Recherche
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Nonasymptotic analysis of adaptive and annealed Feynman–Kac particle models
(Bernoulli. vol. 23, n° 1, pp. 670 - 709, 2017)Article de revue -
Multilevel sequential Monte Carlo: Mean square error bounds under verifiable conditions
(Stochastic Analysis and Applications. vol. 35, n° 3, pp. 478 - 498, 2016-12-16)Article de revue -
Biased Online Parameter Inference for State-Space Models
(Methodology and Computing in Applied Probability. vol. 19, n° 3, pp. 727 - 749, 2017-09)Article de revue -
On the Stability of Kalman--Bucy Diffusion Processes
(SIAM Journal on Control and Optimization. vol. 55, n° 6, pp. 4015 - 4047, 2017-11-02)Article de revue -
A sharp first order analysis of Feynman–Kac particle models, Part II: Particle Gibbs samplers
(Stochastic Processes and their Applications. vol. 128, n° 1, pp. 354 - 371, 2018-01)Article de revue -
A sharp first order analysis of Feynman–Kac particle models, Part I: Propagation of chaos
(Stochastic Processes and their Applications. vol. 128, n° 1, pp. 332 - 353, 2018-01)Article de revue -
Valuation of barrier options using sequential Monte Carlo
(The Journal of Computational Finance, 2016-10)Article de revue -
A perturbation analysis of stochastic matrix Riccati diffusions
(Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 2020)Article de revue -
A Berry-Esseen theorem for Feynman-Kac and interacting particle models
(The Annals of Applied Probability. vol. 15, n° 1B, pp. 941-962, 2005)Article de revue -
On the stability and the uniform propagation of chaos of Extended Ensemble Kalman-Bucy filters
(SIAM Journal on Control and Optimization. vol. 55, n° 1, pp. 119-155, 2017)Article de revue