I got my floats mostly to the right place when I set the options

  * Here if posible
  * Top of page
  * Bottom of page

Therefore you have right-click on a collapsed float object and you can
select these option in the Float-Settings.

The user manual on embedded objects seems to suggest that these are already the default latex placement priorities. In fact, my problem seems to be related to the particular case where multiple floats are inserted one after the other in Lyx.

Thanks,

Guillaume

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