transactions on Signal Processing, vol. 45, no. 3, pp. 694–705, 1997
  36. Détection de ruptures multiples dans la moyenne d'un processus aléatoire
    Comptes Rendus de l'Académie des Sciences - Series I - Mathematics, vol. 324, no. 2, pp. 239–243, 1997
  37. Regularization techniques for discrete cepstrum estimation
    IEEE Signal Processing Letters, vol. 3, no. 4, pp. 100–102, 1996
  38. Time-domain procedures for testing that a stationary time-series is Gaussian
    IEEE Transactions on Signal Processing, vol. 44, no. 8, pp. 2010–2025, 1996
  39. The generalized multidelay adaptive filter: structure and convergence analysis
    IEEE Transactions on Signal Processing, vol. 43, no. 1, pp. 14–28, 1995
  40. Non-parametric techniques for pitch-scale and time-scale modification of speech
    Speech Communication, vol. 16, no. 2, pp. 175–205, 1995
  41. Subspace methods for the blind identification of multichannel FIR filters
    IEEE Transactions on Signal Processing, vol. 43, no. 2, pp. 516–525, 1995
  42. Asymptotic performance analysis of direction-finding algorithms based on fourth-order cumulants
    IEEE Transactions on Signal Processing, vol. 43, no. 1, pp. 214–224, 1995
  43. A robustness property of DOA estimators based on covariance
    IEEE Transactions on Signal Processing, vol. 42, no. 11, pp. 3285–3287, 1994
  44. Voice transformation using PSOLA technique
    Speech Communication, vol. 11, no. 2-3, pp. 175–187, 1992
  45. Pitch-synchronous waveform processing techniques for text-to-speech synthesis using diphones
    Speech Communication, vol. 9, no. 5-6, pp. 453–467, 1990
  46. Detection of the glottal closure by jumps in the statistical properties of the speech signal
    Speech Communication, vol. 9, no. 5-6, pp. 401–418, 1990