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On particle Gibbs samplers
(Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques. vol. 52, n° 4, pp. 1687-1733, 2016)Article de revue -
Exponential mixing properties for time inhomogeneous diffusion processes with killing
(Bernoulli. vol. 24, n° 2, pp. 1010-1032, 2018-01)Article de revue -
A duality formula for Feynman–Kac path particle models
(Comptes rendus de l'Académie des sciences. Série I, Mathématique. vol. 353, n° 5, pp. 465–469, 2015)Article de revue -
A Lognormal Central Limit Theorem for Particle Approximations of Normalizing Constants
(Electronic Journal of Probability. vol. 19, 2014)Article de revue -
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