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Interacting Markov Chain Monte Carlo Methods For Solving Nonlinear Measure-Valued Equations
(The Annals of Applied Probability. vol. 20, n° 2, pp. 593-639, 2010)Article de revue -
Optimal Nonlinear Filtering in GPS/INS Integration
(IEEE Transactions on Aerospace and Electronic Systems. vol. 33, n° 3, pp. 835 - 850, 1997-07)Article de revue -
A duality formula and a particle Gibbs sampler for continuous time Feynman-Kac measures on path spaces
(Electronic Journal of Probability, 2020)Article de revue -
An explicit Floquet-type representation of Riccati aperiodic exponential semigroups
(International Journal of Control. pp. 1-9, 2019)Article de revue -
Multilevel Sequential Monte Carlo Samplers for Normalizing Constants
(ACM Transactions on Modeling and Computer Simulation. vol. 27, n° 3, pp. 1 - 22, 2017-09-07)Article de revue -
Perturbations and projections of Kalman–Bucy semigroups
(Stochastic Processes and their Applications. pp. 1-48, 2017-11)Article de revue -
Nonasymptotic analysis of adaptive and annealed Feynman–Kac particle models
(Bernoulli. vol. 23, n° 1, pp. 670 - 709, 2017)Article de revue -
Multilevel sequential Monte Carlo: Mean square error bounds under verifiable conditions
(Stochastic Analysis and Applications. vol. 35, n° 3, pp. 478 - 498, 2016-12-16)Article de revue -
Biased Online Parameter Inference for State-Space Models
(Methodology and Computing in Applied Probability. vol. 19, n° 3, pp. 727 - 749, 2017-09)Article de revue -
On the Stability of Kalman--Bucy Diffusion Processes
(SIAM Journal on Control and Optimization. vol. 55, n° 6, pp. 4015 - 4047, 2017-11-02)Article de revue