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Olivier Cappé

Olivier Cappé

D-Index & Metrics

Computer Science

D-Index
50
Citations
14446
World Ranking
5500
National Ranking
115

Overview

Olivier Cappé is affiliated with PSL University in France and has contributed extensively to research in decision sciences and computer science. Their work spans a range of topics within these fields, with a particular focus on management science and operations research, artificial intelligence, statistics and probability, signal processing, and marketing.

Their main research topics include advanced bandit algorithms, machine learning and algorithms, auction theory and applications, consumer market behavior and pricing, optimization and search problems, statistical methods in clinical trials, and advanced statistical process monitoring.

Olivier Cappé's recent publications reflect a concentration on algorithmic and statistical approaches to decision-making and data analysis, especially in adaptive and non-stationary environments. Notable papers include:

  • "Algorithms for Non-Stationary Generalized Linear Bandits" (2020, arXiv (Cornell University))
  • "A/B/n Testing with Control in the Presence of Subpopulations" (2021, arXiv (Cornell University))
  • "A Comparative Study of Gamma Markov Chains for Temporal Non-Negative Matrix Factorization" (2021, IEEE Transactions on Signal Processing)
  • "Efficient Algorithms for Stochastic Repeated Second-price Auctions" (2020, HAL (Le Centre pour la Communication Scientifique Directe))
  • "Self-Concordant Analysis of Generalized Linear Bandits with Forgetting" (2020, arXiv (Cornell University))

Their frequent collaborators include Aurélien Garivier, Yoan Russac, Juliette Achddou, Christina Katsimerou, and Dennis Bohle.

Olivier Cappé publishes primarily in venues such as arXiv (Cornell University), IEEE Transactions on Signal Processing, and HAL (Le Centre pour la Communication Scientifique Directe). These platforms reflect their engagement with both open-access preprint repositories and peer-reviewed journals within engineering and signal processing communities.

Best Publications

  • Continuous probabilistic transform for voice conversion

    Y. Stylianou;O. Cappe;E. Moulines

  • An Overview of Existing Methods and Recent Advances in Sequential Monte Carlo

    O. Cappe;S.J. Godsill;E. Moulines

  • Comparison of resampling schemes for particle filtering

    R. Douc;O. Cappe

  • Elimination of the musical noise phenomenon with the Ephraim and Malah noise suppressor

    O. Cappe

  • On the complexity of best-arm identification in multi-armed bandit models

    Emilie Kaufmann;Olivier Cappé;Aurélien Garivier

  • Population Monte Carlo

    Olivier Cappé;Arnaud Guillin;Jean-Michel Marin;Christian P. Robert

  • On‐line expectation–maximization algorithm for latent data models

    Olivier Cappé;Eric Moulines

  • The KL-UCB Algorithm for Bounded Stochastic Bandits and Beyond

    Aurélien Garivier;Olivier Cappé

  • Digital Audio Restoration

    Simon Godsill;Peter Rayner;Olivier Cappé

  • Practical Very Large Scale CRFs

    Thomas Lavergne;Olivier Cappé;François Yvon

  • Inference in Hidden Markov Models (Springer Series in Statistics)

    Olivier Cappé;Eric Moulines;Tobias Ryden

  • Kullback–Leibler upper confidence bounds for optimal sequential allocation

    Olivier Cappé;Aurélien Garivier;Odalric-Ambrym Maillard;Rémi Munos

  • Parametric Bandits: The Generalized Linear Case

    Sarah Filippi;Olivier Cappe;Aurélien Garivier;Csaba Szepesvári

  • On Bayesian Upper Confidence Bounds for Bandit Problems

    Emilie Kaufmann;Olivier Cappé;Aurélien Garivier

  • Adaptive importance sampling in general mixture classes

    Olivier Cappé;Randal Douc;Arnaud Guillin;Jean-Michel Marin

  • Comparison of Resampling Schemes for Particle Filtering

    Randal Douc;Olivier Cappé;Eric Moulines

  • Sequential Monte Carlo smoothing with application to parameter estimation in nonlinear state space models

    Jimmy Olsson;Olivier Cappé;Randal Douc;Éric Moulines

  • Online EM Algorithm for Hidden Markov Models

    Olivier Cappé

  • Long-range dependence and heavy-tail modeling for teletraffic data

    O. Cappe;E. Moulines;J.-C. Pesquet;A.P. Petropulu

  • Reversible jump, birth‐and‐death and more general continuous time Markov chain Monte Carlo samplers

    Olivier Cappé;Christian P. Robert;Tobias Rydén

  • Inference in Hid-den Markov Models

    Olivier Cappe;Eric Moulines;Tobias Ryden

Frequent Co-Authors

Eric Moulines
Eric Moulines Mohamed bin Zayed University of Artificial Intelligence
Cédric Févotte
Cédric Févotte Toulouse Institute of Computer Science Research
Simon Prunet
Simon Prunet Observatoire de la Côte d’Azur
Zaid Harchaoui
Zaid Harchaoui University of Washington
Simon J. Godsill
Simon J. Godsill University of Cambridge
François R. Bouchet
François R. Bouchet Institut d'Astrophysique de Paris
Yannis Stylianou
Yannis Stylianou University of Crete
Csaba Szepesvári
Csaba Szepesvári University of Alberta
Rémi Munos
Rémi Munos French Institute for Research in Computer Science and Automation - INRIA
Joemon M. Jose
Joemon M. Jose University of Glasgow

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