Ivan Gorynin

According to our database, Ivan Gorynin authored at least 9 papers between 2015 and 2018.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2018

Assessing the segmentation performance of pairwise and triplet Markov models.

Ivan Gorynin, Hugo Gangloff, Emmanuel Monfrini, Wojciech Pieczynski

Signal Process., 2018

2017

Bayesian state estimation in partially observable Markov processes. (Estimation bayésienne dans les modèles de Markov partiellement observés).

Ivan Gorynin

PhD thesis, 2017

Fast Filtering in Switching Approximations of Nonlinear Markov Systems With Applications to Stochastic Volatility.

Ivan Gorynin, Stéphane Derrode, Emmanuel Monfrini, Wojciech Pieczynski

IEEE Trans. Autom. Control., 2017

Fast smoothing in switching approximations of non-linear and non-Gaussian models.

Ivan Gorynin, Stéphane Derrode, Emmanuel Monfrini, Wojciech Pieczynski

Comput. Stat. Data Anal., 2017

Unsupervised learning of asymmetric high-order autoregressive stochastic volatility model.

Ivan Gorynin, Emmanuel Monfrini, Wojciech Pieczynski

Proceedings of the 2017 IEEE International Conference on Acoustics, 2017

Pairwise Markov models for stock index forecasting.

Ivan Gorynin, Emmanuel Monfrini, Wojciech Pieczynski

Proceedings of the 25th European Signal Processing Conference, 2017

2016

Fast filtering with new sparse transition Markov chains.

Ivan Gorynin, Emmanuel Monfrini, Wojciech Pieczynski

Proceedings of the IEEE Statistical Signal Processing Workshop, 2016

Unsupervised learning of Markov-switching stochastic volatility with an application to market data.

Ivan Gorynin, Emmanuel Monfrini, Wojciech Pieczynski

Proceedings of the 26th IEEE International Workshop on Machine Learning for Signal Processing, 2016

2015

Exact fast smoothing in switching models with application to stochastic volatility.

Ivan Gorynin, Stéphane Derrode, Emmanuel Monfrini, Wojciech Pieczynski

Proceedings of the 23rd European Signal Processing Conference, 2015