"; ?>
Copyright Policy
Material on this web site is presented to ensure timely dissemination of scholarly and technical work. Copyright and all rights therein are retained by authors or by other copyright holders, notwithstanding that they have offered their works here electronically. All persons copying this information are expected to adhere to the terms and constraints invoked by each author's copyright. These works may not be reposted without the explicit permission of the copyright holder. Copyright holders claiming that the material available below is not in accordance with copyright terms and constraints are invited to contact the author by e-mail and ask him to remove the links to specific manuscripts. Part of this material is posted here with permission of the IEEE. Such permission of the IEEE does not in any way imply IEEE endorsement of any of Université Catholique de Louvain's products or services. Internal or personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution must be obtained from the IEEE by writing to pubs-permissions@ieee.org.


LaTeX facilities for citation: BibTeX
For almost all of the published papers, BibTeX items - for citations with LaTeX - are available HERE.
One more reason to prefer LaTeX !


Post-Graduated Theses [2]

  Contrast properties of entropic criteria for blind source separation : a unifying framework based on information-theoretic inequalities
F. Vrins
PhD Thesis in Applied Sciences, March 2007.
Université catholique de Louvain, Faculté des Sciences Appliquées. Presses Universitaires de Louvain.
Jury: P. Delsarte, C. Jutten, P. Lambert, J.-D. Legat, E. Oja & M. Verleysen

    Information processing approaches for variable selection and source separation. Application in multi-dimensional biomedical signal processing.
F. Vrins
DEA Thesis (Postgraduate diploma in Applied Sciences), October 2004.
Jury: C. Jutten, P. Lambert & M. Verleysen
 
 
Publications in International Journals [Financial Engineering] [4]


  Getting CVA Up and Running
F. Vrins and Jon Gregory
To Appear in Risk Magazine, 2011.

  Analytical Pricing of Basket Default Swaps in a Dynamic Hull & White Framework
F. Vrins
In Journal of Credit Risk, Vol. 6, n° 4, pp. 85-111.

    On the Consistency of “European Proxy” of Structural Models for Credit Derivatives
F. Vrins
In Wilmott Journal, Vol. 2, N° 5, pp. 247-260

  Credit Default Swaps : The Quest of the Hedge
F. Vrins and W. Schoutens
In Wilmott Journal, Vol. 1, N° 5-6, pp. 245-253

  Double t Copula Pricing of Structured Credit Products : Practical Aspects of a Trustworthy Implementation
F. Vrins
In Journal of Credit Risk, Vol. 5, n° 3, pp. 91-109.

 
Working Papers Available for Download [Financial Engineering] [2]

  Sibuya Copulas
M. Hofert and F. Vrins
Preprint available on arXiv.org, 2010.

  Understanding Decreasing CDS Curves
F. Vrins, J. Adem, M. Gerstein-Alvarez, A. Theunissen and S. Verhasselt
ING working paper, 2008.
 
 
Publications in International Journals [Electrical Engineering and Machine Learning] [8]

  Blind source separation based on endpoint estimation with application to the MLSP 2006 data competition
J.A. Lee, F. Vrins and M. Verleysen,
Neurocomputing, vol. 72, pp. 47-56, 2008.
MLSP'06 special issue. Invited paper.

  On the risk of using Renyi's entropy for Blind Source Separation
D.-T. Pham, F. Vrins and M. Verleysen,
IEEE Transactions on Signal Processing, vol. 56 num. 10, pp. 4611-4620, October 2008.
Copyright [2008], IEEE.

  Mixing and Non-Mixing Local minima of the Entropy Contrast for Blind Source Separation
F. Vrins, D.-T. Pham and M. Verleysen,
IEEE Transactions on Information Theory, vol. 53, num. 3, pp. 1030-1042, March 2007.
Copyright [2007], IEEE.

  Minimum range approach to blind partial simultaneous separation of bounded sources : contrast and discriminacy properties
F. Vrins and D.-T. Pham,
Neurocomputing, vol. 70, issue 7-9, pp. 1207-1214.
Invited paper, Esann 2006 special issue, Copyright [2007], Elsevier B.V.

  A Minimum-Range Approach to Blind Extraction of Bounded Sources
F. Vrins, J.A. Lee and M. Verleysen,
IEEE Transactions on Neural Networks, vol. 18, issue 3, March 2007.
Copyright [2007], IEEE.

  Local Minima of Information-Theoretic Criteria in Blind Source Separation
D.-T. Pham and F. Vrins,
IEEE Signal Processing Letters, vol. 12, num. 11, pp.788-791, November 2005.
Copyright [2005], IEEE.

