| Publication | Date of Publication | Type |
|---|
Conditioning diffusions with respect to incomplete observations Statistical Inference for Stochastic Processes | 2024-02-06 | Paper |
Boundedness of the Optimal State Estimator Rejecting Unknown Inputs IEEE Transactions on Automatic Control | 2023-09-26 | Paper |
On the optimality of the Kitanidis filter for state estimation rejecting unknown inputs Automatica | 2021-11-19 | Paper |
Safe adaptive importance sampling: a mixture approach The Annals of Statistics | 2021-07-05 | Paper |
Time-change models for asymmetric processes Scandinavian Journal of Statistics | 2020-07-17 | Paper |
A central limit theorem for Fleming-Viot particle systems Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2020-05-12 | Paper |
A central limit theorem for Fleming-Viot particle systems Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2020-05-12 | Paper |
Integral estimation based on Markovian design Advances in Applied Probability | 2020-02-05 | Paper |
Robust model selection in 2D parametric motion estimation Journal of Mathematical Imaging and Vision | 2019-08-23 | Paper |
Mixing properties and central limit theorem for associated point processes Bernoulli | 2019-06-14 | Paper |
Mixing properties and central limit theorem for associated point processes Bernoulli | 2019-06-14 | Paper |
On the asymptotic normality of adaptive multilevel splitting SIAM/ASA Journal on Uncertainty Quantification | 2019-01-21 | Paper |
Convergence rate of the powers of an operator. Applications to stochastic systems Bernoulli | 2017-09-21 | Paper |
Bootstrap testing of the rank of a matrix via least-squared constrained estimation Journal of the American Statistical Association | 2017-08-04 | Paper |
| A Central Limit Theorem for Fleming-Viot Particle Systems with Soft Killing | 2016-11-02 | Paper |
Integral approximation by kernel smoothing Bernoulli | 2016-07-14 | Paper |
Integral approximation by kernel smoothing Bernoulli | 2016-07-14 | Paper |
Concentration inequalities for sums and martingales SpringerBriefs in Mathematics | 2015-07-29 | Paper |
| On the acceleration of some empirical means with application to nonparametric regression | 2013-12-16 | Paper |
Optimal transformation: a new approach for covering the central subspace Journal of Multivariate Analysis | 2013-03-12 | Paper |
Concentration inequalities for the spectral measure of random matrices Electronic Communications in Probability | 2011-09-09 | Paper |
On a model selection problem from high-dimensional sample covariance matrices Journal of Multivariate Analysis | 2011-08-16 | Paper |
| Test function: A new approach for covering the central subspace | 2011-06-06 | Paper |
Exponential inequalities for sums of weakly dependent variables Electronic Journal of Probability | 2009-11-20 | Paper |
Exponential inequalities for sums of weakly dependent variables Electronic Journal of Probability | 2009-11-20 | Paper |
Simulation of conditioned diffusion and application to parameter estimation Stochastic Processes and their Applications | 2006-12-07 | Paper |
On the spectral distribution of Gaussian random matrices Acta Mathematicae Applicatae Sinica. English Series | 2006-10-24 | Paper |
scientific article; zbMATH DE number 5066261 (Why is no real title available?) (available as arXiv preprint) | 2006-10-23 | Paper |
| Simulation of conditioned diffusions | 2006-02-21 | Paper |
Convex domains and K-spectral sets Mathematische Zeitschrift | 2006-01-23 | Paper |
\(L^p\) solutions of backward stochastic differential equations. Stochastic Processes and their Applications | 2005-11-29 | Paper |
On the robustness of backward stochastic differential equations. Stochastic Processes and their Applications | 2005-02-25 | Paper |
| Moderate deviation principle for exponentially ergodic Markov chain | 2004-05-09 | Paper |
Some estimates for analytic functions of strip or sectorial operators Archiv der Mathematik | 2004-03-07 | Paper |
Minimal L/sub 1/-norm reconstruction function for oversampled signals: applications to time-delay estimation IEEE Transactions on Information Theory | 2002-10-30 | Paper |
A note on uniform observability IEEE Transactions on Automatic Control | 2002-07-21 | Paper |
Donsker-type theorem for BSDEs Electronic Communications in Probability | 2001-07-09 | Paper |
Donsker-type theorem for BSDEs Electronic Communications in Probability | 2001-07-09 | Paper |
On minimax identification of nonparametric autoregressive models Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2001-01-29 | Paper |
On Small Perturbations of Stable Markov Operators: Unbounded Case Theory of Probability & Its Applications | 2000-06-06 | Paper |
Convergence of a stochastic approximation version of the EM algorithm The Annals of Statistics | 1999-11-09 | Paper |
Generalization of von Neumann's spectral sets and integral representation of operators Bulletin de la Société mathématique de France | 1999-11-04 | Paper |
Generalization of von Neumann's spectral sets and integral representation of operators Bulletin de la Société mathématique de France | 1999-11-04 | Paper |
Generalization of von Neumann's spectral sets and integral representation of operators Bulletin de la Société mathématique de France | 1999-11-04 | Paper |
General results on the convergence of stochastic algorithms IEEE Transactions on Automatic Control | 1997-08-07 | Paper |
On minimax wavelet estimators Applied and Computational Harmonic Analysis | 1997-07-17 | Paper |
On the computation of wavelet coefficients Journal of Approximation Theory | 1997-04-29 | Paper |
| scientific article; zbMATH DE number 926777 (Why is no real title available?) | 1997-02-11 | Paper |
Nonlinear black-box modeling in system identification: A unified overview Automatica | 1996-06-05 | Paper |
Nonlinear black-box models in system identification: Mathematical foundations Automatica | 1996-06-05 | Paper |
Remarks on linear and nonlinear filtering IEEE Transactions on Information Theory | 1996-03-11 | Paper |
| scientific article; zbMATH DE number 802859 (Why is no real title available?) | 1995-11-15 | Paper |
Asymptotical Study of Parameter Tracking Algorithms SIAM Journal on Control and Optimization | 1995-10-23 | Paper |
On the effects of noise and speed on computations Theoretical Computer Science | 1995-10-09 | Paper |
Accelerated Stochastic Approximation SIAM Journal on Optimization | 1994-11-30 | Paper |
When is adaptive better than optimal? IEEE Transactions on Automatic Control | 1994-02-24 | Paper |
On the projection algorithm and delay of peaking in adaptive control IEEE Transactions on Automatic Control | 1993-08-22 | Paper |
Stochastic optimization with averaging of trajectories Stochastics and Stochastic Reports | 1993-01-16 | Paper |
Stable adaptive control for a plant with randomly varying parameters Dynamics and Control | 1993-01-16 | Paper |
Adaptive control of a simple time-varying system IEEE Transactions on Automatic Control | 1992-10-06 | Paper |
| scientific article; zbMATH DE number 4028557 (Why is no real title available?) | 1986-01-01 | Paper |