Recherche
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An Adaptive Interacting Wang-Landau Algorithm for Automatic Density Exploration
(2011-09-17)Document de travail - Pré-publication -
Advanced Interacting Sequential Monte Carlo Sampling for Inverse Scattering
(2013-01-21)Document de travail - Pré-publication -
EVOLVE - A bridge between Probability , Set Oriented Numerics, and Evolutionary Computation.
(Springer, 2013)Ouvrage -
EVOLVE - A bridge between Probability , Set Oriented Numerics, and Evolutionary Computation II.
(Springer, 2013)Ouvrage -
BiiPS : un logiciel pour l'inférence bayésienne dans les modèles graphiques utilisant des méthodes de Monte Carlo séquentielles
Communication dans un congrès -
On the Robustness of the Snell envelope
(SIAM Journal on Financial Mathematics. vol. 2, pp. 951-997, 2011)Article de revue -
An Adaptative sequential Monte Carlo method for approximate bayesian computation
(Statistics and Computing. vol. 22, n° 5, pp. 1009-1020, 2011)Article de revue -
Numerical methods in finance
(Springer, 2012)Ouvrage