Recherche
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On one-dimensional Riccati diffusions
Document de travail - Pré-publication -
A variational approach to nonlinear and interacting diffusions
Document de travail - Pré-publication -
On the stability and the exponential concentration of Extended Kalman-Bucy filters
Document de travail - Pré-publication -
Biips: Software for Bayesian Inference with Interacting Particle Systems
(2014)Document de travail - Pré-publication -
On the exit-problem for self-interacting diffusions V2
Document de travail - Pré-publication -
Quantum harmonic oscillators and Feynman-Kac path integrals for linear diffusive particles
Document de travail - Pré-publication -
Log-Normalization Constant Estimation using the Ensemble Kalman-Bucy Filter with Application to High-Dimensional Models
Document de travail - Pré-publication -
Stochastic Epidemic Models inference and diagnosis with Poisson Random Measure Data Augmentation
Document de travail - Pré-publication