Frédéric Vrins

37 papers B 5Misc 1Journal 19Unranked 11

Year	Rank	Type	Title / Venue / Authors
2026	J	`jnl`	Credit selection in collateralized loan obligation: Efficient approximation through linearization and clustering. Eur. J. Oper. Res. Arnaud Germain, Frédéric Vrins
2026	J	`jnl`	Joint pricing of default-free and defaultable claims in a reduced-form model featuring a martingale part. Eur. J. Oper. Res. Frédéric Vrins
2026	J	`jnl`	On the distribution of the integral of a function with respect to a Brownian bridge. J. Comput. Appl. Math. Frédéric Vrins
2025	J	`jnl`	Business cycle and realized losses in the consumer credit industry. Eur. J. Oper. Res. Walter Distaso, Francesco Roccazzella, Frédéric Vrins
2023	J	`jnl`	Electrode Selection for Noninvasive Fetal Electrocardiogram Extraction using Mutual Information Criteria. CoRR Reza Sameni, Frédéric Vrins, Fabienne Parmentier, Christophe Hérail, Vincent Vigneron, Michel Verleysen, Christian Jutten, Mohammad B. Shamsollahi
2023	J	`jnl`	Portfolio selection: A target-distribution approach. Eur. J. Oper. Res. Nathan Lassance, Frédéric Vrins
2022	J	`jnl`	Optimal Portfolio Diversification via Independent Component Analysis. Oper. Res. Nathan Lassance, Victor DeMiguel, Frédéric Vrins
2021	J	`jnl`	Minimum Rényi entropy portfolios. Ann. Oper. Res. Nathan Lassance, Frédéric Vrins
2018	J	`jnl`	Disentangling wrong-way risk: pricing credit valuation adjustment via change of measures. Eur. J. Oper. Res. Damiano Brigo, Frédéric Vrins
2016	—	`conf`	An Antithetic Approach of Multilevel Richardson-Romberg Extrapolation Estimator for Multidimensional SDES. NAA Cheikh Mbaye, Gilles Pagès, Frédéric Vrins
2013	J	`jnl`	Sibuya copulas. J. Multivar. Anal. Marius Hofert, Frédéric Vrins
2008	J	`jnl`	Blind source separation based on endpoint estimation with application to the MLSP 2006 data competition. Neurocomputing John Aldo Lee, Frédéric Vrins, Michel Verleysen
2008	J	`jnl`	On the Risk of Using RÉnyi's Entropy for Blind Source Separation. IEEE Trans. Signal Process. Dinh-Tuan Pham, Frédéric Vrins, Michel Verleysen
2007	J	`jnl`	A Minimum-Range Approach to Blind Extraction of Bounded Sources. IEEE Trans. Neural Networks Frédéric Vrins, John Aldo Lee, Michel Verleysen
2007	—	`—`	Contrast properties of entropic criteria for blind source separation : a unifying framework based on information-theoretic inequalities/. Frédéric Vrins
2007	—	`conf`	Is the General Form of Renyi's Entropy a Contrast for Source Separation? ICA Frédéric Vrins, Dinh-Tuan Pham, Michel Verleysen
2007	J	`jnl`	Minimum range approach to blind partial simultaneous separation of bounded sources: Contrast and discriminacy properties. Neurocomputing Frédéric Vrins, Dinh-Tuan Pham
2007	J	`jnl`	Mixing and Non-Mixing Local Minima of the Entropy Contrast for Blind Source Separation. IEEE Trans. Inf. Theory Frédéric Vrins, Dinh-Tuan Pham, Michel Verleysen
2006	B	`conf`	Discriminacy of the minimum range approach to blind separation of bounded sources. ESANN Dinh-Tuan Pham, Frédéric Vrins
2006	—	`conf`	Minimum Support ICA Using Order Statistics. Part I: Quasi-range Based Support Estimation. ICA Frédéric Vrins, Michel Verleysen
2006	—	`conf`	Minimum Support ICA Using Order Statistics. Part II: Performance Analysis. ICA Frédéric Vrins, Michel Verleysen
2006	J	`jnl`	Mixing and non-mixing local minima of the entropy contrast for blind source separation CoRR Frédéric Vrins, Dinh-Tuan Pham, Michel Verleysen
2006	B	`conf`	Non-orthogonal Support Width ICA. ESANN John Aldo Lee, Frédéric Vrins, Michel Verleysen
2006	—	`conf`	Zero-Entropy Minimization for Blind Extraction of Bounded Sources (BEBS). ICA Frédéric Vrins, Deniz Erdogmus, Christian Jutten, Michel Verleysen
2005	—	`conf`	A simple ICA algorithm for non-differentiable contrasts. EUSIPCO John Aldo Lee, Frédéric Vrins, Michel Verleysen
2005	—	`conf`	Can we always trust entropy minima in the ICA context? EUSIPCO Frédéric Vrins, John Aldo Lee, Michel Verleysen
2005	Misc	`conf`	Filtering-Free Blind Separation of Correlated Images. IWANN Frédéric Vrins, John Aldo Lee, Michel Verleysen
2005	J	`jnl`	Information theoretic versus cumulant-based contrasts for multimodal source separation. IEEE Signal Process. Lett. Frédéric Vrins, Michel Verleysen
2005	J	`jnl`	Local minima of information-theoretic criteria in blind source separation. IEEE Signal Process. Lett. Dinh-Tuan Pham, Frédéric Vrins
2005	J	`jnl`	On the entropy minimization of a linear mixture of variables for source separation. Signal Process. Frédéric Vrins, Michel Verleysen
2005	—	`conf`	SWM: a class of convex contrasts for source separation. ICASSP (5) Frédéric Vrins, Michel Verleysen, Christian Jutten
2005	—	`conf`	Spurious entropy minima for multimodal source separation. ISSPA Dinh-Tuan Pham, Frédéric Vrins, Michel Verleysen
2004	B	`conf`	Flexible and Robust Bayesian Classification by Finite Mixture Models. ESANN Cédric Archambeau, Frédéric Vrins, Michel Verleysen
2004	B	`conf`	HMM and IOHMM modeling of EEG rhythms for asynchronous BCI systems. ESANN Silvia Chiappa, Nicolas Donckers, Samy Bengio, Frédéric Vrins
2004	—	`conf`	Sensor Array and Electrode Selection for Non-invasive Fetal Electrocardiogram Extraction by Independent Component Analysis. ICA Frédéric Vrins, Christian Jutten, Michel Verleysen
2004	B	`conf`	Towards a Local Separation Performances Estimator Using Common ICA Contrast Functions? ESANN Frédéric Vrins, Cédric Archambeau, Michel Verleysen
2003	—	`conf`	Improving independent component analysis performances by variable selection. NNSP Frédéric Vrins, John Aldo Lee, Michel Verleysen, Vincent Vigneron, Christian Jutten