Recherche
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Feynman-Kac particle integration with geometric interacting jumps
(2012-11-30)Document de travail - Pré-publication -
Mean-Field PHD Filters Based on Generalized Feynman-Kac Flow
(IEEE Journal of Selected Topics in Signal Processing. vol. 7, n° 3, 2013)Article de revue -
Mean field simulation for Monte Carlo integration
(Chapman&Hall, 2013-06-01)Ouvrage -
Convergence of U-statistics for interacting particle systems
(Journal of Theoretical Probability. vol. 24, n° 4, pp. 1002-1027, 2011)Article de revue -
An island particle Markov chain Monte Carlo algorithm for safety analysis
(Structural Safety, 2013-06)Article de revue -
Modal parameter estimation using interacting Kalman filter
(Mechanical Systems and Signal Processing. vol. 47, n° 1-2, pp. 139-150, 2014-02-03)Article de revue -
A Backward Particle Interpretation of Feynman-Kac Formulae
(ESAIM: Mathematical Modelling and Numerical Analysis. vol. 44, n° 5, pp. 947-975, 2010)Article de revue -
Adaptive Approximate Bayesian Computational Particle Filters for Underwater Terrain Aided Navigation
Communication dans un congrès -
On the stability and the concentration of extended Kalman-Bucy filters
(Electronic Journal of Probability. vol. 23, 2018)Article de revue -
On the stability and the uniform propagation of chaos properties of Ensemble Kalman–Bucy filters
(The Annals of Applied Probability. vol. 28, n° 2, pp. 790-850, 2018-04)Article de revue