| Publication | Date of Publication | Type |
|---|
A contraction theory for Sinkhorn and Schrödinger bridges via log-Sobolev inequalities
Stochastic Analysis and Applications | 2026-05-12 | Paper |
Entropic continuity bounds for conditional covariances with applications to Schrödinger and Sinkhorn bridges
Communications in Information and Systems | 2026-02-27 | Paper |
On the particle approximation of lagged Feynman-Kac formulae
Stochastic Processes and their Applications | 2025-06-30 | Paper |
On the mathematical foundations of diffusion Monte Carlo
Journal of Mathematical Physics | 2025-02-04 | Paper |
Self-interacting diffusions: long-time behaviour and exit-problem in the uniformly convex case
European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics | 2024-10-10 | Paper |
Modeling genetic algorithms with interacting particle systems
Revista de Matemática: Teoría y Aplicaciones | 2024-09-03 | Paper |
Geometric Convergence and Concentration Inequalities for the Feynman–Kac Genetic Algorithm
Frontiers of Mathematics | 2024-04-19 | Paper |
A Lyapunov approach to stability of positive semigroups: an overview with illustrations
Stochastic Analysis and Applications | 2024-04-18 | Paper |
On the stability of positive semigroups
The Annals of Applied Probability | 2024-01-16 | Paper |
On the mathematical theory of ensemble (linear-Gaussian) Kalman-Bucy filtering
MCSS. Mathematics of Control, Signals, and Systems | 2023-10-12 | Paper |
| On Time Uniform Wong-Zakai Approximation Theorems | 2023-10-07 | Paper |
Coupled quantum harmonic oscillators and Feynman-Kac path integrals for linear diffusive particles
Communications in Mathematical Physics | 2023-08-16 | Paper |
Multilevel Sequential Monte Carlo Samplers for Normalizing Constants
ACM Transactions on Modeling and Computer Simulation | 2023-07-21 | Paper |
Multilevel Sequential Monte Carlo Samplers for Normalizing Constants
ACM Transactions on Modeling and Computer Simulation | 2023-07-21 | Paper |
Robust Kalman and Bayesian Set-Valued Filtering and Model Validation for Linear Stochastic Systems
SIAM/ASA Journal on Uncertainty Quantification | 2023-06-30 | Paper |
A theoretical analysis of one-dimensional discrete generation ensemble Kalman particle filters
The Annals of Applied Probability | 2023-06-05 | Paper |
| Self-interacting diffusions: long-time behaviour and exit-problem in the convex case | 2023-03-27 | Paper |
Log-normalization constant estimation using the ensemble Kalman–Bucy filter with application to high-dimensional models
Advances in Applied Probability | 2022-12-13 | Paper |
Backward Itô-Ventzell and stochastic interpolation formulae
Stochastic Processes and their Applications | 2022-10-27 | Paper |
A note on Riccati matrix difference equations
SIAM Journal on Control and Optimization | 2022-06-01 | Paper |
| On the exit-problem for self-interacting diffusions | 2022-01-25 | Paper |
Stochastic epidemic models inference and diagnosis with Poisson random measure data augmentation
Mathematical Biosciences | 2021-11-09 | Paper |
A second order analysis of McKean-Vlasov semigroups
The Annals of Applied Probability | 2021-11-04 | Paper |
A second order analysis of McKean-Vlasov semigroups
The Annals of Applied Probability | 2021-11-04 | Paper |
Backward Nonlinear Smoothing Diffusions
Theory of Probability & Its Applications | 2021-08-10 | Paper |
A duality formula and a particle Gibbs sampler for continuous time Feynman-Kac measures on path spaces
Electronic Journal of Probability | 2021-07-21 | Paper |
An explicit Floquet-type representation of Riccati aperiodic exponential semigroups
International Journal of Control | 2021-03-18 | Paper |
A backward Itô-Ventzell formula with an application to stochastic interpolation
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2020-11-27 | Paper |
A perturbation analysis of stochastic matrix Riccati diffusions
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2020-05-13 | Paper |
A perturbation analysis of stochastic matrix Riccati diffusions
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2020-05-13 | Paper |
Uniform propagation of chaos and creation of chaos for a class of nonlinear diffusions
Stochastic Analysis and Applications | 2019-10-29 | Paper |
On the stability of matrix-valued Riccati diffusions
Electronic Journal of Probability | 2019-09-19 | Paper |
On the stability of matrix-valued Riccati diffusions
Electronic Journal of Probability | 2019-09-19 | Paper |
A variational approach to nonlinear and interacting diffusions
Stochastic Analysis and Applications | 2019-08-26 | Paper |
