Recherche
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Robust Kalman and Bayesian Set-Valued Filtering and Model Validation for Linear Stochastic Systems
(SIAM/ASA Journal on Uncertainty Quantification. vol. 11, n° 2, pp. 389-425, 2023-04-25)Article de revue -
Coalescent tree based functional representations for some Feynman-Kac particle models
(The Annals of Applied Probability. vol. 19, n° 2, pp. 778-825, 2009)Article de revue -
A new class of interacting Markov chain Monte Carlo methods
(Comptes Rendus. Mathématique. vol. 348, n° 1-2, pp. 79-83, 2010)Article de revue -
Etude des filtres particulaires PHD
Rapport -
Particle approximations of a class of branching distribution flows arising in multi-target tracking
(SIAM Journal on Control and Optimization. vol. 49, n° 4, pp. 1766-1792, 2011)Article de revue -
On the mathematical theory of ensemble (linear-Gaussian) Kalman–Bucy filtering
(Mathematics of Control, Signals, and Systems. vol. 35, n° 4, pp. 835-903, 2023-05-19)Article de revue -
An Adaptive Interacting Wang-Landau Algorithm for Automatic Density Exploration
(Journal of Computational and Graphical Statistics. vol. 22, n° 3, 2013)Article de revue -
Feynman-Kac particle integration with geometric interacting jumps
(2012-11-30)Document de travail - Pré-publication