RESEARCHER PROFILE

Jean Diebolt

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J

Université Paris-Est Marne-la-Vallée

Statistical Distribution Estimation and ApplicationsProbability and Statistical ResearchProbability and Risk ModelsBayesian Methods and Mixture ModelsMarkov Chains and Monte Carlo Methods

Jean Diebolt works in Statistical Distribution Estimation and Applications, Probability and Statistical Research, Probability and Risk Models, Bayesian Methods and Mixture Models, Markov Chains and Monte Carlo Methods. Recorded institutional associations include Laboratoire d’Analyse et de Mathématiques Appliquées, Université Paris-Est Marne-la-Vallée.

101Publications
2,654Citations
20H-index

Inclusion identifies researchers whose recorded research contributions may inform their university’s understanding of its research community. It does not rank individual research quality or establish current employment.

Selected research works

Up to 100 highly cited works; DOI links open the original research. Counts reflect the collected record, not real-time citation totals.

  1. Estimation of Finite Mixture Distributions Through Bayesian Sampling

    1994 · 912 citations

  2. Stochastic versions of the em algorithm: an experimental study in the mixture case

    1996 · 201 citations

  3. Bayesian estimation of hidden Markov chains: a stochastic implementation

    1993 · 166 citations

  4. Stochastic Versions of the EM Algorithm

    1992 · 140 citations

  5. Modelling pairwise dependence of maxima in space

    2009 · 138 citations

  6. A stochastic approximation type EM algorithm for the mixture problem

    1992 · 137 citations

  7. Stochastic EM: method and application

    1996 · 98 citations

  8. Improved Spike-Sorting By Modeling Firing Statistics and Burst-Dependent Spike Amplitude Attenuation: A Markov Chain Monte Carlo Approach

    2004 · 95 citations

  9. Asymptotic properties of a stochastic EM Algorithm for estimating mixing proportions

    1993 · 90 citations

  10. L'algorithme SEM: un algorithme d'apprentissage probabiliste: pour la reconnaissance de mélange de densités

    1986 · 51 citations

  11. Improving Probability-Weighted Moment Methods for the Generalized Extreme Value Distribution

    2022 · 47 citations

  12. Quasi-Conjugate Bayes Estimates for GPD Parameters and Application to Heavy Tails Modelling

    2005 · 43 citations

  13. Approximation of the distribution of excesses through a generalized probability-weighted moments method

    2006 · 40 citations

  14. Goodness-of-fit tests for nonlinear heteroscedastic regression models

    1999 · 36 citations

  15. A nonparametric test for the regression function: Asymptotic theory

    1995 · 36 citations

  16. Bias-reduced estimators of the Weibull tail-coefficient

    2007 · 35 citations

  17. Describing the Geometry of 3D Fracture Systems by Correcting for Linear Sampling Bias

    2004 · 33 citations

  18. Tail behaviour of the stationary density of general non-linear autoregressive processes of order 1

    1993 · 33 citations

  19. Bias-reduced extreme quantile estimators of Weibull tail-distributions

    2007 · 26 citations

  20. A Stochastic EM algorithm for approximating the maximum likelihood estimate

    1995 · 20 citations

  21. Une version de type recuit simule de l'algorithme EM

    1989 · 18 citations

  22. Testing the functions defining a nonlinear autoregressive time series

    1990 · 16 citations

  23. On the density of the maximum of smooth Gaussian processes

    1996 · 15 citations

  24. On the use of the peaks over thresholds method for estimating out-of-sample quantiles

    2002 · 15 citations

  25. An automated stopping rule for MCMC convergence assessment

    1999 · 15 citations

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