Recherche
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Convergence Properties of Weighted Particle Islands with Application to the Double Bootstrap Algorithm
(Stochastic Systems. vol. 6, n° 2, pp. 367 - 419, 2016-12)Article de revue -
Sequential Monte Carlo for rare event estimation
(Statistics and Computing. vol. 22, n° 3, pp. 795-908, 2012)Article de revue -
Rare event simulation for a static distribution
Communication dans un congrès -
Advanced Interacting Sequential Monte Carlo Sampling for Inverse Scattering
(2013-01-21)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 -
On the foundations and the applications of evolutionary computing
(Springer, 2013)Chapitre d'ouvrage -
Une introduction aux probabilités.
(Ellipses, 2006)Ouvrage -
MONTE CARLO APPROXIMATIONS OF AMERICAN OPTIONS THAT PRESERVE MONOTONICITY AND CONVEXITY
Communication dans un congrès -
Non-Asymptotic Analysis of Adaptive and Annealed Feynman-Kac Particle Models
(2012-09-25)Document de travail - Pré-publication