Recherche
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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
(Stochastic Processes and their Applications. vol. 121, n° 1, pp. 38-60, 2011)Article de revue -
Interacting path systems for credit portfolios risk analysis
(2010)Rapport -
Convergence Properties of Weighted Particle Islands with Application to the Double Bootstrap Algorithm
(Stochastic Systems. vol. 6, n° 2, pp. 367 - 419, 2016-12)Article de revue -
Sequential Monte Carlo for rare event estimation
(Statistics and Computing. vol. 22, n° 3, pp. 795-908, 2012)Article de revue -
Advanced Interacting Sequential Monte Carlo Sampling for Inverse Scattering
(2013-01-21)Document de travail - Pré-publication -
Snell envelope with small probability criteria
(Applied Mathematics and Optimization. vol. 66, n° 3, pp. 309-330, 2012)Article de revue -
On the Concentration Properties of Interacting Particle Processes
(NEW PUBL INC, 2012)Ouvrage -
On the foundations and the applications of evolutionary computing
(Springer, 2013)Chapitre d'ouvrage