  Information Theoretic vs Cumulant-Based Contrasts for Multimodal Source Separation
F. Vrins and M. Verleysen,
IEEE Signal Processing Letters, vol. 12, num. 3, pp. 190-193, March 2005.
Copyright [2005], IEEE.

  On the Entropy Minimization of a Linear Mixture of Variables for Source Separation
F. Vrins and M. Verleysen,
Signal Processing, vol. 85, num. 5, pp. 1029-1044, May 2005
Special Issue on Information Theoretic Signal Processing.
Copyright [2005], Elsevier B.V.
 
 
Publications in Proceedings and Books of International Conferences [Electrical Engineering and Machine Learning] [19]

    Is the general form of Renyi's entropy a contrast for source separation ?
F. Vrins, D.T. Pham and M. Verleysen
ICA'07 - Best Paper Award
September 9-12, 2007, Londond (UK).

  A least absolute bound approach to ICA - Application to the MLSP 2006 competition,
J.A. Lee, F. Vrins and M. Verleysen
MLSP'06, the 2006 IEEE workshop on Machine Learning for Signal Processing, pp. 41-46
Winner of ill-conditioned, large-scale, noisy ICA competiton
September 6-8, 2006, Maynooth (Ireland).

  Electrode Selection for Non-invasive Fetal Electrocardiogram Extraction using Mutual Information Criteria
R. Sameni, F. Vrins, F. Parmentier, C. Hérail, V. Vigneron, M. Verleysen, C. Jutten and M.B. Shamsollahi
accepted for publication in proc. MaxEnt'06, the 26th International Workshop on Bayesian Inference and Maximum Entropy Methods in Science and Engineering,
Paris (France).
American Instute of Physics press

  Discriminacy of the minimum range approach to the simultaneous blind separation of bounded sources
D.T. Pham and F. Vrins,
ESANN'06, 14th European Symposium on Artificial Neural Networks, pp. 377-382
April 26-28, 2006, Bruges (Belgium).

  Non-orthogonal support width ICA
J.A. Lee, F. Vrins and M. Verleysen
ESANN'06, 14th European Symposium on Artificial Neural Networks, pp. 351-358
April 26-28, 2006, Bruges (Belgium).

  Minimum Support ICA Using Order Statistics. Part I: Quasi-Range Based Support Estimation
F. Vrins and M. Verleysen,
ICA'06, 6th International Conference on Independent Component Analysis and Blind Signal Separation
March 5-8, 2006, Charleston (South-Carolina, USA).
Lecture Notes in Computer Science (LNCS) vol 3889, J. Rosca, D. Erdogmus, J.C. Principe, S. Haykin (Eds), pp. 262 - 269

  Minimum Support ICA Using Order Statistics. Part II: Performance Analysis
F. Vrins and M. Verleysen,
ICA'06, 6th International Conference on Independent Component Analysis and Blind Signal Separation
March 5-8, 2006, Charleston (South-Carolina, USA).
Lecture Notes in Computer Science (LNCS) vol 3889, J. Rosca, D. Erdogmus, J.C. Principe, S. Haykin (Eds), pp. 270 - 277

  Zero-Entropy Minimization for Blind Extraction of Bounded Sources (BEBS)
F. Vrins, C. Jutten, D. Erdogmus and M. Verleysen,
ICA'06, 6th International Conference on Independent Component Analysis and Blind Signal Separation
March 5-8, 2006, Charleston (South-Carolina, USA).
Lecture Notes in Computer Science (LNCS) vol 3889, J. Rosca, D. Erdogmus, J.C. Principe, S. Haykin (Eds), pp. 747 - 754

  Spurious Entropy Minima for Multimodal Source Separation
D.-T. Pham, F. Vrins and M. Verleysen,
ISSPA'05, 8th International Symposium on Signal Processing and its Applications, pp. 37-40
August 28-31, 2005, Sydney (Australia).

  A Simple ICA Algorithm for Non-Differentiable Contrasts
J.A. Lee, F. Vrins and M. Verleysen,
EUSIPCO'05, 13th European Signal Processing Conference, pp. cr1412.1-4
September 4-8, 2005, Antalya (Turkey).

  Can We Always Trust Entropy Minima in the ICA Context ?
F. Vrins, J.A. Lee and M. Verleysen,
EUSIPCO'05, 13th European Signal Processing Conference, pp. cr1107.1-4
September 4-8, 2005, Antalya (Turkey).
Special session on novel directions in information theoretic approaches to source separation and estimation

  Filtering-Free Blind Separation of Correlated Images
F. Vrins, J.A. Lee and M. Verleysen,
in Computational Intelligence and Bioinspired Systems
Lecture Notes in Computer Science (LNCS 3512), pp. 1091-1099
edited by J. Cabestany, A. Prieto and F. Sandoval, Springer
IWANN'05, International Work-Conference on Artificial Neural Networks
June 8-10, 2005, Barcelona (Spain).
Special Session on Independent Component Analysis and Blind Source Separation

  SWM : A Class of Convex Contrasts for Source Separation
F. Vrins, C. Jutten and M. Verleysen,
Proceedings of ICASSP'05, IEEE International Conference on Acoustics, Speech, and Signal Processing, pp. V.161-V.164
March 19-23, 2005, Philadelphia (USA).

