Recherche
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An island particle Markov chain Monte Carlo algorithm for safety analysis
(Structural Safety, 2013-06)Article de revue -
Modal parameter estimation using interacting Kalman filter
(Mechanical Systems and Signal Processing. vol. 47, n° 1-2, pp. 139-150, 2014-02-03)Article de revue -
On the Mathematical Theory of Ensemble (Linear-Gaussian) Kalman-Bucy Filtering
Document de travail - Pré-publication -
A Backward Particle Interpretation of Feynman-Kac Formulae
(ESAIM: Mathematical Modelling and Numerical Analysis. vol. 44, n° 5, pp. 947-975, 2010)Article de revue -
Self-interacting diffusions: long-time behaviour and exit-problem in the convex case
(2023-03-24)Document de travail - Pré-publication -
Adaptive Approximate Bayesian Computational Particle Filters for Underwater Terrain Aided Navigation
Communication dans un congrès -
A second order analysis of McKean-Vlasov semigroups
(The Annals of Applied Probability, 2020)Article de revue -
On the stability and the concentration of extended Kalman-Bucy filters
(Electronic Journal of Probability. vol. 23, 2018)Article de revue