Recherche
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Stability of Feynman-Kac formulae with path-dependent potentials
(2009)Document de travail - Pré-publication -
Non-Asymptotic Analysis of Adaptive and Annealed Feynman-Kac Particle Models
(2012-09-25)Document de travail - Pré-publication -
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