Convergence of empirical processes for interacting particle systems with applications to nonlinear filtering
Journal of Theoretical Probability | 2019-08-22 | Paper |
Backward It{\^o}-Ventzell and stochastic interpolation formulae
(available as arXiv preprint) | 2019-06-21 | Paper |
On one-dimensional Riccati diffusions
The Annals of Applied Probability | 2019-04-24 | Paper |
On one-dimensional Riccati diffusions
The Annals of Applied Probability | 2019-04-24 | Paper |
Stability properties of systems of linear stochastic differential equations with random coefficients
SIAM Journal on Control and Optimization | 2019-03-20 | Paper |
An Introduction to Wishart Matrix Moments
Foundations and Trends® in Machine Learning | 2019-03-06 | Paper |
On the stability and the concentration of extended Kalman-Bucy filters
Electronic Journal of Probability | 2018-10-25 | Paper |
On the stability and the concentration of extended Kalman-Bucy filters
Electronic Journal of Probability | 2018-10-25 | Paper |
On the robustness of Riccati flows to complete model misspecification
Journal of the Franklin Institute | 2018-10-18 | Paper |
Perturbations and projections of Kalman-Bucy semigroups
Stochastic Processes and their Applications | 2018-08-15 | Paper |
On the stability and the uniform propagation of chaos properties of ensemble Kalman-Bucy filters
The Annals of Applied Probability | 2018-06-29 | Paper |
On the stability and the uniform propagation of chaos properties of ensemble Kalman-Bucy filters
The Annals of Applied Probability | 2018-06-29 | Paper |
A Taylor expansion of the square root matrix function
Journal of Mathematical Analysis and Applications | 2018-05-31 | Paper |
A note on random walks with absorbing barriers and sequential Monte Carlo methods
Stochastic Analysis and Applications | 2018-05-03 | Paper |
Unbiased multi-index Monte Carlo
Stochastic Analysis and Applications | 2018-05-03 | Paper |
Unbiased multi-index Monte Carlo
Stochastic Analysis and Applications | 2018-05-03 | Paper |
Biased online parameter inference for state-space models
Methodology and Computing in Applied Probability | 2018-03-28 | Paper |
Probabilistic safety analysis of the collision between a space debris and a satellite with an island particle algorithm
Springer Optimization and Its Applications | 2018-02-08 | Paper |
On the stability of Kalman-Bucy diffusion processes
SIAM Journal on Control and Optimization | 2018-01-04 | Paper |
A sharp first order analysis of Feynman-Kac particle models. I: Propagation of chaos
Stochastic Processes and their Applications | 2017-12-01 | Paper |
A sharp first order analysis of Feynman-Kac particle models. II: Particle Gibbs samplers
Stochastic Processes and their Applications | 2017-12-01 | Paper |
Exponential mixing properties for time inhomogeneous diffusion processes with killing
Bernoulli | 2017-09-21 | Paper |
Exponential mixing properties for time inhomogeneous diffusion processes with killing
Bernoulli | 2017-09-21 | Paper |
Multilevel sequential Monte Carlo: Mean square error bounds under verifiable conditions
Stochastic Analysis and Applications | 2017-05-16 | Paper |
Convergence properties of weighted particle islands with application to the double bootstrap algorithm
(available as arXiv preprint) | 2017-04-10 | Paper |
| Convergence properties of weighted particle islands with application to the double bootstrap algorithm | 2017-04-10 | Paper |
| Matrix product moments in normal variables | 2017-03-01 | Paper |
On the stability and the uniform propagation of chaos of a class of extended ensemble Kalman-Bucy filters
SIAM Journal on Control and Optimization | 2017-01-26 | Paper |
Nonasymptotic analysis of adaptive and annealed Feynman-Kac particle models
Bernoulli | 2017-01-11 | Paper |
Nonasymptotic analysis of adaptive and annealed Feynman-Kac particle models
Bernoulli | 2017-01-11 | Paper |
On particle Gibbs samplers
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2017-01-11 | Paper |
Stochastic processes. From applications to theory
Chapman & Hall CRC Texts in Statistical Science Series | 2016-12-07 | Paper |
On parallel implementation of sequential Monte Carlo methods: the island particle model
Statistics and Computing | 2016-02-23 | Paper |
The alive particle filter and its use in particle Markov chain Monte Carlo
Stochastic Analysis and Applications | 2015-12-21 | Paper |
Particle methods: an introduction with applications
ESAIM: Proceedings | 2015-11-17 | Paper |
Sequential Monte Carlo with Highly Informative Observations
SIAM/ASA Journal on Uncertainty Quantification | 2015-11-12 | Paper |
