Valérie Girardin

    

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Processus ARMA


Extremum of Entropy and Multidimensional ARMA Processes

V. Girardin Prague Stochastics' 98, Eds M. Huskova, P. Lachout, J. Visek, UCMP, pp179-184 (1998)


Relative Entropy and Covariance Type Constraints Yielding ARMA Models

V. Girardin Bayesian Inference and Maximum Entropy Methods in Science and

Engineering, Ed. A.Mohammad-Djafari, AIPCP, V568, pp318-327 (2001)


Relative Entropy and Spectral Constraints: Some Invariance Properties of the ARMA Class

V. Girardin Journal of Time Series Analysis, V28, pp844-866 (2007)


ARMA Models Realization and Impulse Responses

G. Castro, V. Girardin Stochastic Models, V17, pp293-312 (2001)


Maximum of Entropy and Extension of Covariance Matrices for Periodically Correlated and Multivariate Stationary Processes

G. Castro, V. Girardin Statistic and Probability Letters, V59, pp37-52 (2002)


Characterization of Periodically Correlated and Multivariate Stationary Discrete Time Wide Markov Processes

G. Castro, V. Girardin Statistics and Probability Letters, V78, pp. 158-164 (2007)


On the Entropy of Wide Markov Chains

V. Girardin Bayesian Inference and Maximum Entropy Methods in Science and Engineering, Ed. A.Mohammad-Djafari, AIPCP V1305, pp. 459-465 (2011)


Time Changes and Stationarity Issues for Continuous Time Scalar Autoregressive Processes

V. Girardin, R. Senoussi, Statistical Topics and Stochastic Models for Dependent Data with Applications

Ed. V. Barbu and N. Vergne, ISTE Wiley (2021)


Filling the Gap between Continuous and Discrete Time Dynamics of Autoregressive Processes

V. Girardin, R. Senoussi, Journal of Time Series Analysis V41, pp590-602 (2020)


Time Change for Scalar Autoregressive Models

V. Girardin, R. Senoussi, Journal of Statistical Planning and Inference (2023)


Taux d'entropie et chaînes de Markov


Estimation of the Entropy Rate of a Countable Markov Chain

G. Ciuperca, V. Girardin Communication in Statistics : Theory and Methods, V78, pp158-164 (2007)


Comparative Construction of Plug-in Estimators of the Entropy Rate of Two-State Markov Chains

V. Girardin, A. Sesboüé Methodology and Computing in Applied Probability V11, pp. 181-200 (2009)


Computation and Estimation of Generalized Entropy Rates for Denumerable Markov Chains

G. Ciuperca, V. Girardin, L. Lhote IEEE Transactions on Information Theory V57, pp. 4026-4034 (2011)


Rescaling Entropy and Divergence Rates

V. Girardin, L. Lhote IEEE Transactions on Information Theory V61, pp. 5868-5882 (2015)


Kullback-Leibler Approach to CUSUM Quickest Detection Rule for Markovian Time Series

V. Girardin, V. Konev et S. Pergamenchtchikov Sequential Analysis V37, pp322-341 (2018)


Weighted Closed Form Expressions Based on Escort Distributions for Rényi Entropy Rates of Markov Chains

P. Regnault, V. Girardin, L. Lhote Geometric Science of Information, F. Nielsen and F. Barbaresco (Eds), Lecture Notes in Computer Science 10589, Springer, pp648-656 (2017)


Different Closed-Form Expressions for Generalized Entropy Rates of Markov Chains

V. Girardin, L. Lhote et P. Regnault, Methodology and Computing in Applied Probability V21, pp1431-1452 (2019)


Optimal Robust Information-Based Methods for Quick Detection Problems in Time Series with Unknown Post-Change Distributions

V. Girardin, V. Konev et S. Pergamenchtchikov, Sequential Analysis V41, pp119-141 (2022)


Linear (h,phi)-Entropies for Quasi-Power Sequences with a Focus on the Logarithm of Taneja Entropy

V. Girardin et P. Regnault, 41st International Workshop on Bayesian Inference and Maximum Entropy Methods in Science and Engineering, F. Barbaresco, A. Mohammad-Djafari, F. Nielsen (Eds) Phys. Sci. Forum, V5, 9 (2022)


Extensive entropy functionals and non-ergodic random walks

V. Girardin et P. Regnault, Geometric Science of Information (2023)


Divergences entre lois et estimation statistique


Escort Distributions Minimizing the Kullback-Leibler Divergence for a Large Deviations Principle and Tests of Entropy Level

V. Girardin, P. Regnault Annals of the Institute of Statistical Mathematics V68, pp439-468 (2016)


Entropy-Based Goodness-of-Fit Tests. Application to DNA Replication.

