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Sequentially interacting Markov chain Monte Carlo
(Annals of Statistics. vol. 38, n° 6, pp. 3387-3411, 2010)Article de revue -
Fundamentals of stochastic filtering, by Alan Bain and Dan Crisan, Stochastic Mod- elling and Applied Probability, 60, Springer, New York, 2009, xiv+390 pp., ISBN 978-0-387-76895-3
(Bulletin of the American Mathematical Society. vol. 48, n° 2, pp. 293-305, 2010-10-26)Article de revue -
On nonlinear Markov chain Monte Carlo via Self-interacting approximations.
(Bernoulli. vol. 17, n° 3, pp. 987-1014, 2011)Article de revue -
On parallel implementation of Sequential Monte Carlo methods: the island particle model
(2013-06-17)Document de travail - Pré-publication -
Fisher Information Matrix-based Nonlinear System Conversion for State Estimation.
Communication dans un congrès -
Analysis of Approximated PCRLBs for Nonlinear Dynamics Using Different Moments of State Estimate.
Communication dans un congrès -
Tree based functional expansions for Feynman--Kac particle models
(The Annals of Applied Probability. pp. 778–825, 2009)Article de revue