Recherche
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An Introduction to Wishart Matrix Moments
(Foundations and Trends in Machine Learning. vol. 11, n° 2, pp. 97-218, 2018)Article de revue -
A note on random walks with absorbing barriers and sequential Monte Carlo methods
(Stochastic Analysis and Applications. vol. 36, n° 3, pp. 413-442, 2018-05-04)Article de revue -
A Taylor expansion of the square root matrix function
(Journal of Mathematical Analysis and Applications. vol. 465, n° 1, pp. 259-266, 2018-09)Article de revue -
On the robustness of Riccati flows to complete model misspecification
(Journal of The Franklin Institute. vol. 355, n° 15, pp. 7178-7200, 2018-10)Article de revue -
On the Stability of Positive Semigroups
(The Annals of Applied Probability, 2022)Article de revue -
Concentration Inequalities for Mean Field Particle Models
(The Annals of Applied Probability. vol. 21, n° 3, pp. 1017-1052, 2011)Article de revue -
A theoretical analysis of one-dimensional discrete generation ensemble Kalman particle filters
(The Annals of Applied Probability, 2022)Article de revue -
A note on Riccati matrix difference equations
(SIAM Journal on Control and Optimization, 2022)Article de revue -
On Adaptive Resampling Procedures for Sequential Monte Carlo Methods
(Bernoulli. vol. 18, n° 1, pp. 252-278, 2012)Article de revue -
A backward Itô–Ventzell formula with an application to stochastic interpolation
(Comptes Rendus. Mathématique. vol. 358, n° 7, pp. 881-886, 2020)Article de revue