Olivier Féron

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In this paper we propose a Bayesian framework for unsupervised image fusion and joint segmentation. More specifically we consider the case where we have observed images of the same object through different imaging processes or through different spectral bands (multi or hyper spectral images). The objective of this work is then to propose a coherent approach(More)
—This paper is devoted to the problem of sampling Gaussian distributions in high dimension. Solutions exist for two specific structures of inverse covariance: sparse and circulant. The proposed algorithm is valid in a more general case especially as it emerges in linear inverse problems as well as in some hierarchical or latent Gaussian models. It relies on(More)
In this work we propose a Bayesian framework for fully automated image fusion and their joint segmentation. More specifically, we consider the case where we have observed images of the same object through different image processes or through different spectral bands. The objective of this work is then to propose a coherent approach to combine these data(More)
In this work we propose a Bayesian framework for data fusion of multivariate signals which arises in imaging systems. More specifically, we consider the case where we have observed two images of the same object through two different imaging processes. The objective of this work is then to propose a coherent approach to combine these data sets to obtain a(More)
Fourier synthesis (FS) inverse problem consists in reconstructing a multi-variable function from the measured data which correspond to partial and uncertain knowledge of its Fourier Transform (FT). By partial knowledge we mean either partial support and/or the knowledge of only the module and by uncertain we mean both uncertainty of the model and noisy(More)
This paper develops a Heath-Jarrow-Morton model of the yield curve which fits the particular requirements of long-term asset and liability management (ALM). In particular, the proposed HJM model can reproduce expected long-term statistical properties of any two interest rates yields with different maturities, while still satisfying the no-arbitrage(More)
Change points detection in time series is an important area of research in statistics, has a long history and has many applications. However, very often change point analysis is only focused on the changes in the mean value of some quantity in a process. In this work we consider time series with discrete point changes which may contain a finite number of(More)