Moderate deviations for interacting processes
STATISTICA SINICA | 2015-10-08 | Paper |
Book Review: Fundamentals of stochastic filtering
Bulletin of the American Mathematical Society | 2015-10-07 | Paper |
Uniform Stability of a Particle Approximation of the Optimal Filter Derivative
SIAM Journal on Control and Optimization | 2015-06-10 | Paper |
A duality formula for Feynman-Kac path particle models
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2015-06-05 | Paper |
A lognormal central limit theorem for particle approximations of normalizing constants
Electronic Journal of Probability | 2015-02-03 | Paper |
An introduction to stochastic particle integration methods: with applications to risk and insurance
Springer Proceedings in Mathematics & Statistics | 2014-10-31 | Paper |
On the convergence of quantum and sequential Monte Carlo methods
Springer Proceedings in Mathematics & Statistics | 2014-10-31 | Paper |
Approximate Bayesian Computation for Smoothing
Stochastic Analysis and Applications | 2014-06-13 | Paper |
Approximate Bayesian Computation for Smoothing
Stochastic Analysis and Applications | 2014-06-13 | Paper |
| On particle Gibbs Markov chain Monte Carlo models | 2014-04-23 | Paper |
Discrete time Markovian agents interacting through a potential
ESAIM: Probability and Statistics | 2014-04-10 | Paper |
Stochastic models and methods. An introduction with applications
Mathématiques & Applications (Berlin) | 2014-03-31 | Paper |
Advanced interacting sequential Monte Carlo sampling for inverse scattering
Inverse Problems | 2014-02-18 | Paper |
Feynman-Kac particle integration with geometric interacting jumps
Stochastic Analysis and Applications | 2013-10-18 | Paper |
Mean field simulation for Monte Carlo integration
Monographs on Statistics and Applied Probability | 2013-07-23 | Paper |
Snell envelope with small probability criteria
Applied Mathematics and Optimization | 2013-02-18 | Paper |
| scientific article; zbMATH DE number 6114079 (Why is no real title available?) | 2012-12-07 | Paper |
An adaptive sequential Monte Carlo method for approximate Bayesian computation
Statistics and Computing | 2012-12-07 | Paper |
Sequential Monte Carlo for rare event estimation
Statistics and Computing | 2012-12-07 | Paper |
On the foundations and the applications of evolutionary computing
EVOLVE- A Bridge between Probability, Set Oriented Numerics and Evolutionary Computation | 2012-11-20 | Paper |
An introduction to particle methods with financial applications
Springer Proceedings in Mathematics | 2012-09-28 | Paper |
Monte Carlo Approximations of American Options that Preserve Monotonicity and Convexity
Springer Proceedings in Mathematics | 2012-09-28 | Paper |
| Rao-Blackwellised Interacting Markov Chain Monte Carlo for Electromagnetic Scattering Inversion | 2012-09-18 | Paper |
On the concentration properties of interacting particle processes
Foundations and Trends in Machine Learning | 2012-08-08 | Paper |
Fluctuations of interacting Markov chain Monte Carlo methods
Stochastic Processes and their Applications | 2012-06-01 | Paper |
On the Robustness of the Snell Envelope
SIAM Journal on Financial Mathematics | 2012-04-19 | Paper |
| Moderate Deviations for Mean Field Particle Models | 2012-04-15 | Paper |
On adaptive resampling strategies for sequential Monte Carlo methods
Bernoulli | 2012-03-29 | Paper |
Convergence of \(U\)-statistics for interacting particle systems
Journal of Theoretical Probability | 2012-02-13 | Paper |
Particle approximation of the intensity measures of a spatial branching point process arising in multitarget tracking
SIAM Journal on Control and Optimization | 2011-11-10 | Paper |
A nonasymptotic theorem for unnormalized Feynman-Kac particle models
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2011-10-11 | Paper |
On nonlinear Markov chain Monte Carlo
Bernoulli | 2011-09-14 | Paper |
On the conditional distributions of spatial point processes
Advances in Applied Probability | 2011-07-22 | Paper |
Concentration inequalities for mean field particle models
The Annals of Applied Probability | 2011-07-19 | Paper |
| A mean field theory of nonlinear filtering | 2011-07-13 | Paper |
Sequential Monte Carlo methods for option pricing
Stochastic Analysis and Applications | 2011-04-19 | Paper |
Sequentially interacting Markov chain Monte Carlo methods
The Annals of Statistics | 2011-01-19 | Paper |
Stability of Feynman-Kac formulae with path-dependent potentials
Stochastic Processes and their Applications | 2011-01-14 | Paper |
A backward particle interpretation of Feynman-Kac formulae