V. Girardin, J. Lequesne, Communication in Statistics: Theory and Methods V48, pp62-74 (2018)


Information-Based Parametrization of Log-Linear Models for Categorical Data Analysis,

V. Girardin, J. Lequesne, A. Ricordeau Methodology and Computing in Applied Probability,

V20, pp1105-1121 (2019)


How Variation of Scores of the Program for International Student Assessment Can Be Explained Through Analysis of Information.

V. Girardin, J. Lequesne, O. Thévenon Data Analysis and Applications: New and Classical Approaches Ed. J. Bozeman et C. Skiadas. ISTE Wiley, chapitre 11, pp149-164 (2019)


Estimation, entropie, et biologie


Evaluating Ecosystem-Level Anthropogenic Impact in a Naturally Stressed Estuary

S. Tecchio, A. Chaalali, A. Raoux, A. Tous Rius, J. Lequesne, V. Girardin, G. Lassalle, M. Cachera, P. Riou, J. Lobry, J.-C. Dauvin, N.Niquil Ecological Indicators V61 pp833-845(2016)


Measuring sensitivity of two OSPAR indicators for a coastal food web model under offshore wind farm construction

A. Raoux, G. Lassalle, J-P. Pezy, S. Tecchio, G. Safi, B. Ernande, J. Lequesne, V. Girardin, C. Mazé, F. Le Loc'h, J.-C. Dauvin, N. Niquil Ecological Indicators, V96, pp728-738(2019)


Analysis of Trophic Networks: an Optimisation Approach

J.-G. Caputo, V. Girardin, A. Knippel, H. Nguyen, N. Niquil, Q. Noguès Journal of Mathematical Biology, V83, 53 (2021)


Assessing changes in the supply of ecosystem services using a spatialized food web model

Q. Noguès, Y. Baulaz, J. Clavel, E. Araignous, P. Bourdaud, F. Ben Rais Lasram, J.-C. Dauvin, V. Girardin, G. Halouani, F. Le Loc'h, F. Loew-Turbout, A. Raoux, N. Niquil, Ecological Indicators (2023)


An Improved Version of MCMC Algorithms for Inverse Linear Modeling Applied to Metabolic Networks of Biochimical and Trophic Systems

M. Dien, V. Girardin, T. Grente, N. Niquil, Q. Nogués P. Regnault, Rapport France Energies Marines (2023).


Taux d'entropie et processus semi-markoviens


On the Entropy for Semi-Markov Processes

V. Girardin, N.Limnios Journal of Applied Probability, V40, pp1060-1068 (2003)


Entropy Rate and Maximum Entropy Methods for Countable Semi-Markov Chains

V. Girardin, N.Limnios Communication in Statistics : Theory and Methods, V33, pp609-622 (2004)


Entropy Maximization for Markov and Semi-Markov Processes

V. Girardin Methodology and Computing in Applied Probability, V6, pp109-127 (2004)


On the Different Extensions of the Ergodic Theorem of Information Theory

V. Girardin Recent Advances in Applied Probability, R. Baeza-Yates, J. Glaz, H. Gzyl, J. Hüsler, J. L. Palacios (Eds), Springer-Verlag, San Francisco, pp163-179 (2005)


Entropy for Semi-Markov Processes with Borel State Spaces: Asymptotic Equirepartition Properties and Invariance Principles

V. Girardin, N. Limnios Bernoulli, V12, pp1-19 (2006)



Représentation spectrale de processus non-stationnaires


Spectral Density Estimation from Random Sampling for Multiplicative Stationary Processes

V. Girardin, M. Rachdi Computers and Mathematics with Applications, V46, pp1009-1021 (2003)


Semigroup Stationary Processes and Spectral Representation

V. Girardin, R. Senoussi Bernoulli, V9, pp857-876 (2003)


Spectral Representation for Processes on a Regular Semigroup via Extension to a Group

V. Girardin, M. Rachdi et R. Senoussi Revue Roumaine de Mathématiques Pures et Appliquées, V48, pp55-60 (2003)



Problèmes de moments et de marginales


Extreme Measures with Given Moments or Marginals

V. Girardin Canadian Journal of Mathematics, V47, pp946-958 (1995)


Méthodes de réalisation de produit scalaire et de problème de moments avec maximisation d'entropie

V. Girardin Studia Mathematica, V124, pp199-213(1997)


Methods of Realization of Moment Problems with Entropy Maximization

V. Girardin Distributions with given marginals and moment problems, Eds V. Benes and J. Stepan, Kluwer Academic Publishers, pp21-25 (1997)