Recherche
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Quantum harmonic oscillators and Feynman-Kac path integrals for linear diffusive particles
Document de travail - Pré-publication -
On Adaptive Resampling Procedures for Sequential Monte Carlo Methods
(Bernoulli. vol. 18, n° 1, pp. 252-278, 2012)Article de revue -
Log-Normalization Constant Estimation using the Ensemble Kalman-Bucy Filter with Application to High-Dimensional Models
Document de travail - Pré-publication -
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 -
Stochastic Epidemic Models inference and diagnosis with Poisson Random Measure Data Augmentation
(Mathematical Biosciences. vol. 335, pp. 108583, 2021-05)Article de revue -
Fluctuations of Interacting Markov Chain Monte Carlo Models
(Stochastic Processes and their Applications. vol. 122, n° 4, pp. 1304-1331, 2012)Article de revue -
A Functional Central Limit Theorem for a Class of Interacting Markov Chain Monte Carlo Models
(Electronic Journal of Probability. vol. 14, n° 73, pp. 2130-2155, 2009)Article de revue -
Stochastic Epidemic Models inference and diagnosis with Poisson Random Measure Data Augmentation
Document de travail - Pré-publication