ESAIM: Mathematical Modelling and Numerical Analysis | 2010-10-12 | Paper |
A backward particle interpretation of Feynman-Kac formulae
ESAIM: Mathematical Modelling and Numerical Analysis | 2010-10-12 | Paper |
| Snell envelope with path dependent multiplicative optimality criteria | 2010-08-18 | Paper |
Interacting Markov chain Monte Carlo methods for solving nonlinear measure-valued equations
The Annals of Applied Probability | 2010-05-06 | Paper |
A new class of interacting Markov chain Monte Carlo methods
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2010-02-12 | Paper |
The convergence to equilibrium of neutral genetic models
Stochastic Analysis and Applications | 2010-02-10 | Paper |
A functional central limit theorem for a class of interacting Markov chain Monte Carlo methods
Electronic Journal of Probability | 2009-11-20 | Paper |
A functional central limit theorem for a class of interacting Markov chain Monte Carlo methods
Electronic Journal of Probability | 2009-11-20 | Paper |
Tree based functional expansions for Feynman--Kac particle models
The Annals of Applied Probability | 2009-06-17 | Paper |
A Note on Convergence of the Equi-Energy Sampler
Stochastic Analysis and Applications | 2008-04-29 | Paper |
Dynamiques recuites de type Feynman-Kac : résultats précis et conjectures
ESAIM: Probability and Statistics | 2007-11-30 | Paper |
Dynamiques recuites de type Feynman-Kac : résultats précis et conjectures
ESAIM: Probability and Statistics | 2007-11-30 | Paper |
Non-linear Markov Chain Monte Carlo
ESAIM: Proceedings | 2007-11-20 | Paper |
Convergence of the equi-energy sampler
ESAIM: Proceedings | 2007-11-20 | Paper |
Sharp Propagation of Chaos Estimates for Feynman–Kac Particle Models
Theory of Probability & Its Applications | 2007-10-19 | Paper |
Strong Propagations of Chaos in Moran's Type Particle Interpretations of Feynman–Kac Measures
Stochastic Analysis and Applications | 2007-06-27 | Paper |
| Branching and interacting particle interpretations of rare event probabilities | 2007-05-03 | Paper |
| Genetic genealogical models in rare event analysis | 2007-01-02 | Paper |
Sequential Monte Carlo Samplers
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2006-11-14 | Paper |
| Coalescent tree based functional representations for some Feynman-Kac particle models | 2006-07-19 | Paper |
Self-Interacting Markov Chains
Stochastic Analysis and Applications | 2006-07-13 | Paper |
Genealogical particle analysis of rare events
The Annals of Applied Probability | 2006-07-10 | Paper |
A Berry-Esseen theorem for Feynman-Kac and interacting particle models
The Annals of Applied Probability | 2005-04-29 | Paper |
Particle Motions in Absorbing Medium with Hard and Soft Obstacles
Stochastic Analysis and Applications | 2005-01-20 | Paper |
Improved version of the McMurtry-Fu reinforcement learning scheme
International Journal of Systems Science. Principles and Applications of Systems and Integration | 2004-11-19 | Paper |
| scientific article; zbMATH DE number 2106098 (Why is no real title available?) | 2004-10-04 | Paper |
On convergence of chains with occupational self–interactions
Proceedings of the Royal Society of London. Series A: Mathematical and Physical Sciences | 2004-08-06 | Paper |
On the stability of nonlinear Feynman-Kac semigroups
Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI | 2004-03-08 | Paper |
On the stability of nonlinear Feynman-Kac semigroups
Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI | 2004-03-08 | Paper |
On the stability of nonlinear Feynman-Kac semigroups
Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI | 2004-03-08 | Paper |
| scientific article; zbMATH DE number 2051000 (Why is no real title available?) | 2004-03-07 | Paper |
A Moran particle system approximation of Feynman-Kac formulae
Stochastic Processes and their Applications | 2003-11-03 | Paper |
A note on the Laplace-Varadhan integral lemma
Bernoulli | 2003-10-09 | Paper |
On contraction properties of Markov kernels
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2003-08-14 | Paper |
Annealed Feynman-Kac models
Communications in Mathematical Physics | 2003-07-03 | Paper |
Particle approximations of Lyapunov exponents connected to Schrödinger operators and Feynman–Kac semigroups
ESAIM: Probability and Statistics | 2003-06-23 | Paper |
Particle approximations of Lyapunov exponents connected to Schrödinger operators and Feynman–Kac semigroups
ESAIM: Probability and Statistics | 2003-06-23 | Paper |
Genealogies and increasing propagation of chaos for Feynman-Kac and genetic models.
