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Sequentially interacting Markov chain Monte Carlo
(Annals of Statistics. vol. 38, n° 6, pp. 3387-3411, 2010)Article de revue -
Fundamentals of stochastic filtering, by Alan Bain and Dan Crisan, Stochastic Mod- elling and Applied Probability, 60, Springer, New York, 2009, xiv+390 pp., ISBN 978-0-387-76895-3
(Bulletin of the American Mathematical Society. vol. 48, n° 2, pp. 293-305, 2010-10-26)Article de revue -
Fisher Information Matrix-based Nonlinear System Conversion for State Estimation.
Communication dans un congrès -
Analysis of Approximated PCRLBs for Nonlinear Dynamics Using Different Moments of State Estimate.
Communication dans un congrès -
Interacting path systems for credit portfolios risk analysis
(2010)Rapport -
Interacting path systems for credit portfolio risk analysis
(Bloomberg Press, 2010)Chapitre d'ouvrage -
Comparison of implementations of Gaussian Mixture PHD filters
Communication dans un congrès -
A new class of interacting Markov chain Monte Carlo methods
(Comptes Rendus. Mathématique. vol. 348, n° 1-2, pp. 79-83, 2010)Article de revue