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On the Conditional Distributions of Spatial Point Processes
(Advances in Applied Probability. vol. 43, n° 2, pp. 16, 2011)Article de revue -
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 -
Tree based functional expansions for Feynman--Kac particle models
(The Annals of Applied Probability. pp. 778–825, 2009)Article de revue -
About strong propagation of chaos for interacting particle approximations of Feynman-Kac formulae
(Stoch. Anal. Appl. vol. 25, n° 3, pp. 519-575, 2007)Article de revue -
Stability of Feynman-Kac formulae with path-dependent potentials
(Stochastic Processes and their Applications. vol. 121, n° 1, pp. 38-60, 2011)Article de revue -
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 -
Sequential Monte Carlo Methods for Option Pricing
(Stochastic Analysis and Applications. vol. 29, n° 2, pp. 292-316, 2011)Article de revue