Recherche
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Stability of Feynman-Kac formulae with path-dependent potentials
(2009)Document de travail - Pré-publication -
Snell envelope with small probability criteria
(Applied Mathematics and Optimization. vol. 66, n° 3, pp. 309-330, 2012)Article de revue -
On the Concentration Properties of Interacting Particle Processes
(NEW PUBL INC, 2012)Ouvrage -
Non-Asymptotic Analysis of Adaptive and Annealed Feynman-Kac Particle Models
(2012-09-25)Document de travail - Pré-publication -
Interacting path systems for credit portfolio risk analysis
(Bloomberg Press, 2010)Chapitre d'ouvrage -
Comparison of implementations of Gaussian Mixture PHD filters
Communication dans un congrès -
An Adaptive Interacting Wang-Landau Algorithm for Automatic Density Exploration
(Journal of Computational and Graphical Statistics. vol. 22, n° 3, 2013)Article de revue -
Feynman-Kac particle integration with geometric interacting jumps
(2012-11-30)Document de travail - Pré-publication -
Mean field simulation for Monte Carlo integration
(Chapman&Hall, 2013-06-01)Ouvrage -
Modal parameter estimation using interacting Kalman filter
(Mechanical Systems and Signal Processing. vol. 47, n° 1-2, pp. 139-150, 2014-02-03)Article de revue