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On the stability and the exponential concentration of Extended Kalman-Bucy filters
Document de travail - Pré-publication -
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 -
Recent Developments in Software for MCMC - Round Table Session
Communication dans un congrès -
Biips software: inference in Bayesian graphical models with sequential Monte Carlo methods
Communication dans un congrès -
Biips: Software for Bayesian Inference with Interacting Particle Systems
(2014)Document de travail - Pré-publication -
A Lognormal Central Limit Theorem for Particle Approximations of Normalizing Constants
(Electronic Journal of Probability. vol. 19, 2014)Article de revue -
EVOLVE - A bridge between Probability , Set Oriented Numerics, and Evolutionary Computation II.
(Springer, 2013)Ouvrage