Recherche
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A Mean field theory of nonlinear filtering
(Oxford University Press, 2011)Chapitre d'ouvrage -
On the Stability and the Approximation of Branching Distribution Flows, with Applications to Nonlinear Multiple Target Filtering
(Stochastic Analysis and Applications. vol. 29, n° 6, 2011)Article de revue -
On the Mathematical foundations of Diffusion Monte Carlo
Document de travail - Pré-publication -
Coalescent tree based functional representations for some Feynman-Kac particle models
(The Annals of Applied Probability. vol. 19, n° 2, pp. 778-825, 2009)Article de revue -
A new class of interacting Markov chain Monte Carlo methods
(Comptes Rendus. Mathématique. vol. 348, n° 1-2, pp. 79-83, 2010)Article de revue -
Particle approximations of a class of branching distribution flows arising in multi-target tracking
(SIAM Journal on Control and Optimization. vol. 49, n° 4, pp. 1766-1792, 2011)Article de revue -
Feynman-Kac particle integration with geometric interacting jumps
(2012-11-30)Document de travail - Pré-publication -
Mean field simulation for Monte Carlo integration
(Chapman&Hall, 2013-06-01)Ouvrage -
Convergence of U-statistics for interacting particle systems
(Journal of Theoretical Probability. vol. 24, n° 4, pp. 1002-1027, 2011)Article de revue -
An island particle Markov chain Monte Carlo algorithm for safety analysis
(Structural Safety, 2013-06)Article de revue