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Multilevel Sequential Monte Carlo Samplers for Normalizing Constants
(ACM Transactions on Modeling and Computer Simulation. vol. 27, n° 3, pp. 1 - 22, 2017-09-07)Article de revue -
Perturbations and projections of Kalman–Bucy semigroups
(Stochastic Processes and their Applications. pp. 1-48, 2017-11)Article de revue -
Change-point detection for Piecewise Deterministic Markov Processes
(Automatica. vol. 97, pp. 234-247, 2018)Article de revue -
Nonasymptotic analysis of adaptive and annealed Feynman–Kac particle models
(Bernoulli. vol. 23, n° 1, pp. 670 - 709, 2017)Article de revue -
Large permutation invariant random matrices are asymptotically free over the diagonal
(Annals of Probability, 2020)Article de revue -
MODERATE DEVIATIONS FOR PARAMETERS ESTIMATION IN A GEOMETRICALLY ERGODIC HESTON PROCESS
(Statistical Inference for Stochastic Processes, 2018)Article de revue -
Weighted least squares estimation for the subcritical Heston process
(Journal of Applied Probability, 2018-06)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