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Log-normalization constant estimation using the ensemble Kalman–Bucy filter with application to high-dimensional models
(Advances in Applied Probability. vol. 54, n° 4, pp. 1139-1163, 2022-12)Article de revue -
Perturbations and projections of Kalman–Bucy semigroups
(Stochastic Processes and their Applications. vol. 128, n° 9, pp. 2857-2904, 2018-09)Article de revue -
An Introduction to Wishart Matrix Moments
(Foundations and Trends in Machine Learning. vol. 11, n° 2, pp. 97-218, 2018)Article de revue -
On the exit-problem for self-interacting diffusions V2
Document de travail - Pré-publication -
A note on random walks with absorbing barriers and sequential Monte Carlo methods
(Stochastic Analysis and Applications. vol. 36, n° 3, pp. 413-442, 2018-05-04)Article de revue -
A Taylor expansion of the square root matrix function
(Journal of Mathematical Analysis and Applications. vol. 465, n° 1, pp. 259-266, 2018-09)Article de revue -
On the robustness of Riccati flows to complete model misspecification
(Journal of The Franklin Institute. vol. 355, n° 15, pp. 7178-7200, 2018-10)Article de revue -
On the Stability of Positive Semigroups
(The Annals of Applied Probability, 2022)Article de revue -
A theoretical analysis of one-dimensional discrete generation ensemble Kalman particle filters
(The Annals of Applied Probability, 2022)Article de revue