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Convergence Properties of Weighted Particle Islands with Application to the Double Bootstrap Algorithm
(Stochastic Systems. vol. 6, n° 2, pp. 367 - 419, 2016-12)Article de revue -
Sequential Monte Carlo for rare event estimation
(Statistics and Computing. vol. 22, n° 3, pp. 795-908, 2012)Article de revue -
Rare event simulation for a static distribution
Communication dans un congrès -
Bathymetry and Atomic Gravimetry Sensor Fusion for Autonomous Underwater Vehicle
Communication dans un congrès -
Sequential Monte Carlo Methods for Option Pricing
(Stochastic Analysis and Applications. vol. 29, n° 2, pp. 292-316, 2011)Article de revue -
On the Robustness of the Snell envelope
(2011-01-15)Rapport -
Interacting Weighted Ensemble Kalman Filter applied to Underwater Terrain Aided Navigation
Communication dans un congrès -
The convergence to equilibrium of neutral genetic models
(Stochastic Analysis and Applications. vol. 28, n° 1, pp. 123-143, 2009)Article de revue -
BiiPS : un logiciel pour l'inférence bayésienne dans les modèles graphiques utilisant des méthodes de Monte Carlo séquentielles
Communication dans un congrès -
A nonasymptotic theorem for unnormalized Feynman-Kac particle models
(Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques. vol. 47, n° 3, pp. 629-649, 2011)Article de revue