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Concentration Inequalities for Mean Field Particle Models
(The Annals of Applied Probability. vol. 21, n° 3, pp. 1017-1052, 2011)Article de revue -
On Adaptive Resampling Procedures for Sequential Monte Carlo Methods
(Bernoulli. vol. 18, n° 1, pp. 252-278, 2012)Article de revue -
Fluctuations of Interacting Markov Chain Monte Carlo Models
(Stochastic Processes and their Applications. vol. 122, n° 4, pp. 1304-1331, 2012)Article de revue -
Advanced Interacting Sequential Monte Carlo Sampling for Inverse Scattering
(2013-01-21)Document de travail - Pré-publication -
Snell envelope with small probability criteria
(Applied Mathematics and Optimization. vol. 66, n° 3, pp. 309-330, 2012)Article de revue