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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 -
Untitled
Rapport -
A theoretical analysis of one-dimensional discrete generation ensemble Kalman particle filters
(The Annals of Applied Probability, 2022)Article de revue -
A note on Riccati matrix difference equations
(SIAM Journal on Control and Optimization, 2022)Article de revue -
Quantum harmonic oscillators and Feynman-Kac path integrals for linear diffusive particles
Document de travail - Pré-publication -
On Adaptive Resampling Procedures for Sequential Monte Carlo Methods
(Bernoulli. vol. 18, n° 1, pp. 252-278, 2012)Article de revue -
Log-Normalization Constant Estimation using the Ensemble Kalman-Bucy Filter with Application to High-Dimensional Models
Document de travail - Pré-publication -
A backward Itô–Ventzell formula with an application to stochastic interpolation
(Comptes Rendus. Mathématique. vol. 358, n° 7, pp. 881-886, 2020)Article de revue