Frédéric Vrins

According to our database, Frédéric Vrins authored at least 32 papers between 2003 and 2023.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2023

Portfolio selection: A target-distribution approach.

Nathan Lassance, Frédéric Vrins

Eur. J. Oper. Res., 2023

Electrode Selection for Noninvasive Fetal Electrocardiogram Extraction using Mutual Information Criteria.

Reza Sameni, Frédéric Vrins, Fabienne Parmentier, Christophe Hérail, Vincent Vigneron, Michel Verleysen, Christian Jutten, Mohammad B. Shamsollahi

CoRR, 2023

2022

Optimal Portfolio Diversification via Independent Component Analysis.

Nathan Lassance, Victor DeMiguel, Frédéric Vrins

Oper. Res., 2022

2021

Minimum Rényi entropy portfolios.

Nathan Lassance, Frédéric Vrins

Ann. Oper. Res., 2021

2018

Disentangling wrong-way risk: pricing credit valuation adjustment via change of measures.

Damiano Brigo, Frédéric Vrins

Eur. J. Oper. Res., 2018

2016

An Antithetic Approach of Multilevel Richardson-Romberg Extrapolation Estimator for Multidimensional SDES.

Cheikh Mbaye, Gilles Pagès, Frédéric Vrins

Proceedings of the Numerical Analysis and Its Applications - 6th International Conference, 2016

2013

Sibuya copulas.

Marius Hofert, Frédéric Vrins

J. Multivar. Anal., 2013

2008

On the Risk of Using RÉnyi's Entropy for Blind Source Separation.

Dinh-Tuan Pham, Frédéric Vrins, Michel Verleysen

IEEE Trans. Signal Process., 2008

Blind source separation based on endpoint estimation with application to the MLSP 2006 data competition.

John Aldo Lee, Frédéric Vrins, Michel Verleysen

Neurocomputing, 2008

2007

Contrast properties of entropic criteria for blind source separation : a unifying framework based on information-theoretic inequalities/.

Frédéric Vrins

PhD thesis, 2007

A Minimum-Range Approach to Blind Extraction of Bounded Sources.

Frédéric Vrins, John Aldo Lee, Michel Verleysen

IEEE Trans. Neural Networks, 2007

Mixing and Non-Mixing Local Minima of the Entropy Contrast for Blind Source Separation.

Frédéric Vrins, Dinh-Tuan Pham, Michel Verleysen

IEEE Trans. Inf. Theory, 2007

Minimum range approach to blind partial simultaneous separation of bounded sources: Contrast and discriminacy properties.

Frédéric Vrins, Dinh-Tuan Pham

Neurocomputing, 2007

Is the General Form of Renyi's Entropy a Contrast for Source Separation?

Frédéric Vrins, Dinh-Tuan Pham, Michel Verleysen

Proceedings of the Independent Component Analysis and Signal Separation, 2007

2006

Minimum Support ICA Using Order Statistics. Part II: Performance Analysis.

Frédéric Vrins, Michel Verleysen

Proceedings of the Independent Component Analysis and Blind Signal Separation, 2006

Minimum Support ICA Using Order Statistics. Part I: Quasi-range Based Support Estimation.

Frédéric Vrins, Michel Verleysen

Proceedings of the Independent Component Analysis and Blind Signal Separation, 2006

Zero-Entropy Minimization for Blind Extraction of Bounded Sources (BEBS).

Frédéric Vrins, Deniz Erdogmus, Christian Jutten, Michel Verleysen

Proceedings of the Independent Component Analysis and Blind Signal Separation, 2006

Discriminacy of the minimum range approach to blind separation of bounded sources.

Dinh-Tuan Pham, Frédéric Vrins

Proceedings of the 14th European Symposium on Artificial Neural Networks, 2006

Non-orthogonal Support Width ICA.

John Aldo Lee, Frédéric Vrins, Michel Verleysen

Proceedings of the 14th European Symposium on Artificial Neural Networks, 2006

2005

Information theoretic versus cumulant-based contrasts for multimodal source separation.

Frédéric Vrins, Michel Verleysen

IEEE Signal Process. Lett., 2005

Local minima of information-theoretic criteria in blind source separation.

Dinh-Tuan Pham, Frédéric Vrins

IEEE Signal Process. Lett., 2005

On the entropy minimization of a linear mixture of variables for source separation.

Frédéric Vrins, Michel Verleysen

Signal Process., 2005

Filtering-Free Blind Separation of Correlated Images.

Frédéric Vrins, John Aldo Lee, Michel Verleysen

Proceedings of the Computational Intelligence and Bioinspired Systems, 2005

Spurious entropy minima for multimodal source separation.

Dinh-Tuan Pham, Frédéric Vrins, Michel Verleysen

Proceedings of the Eighth International Symposium on Signal Processing and Its Applications, 2005

SWM: a class of convex contrasts for source separation.

Frédéric Vrins, Michel Verleysen, Christian Jutten

Proceedings of the 2005 IEEE International Conference on Acoustics, 2005

Can we always trust entropy minima in the ICA context?

Frédéric Vrins, John Aldo Lee, Michel Verleysen

Proceedings of the 13th European Signal Processing Conference, 2005

A simple ICA algorithm for non-differentiable contrasts.

John Aldo Lee, Frédéric Vrins, Michel Verleysen

Proceedings of the 13th European Signal Processing Conference, 2005

2004

Sensor Array and Electrode Selection for Non-invasive Fetal Electrocardiogram Extraction by Independent Component Analysis.

Frédéric Vrins, Christian Jutten, Michel Verleysen

Proceedings of the Independent Component Analysis and Blind Signal Separation, 2004

Towards a Local Separation Performances Estimator Using Common ICA Contrast Functions?

Frédéric Vrins, Cédric Archambeau, Michel Verleysen

Proceedings of the 12th European Symposium on Artificial Neural Networks, 2004

HMM and IOHMM modeling of EEG rhythms for asynchronous BCI systems.

Silvia Chiappa, Nicolas Donckers, Samy Bengio, Frédéric Vrins

Proceedings of the 12th European Symposium on Artificial Neural Networks, 2004

Flexible and Robust Bayesian Classification by Finite Mixture Models.

Cédric Archambeau, Frédéric Vrins, Michel Verleysen

Proceedings of the 12th European Symposium on Artificial Neural Networks, 2004

2003

Improving independent component analysis performances by variable selection.

Frédéric Vrins, John Aldo Lee, Michel Verleysen, Vincent Vigneron, Christian Jutten

Proceedings of the NNSP 2003, 2003