Recherche
-
On parallel implementation of Sequential Monte Carlo methods: the island particle model
(2013-06-17)Document de travail - Pré-publication -
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
(2009)Document de travail - Pré-publication -
Advanced Interacting Sequential Monte Carlo Sampling for Inverse Scattering
(2013-01-21)Document de travail - Pré-publication -
Non-Asymptotic Analysis of Adaptive and Annealed Feynman-Kac Particle Models
(2012-09-25)Document de travail - Pré-publication -
On the Mathematical foundations of Diffusion Monte Carlo
Document de travail - Pré-publication -
Feynman-Kac particle integration with geometric interacting jumps
(2012-11-30)Document de travail - Pré-publication -
On the Mathematical Theory of Ensemble (Linear-Gaussian) Kalman-Bucy Filtering
Document de travail - Pré-publication -
Self-interacting diffusions: long-time behaviour and exit-problem in the convex case
(2023-03-24)Document de travail - Pré-publication -
An introduction to Wishart matrix moments
Document de travail - Pré-publication