Recherche
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An introduction to Wishart matrix moments
Document de travail - Pré-publication -
On one-dimensional Riccati diffusions
Document de travail - Pré-publication -
A variational approach to nonlinear and interacting diffusions
Document de travail - Pré-publication -
On the stability and the exponential concentration of Extended Kalman-Bucy filters
Document de travail - Pré-publication -
Biips: Software for Bayesian Inference with Interacting Particle Systems
(2014)Document de travail - Pré-publication -
On parallel implementation of Sequential Monte Carlo methods: the island particle model
(2013-06-17)Document de travail - Pré-publication -
An Adaptive Interacting Wang-Landau Algorithm for Automatic Density Exploration
(2011-09-17)Document de travail - Pré-publication -
Stability of Feynman-Kac formulae with path-dependent potentials
(2009)Document de travail - Pré-publication