Recherche
-
On the Mathematical foundations of Diffusion Monte Carlo
Document de travail - Pré-publication -
Robust Kalman and Bayesian Set-Valued Filtering and Model Validation for Linear Stochastic Systems
(SIAM/ASA Journal on Uncertainty Quantification. vol. 11, n° 2, pp. 389-425, 2023-04-25)Article de revue -
On the mathematical theory of ensemble (linear-Gaussian) Kalman–Bucy filtering
(Mathematics of Control, Signals, and Systems. vol. 35, n° 4, pp. 835-903, 2023-05-19)Article de revue -
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 -
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 -
Adaptive Approximate Bayesian Computational Particle Filters for Underwater Terrain Aided Navigation
Communication dans un congrès -
A second order analysis of McKean-Vlasov semigroups
(The Annals of Applied Probability, 2020)Article de revue -
On the stability and the concentration of extended Kalman-Bucy filters
(Electronic Journal of Probability. vol. 23, 2018)Article de revue -
On the stability and the uniform propagation of chaos properties of Ensemble Kalman–Bucy filters
(The Annals of Applied Probability. vol. 28, n° 2, pp. 790-850, 2018-04)Article de revue