Recherche
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Optimal Stopping for Change-point Detection of Piecewise Deterministic Markov Processes
Communication dans un congrès -
Clustered Information Filter for Markov Jump Linear Systems
Communication dans un congrès -
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 -
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