  Entropy Minima and Distribution Structural Modifications in Blind Separation of Multi-modal Sources
F. Vrins, C. Archambeau and M. Verleysen,
Proceedings of MaxEnt'04, the 24th International Workshop on Bayesian Inference and Maximum Entropy Methods in Science and Engineering, pp.589-596,
July 25-30, 2004, Garching/Munich (Germany).
American Instute of Physics 735 (ISBN 0-7354-0217-5), R. Fisher, R. Preuss and U. von Toussaint edts.

  Sensor Array and Electrode Selection for Non-Invasive Fetal Electrocardiogram Extraction by Independent Component Analysis
F. Vrins, C. Jutten and M. Verleysen,
In Lecture Notes in Computer Science (LNCS 3195), Independent Component Analysis and Blind Signal Separation,
Proceedings of ICA'04, the 5th Int. Conf. on Independent Component Analysis, pp. 1017-1024,
September 22-24, 2004, Granada (Spain).

  Flexible and Robust Bayesian Classification by Finite Mixture Models
C. Archambeau, F. Vrins and M. Verleysen,
In proceedings of ESANN'04, the 12th European Symposium on Artificial Neural Networks, pp. 75-80,
April 28-30, 2004, Bruges (Belgium).

  Towards a Local Separation Performances Estimator using Common ICA contrast Funtions ?
F. Vrins, C. Archambeau and M. Verleysen,
In proceedings of ESANN'04, the 12th European Symposium on Artificial Neural Networks, pp. 211-216,
April 28-30, 2004, Bruges (Belgium).
Special Session on Independent Component Analysis and Blind Source Separation

  Abdominal Electrodes Analysis by Statistical Processing for Fetal Electrocardiogram Extraction
F. Vrins, V. Vigneron, C. Jutten and M. Verleysen,
In proceedings of BioMED'04, the 2nd IASTED Int. Conf. on Biomedical Engineering, pp. 244-249,
February 16-18, 2004, Innsbruck (Austria).

  On the Extraction of the Snore Acoustic Signal by Independent Component Analysis
F. Vrins, V. Bouillon, J Deswert, D. Bouvy, J. A. Lee, C. Eugène and M. Verleysen,
In proceedings of BioMED'04, the 2nd IASTED Int. Conf. on Biomedical Engineering, pp. 326-331,
February 16-18, 2004, Innsbruck (Austria).

  Improving Independent Component Analysis Performances by Variable Selection
F. Vrins, J. A. Lee, M. Verleysen, V. Vigneron and C. Jutten,
In proceedings of NNSP'03, the 13th IEEE workshop on Neural Networks for Signal Processing, pp. 359-368,
September 17-19, 2003, Toulouse (France).
 
 
Other Publications [Electrical Engineering, Machine Learning and Teaching] [4]

    Apprentissage par projet en électricité : exemples et mise en oeuvre
L. De Vroey, F. Vrins, D. Grenier, F. Labrique, C. Trullemans, C. Eugène,
In J3EA, Journal sur l'enseignement des sciences et technologies de l'information et des systèmes
, vol 5, 23 pp. 2006. (In french).

    Conception et Réalisation d'un Système de Filoguidage Electromagnétique
F. Vrins, L. De Vroey, F. Labrique and C. Trullemans,
In proceedings of CETSIS-EEA'03, 4ème Colloque sur l'Enseignement des Technologies et des Sciences de l'Information et des Systèmes, pp. 431-434,
November 13-14, 2003, Toulouse (France) (In french).

  Valoriser l'Investissement Didactique des Assistants de Recherche au Travers de Colloques et de Revues
Frédéric Vrins and Laurent De Vroey,
in AILv, Louvain Ingénieurs,
n° 1, March 2004 (In french).

    Etude d'un Texturomètre Optique pour Fromage Fondu
English Title: On The Feasability of an Optical Texturometer (Viscosimeter) for Melted Cheese
Q. Desloges, J. Jacquet and F. Vrins,
REF: DIFE-2002-09 - June 30, 2002, 176 pp.
M.S. Thesis (in French), Université catholique de Louvain, Louvain-la-Neuve, Belgium