The Annals of Applied Probability | 2003-05-06 | Paper |
On the stability of interacting processes with applications to filtering and genetic algorithms
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2002-07-31 | Paper |
On the stability of interacting processes with applications to filtering and genetic algorithms
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2002-07-31 | Paper |
On applications of Maslov optimization theory
Mathematical Notes | 2002-07-14 | Paper |
On Laplace-Varadhan's integral lemma
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2002-06-12 | Paper |
| scientific article; zbMATH DE number 1583959 (Why is no real title available?) | 2002-04-08 | Paper |
The Monte-Carlo method for filtering with discrete-time observations
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2002-02-18 | Paper |
| scientific article; zbMATH DE number 1971699 (Why is no real title available?) | 2002-01-01 | Paper |
On a class of discrete generation interacting particle systems
Electronic Journal of Probability | 2001-12-10 | Paper |
On a class of discrete generation interacting particle systems
Electronic Journal of Probability | 2001-12-10 | Paper |
| scientific article; zbMATH DE number 1666086 (Why is no real title available?) | 2001-10-23 | Paper |
| scientific article; zbMATH DE number 1664968 (Why is no real title available?) | 2001-10-21 | Paper |
| scientific article; zbMATH DE number 1358322 (Why is no real title available?) | 2001-08-20 | Paper |
Maslov idempotent probability calculus. II
Theory of Probability and its Applications | 2001-05-02 | Paper |
Convergence of empirical processes for interacting particle systems with applications to nonlinear filtering
Journal of Theoretical Probability | 2001-01-25 | Paper |
| scientific article; zbMATH DE number 1500585 (Why is no real title available?) | 2000-11-07 | Paper |
| scientific article; zbMATH DE number 1500585 (Why is no real title available?) | 2000-11-07 | Paper |
Interacting particle systems approximations of the Kushner-Stratonovitch equation
Advances in Applied Probability | 2000-11-01 | Paper |
Measure-valued processes and interacting particle systems. Application to nonlinear filtering problems
The Annals of Applied Probability | 2000-06-07 | Paper |
Maslov Idempotent Probability Calculus, I
Theory of Probability & Its Applications | 2000-06-06 | Paper |
On the stability of measure valued processes with applications to filtering
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics | 2000-05-14 | Paper |
Large deviations for interacting particle systems: Applications to non-linear filtering
Stochastic Processes and their Applications | 1999-11-18 | Paper |
Central limit theorem for nonlinear filtering and interacting particle systems
The Annals of Applied Probability | 1999-11-14 | Paper |
A uniform convergence theorem for the numerical solving of the nonlinear filtering problem
Journal of Applied Probability | 1999-08-16 | Paper |
On the Convergence and Applications of Generalized Simulated Annealing
SIAM Journal on Control and Optimization | 1999-06-24 | Paper |
Particle interpretation of nonlinear filtering and optimization
Russian Journal of Mathematical Physics | 1999-04-07 | Paper |
| scientific article; zbMATH DE number 1163653 (Why is no real title available?) | 1999-02-02 | Paper |
| scientific article; zbMATH DE number 1163654 (Why is no real title available?) | 1998-08-04 | Paper |
| scientific article; zbMATH DE number 744072 (Why is no real title available?) | 1998-05-12 | Paper |
Nonlinear filtering: Interacting particle resolution
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics | 1998-05-12 | Paper |
| scientific article; zbMATH DE number 1121138 (Why is no real title available?) | 1998-04-22 | Paper |
| scientific article; zbMATH DE number 1025835 (Why is no real title available?) | 1998-01-22 | Paper |
| scientific article; zbMATH DE number 919360 (Why is no real title available?) | 1997-03-17 | Paper |
| scientific article; zbMATH DE number 777924 (Why is no real title available?) | 1995-09-27 | Paper |
On the Mathematical foundations of Diffusion Monte Carlo
(available as arXiv preprint) | N/A | Paper |
