| Publication | Date of Publication | Type |
|---|
| The importance Markov chain | 2024-03-27 | Paper |
| Infinite-dimensional gradient-based descent for alpha-divergence minimisation | 2021-12-03 | Paper |
| General-order observation-driven models: ergodicity and consistency of the maximum likelihood estimator | 2021-08-09 | Paper |
| Necessary and sufficient conditions for the identifiability of observation‐driven models | 2021-06-30 | Paper |
| A Global Stochastic Optimization Particle Filter Algorithm | 2020-07-09 | Paper |
| Posterior consistency for partially observed Markov models | 2020-01-24 | Paper |
| The $f$-Divergence Expectation Iteration Scheme | 2019-09-26 | Paper |
| Numerically stable online estimation of variance in particle filters | 2019-04-30 | Paper |
| Markov Chains | 2018-08-28 | Paper |
| Asymptotic properties of quasi-maximum likelihood estimators in observation-driven time series models | 2017-07-11 | Paper |
| The maximizing set of the asymptotic normalized log-likelihood for partially observed Markov chains | 2016-11-16 | Paper |
| On the use of Markov chain Monte Carlo methods for the sampling of mixture models: a statistical perspective | 2016-02-22 | Paper |
| Handy sufficient conditions for the convergence of the maximum likelihood estimator in observation-driven models | 2015-10-22 | Paper |
| Uniform Ergodicity of the Particle Gibbs Sampler | 2015-10-05 | Paper |
| Scaling analysis of delayed rejection MCMC methods | 2015-01-28 | Paper |
| Comparison of asymptotic variances of inhomogeneous Markov chains with application to Markov chain Monte Carlo methods | 2014-10-17 | Paper |
| Long-term stability of sequential Monte Carlo methods under verifiable conditions | 2014-09-25 | Paper |
| Asymptotic properties of the maximum likelihood estimation in misspecified hidden Markov models | 2014-09-15 | Paper |
| Calibrating the exponential Ornstein–Uhlenbeck multiscale stochastic volatility model | 2014-09-05 | Paper |
| Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator | 2014-04-28 | Paper |
| Nonlinear time series. Theory, methods and applications with R examples | 2014-01-22 | Paper |
| Scaling analysis of multiple-try MCMC methods | 2012-03-22 | Paper |
| Sequential Monte Carlo smoothing for general state space hidden Markov models | 2012-01-10 | Paper |
| Consistency of the maximum likelihood estimator for general hidden Markov models | 2011-04-05 | Paper |
| A vanilla Rao-Blackwellization of Metropolis-Hastings algorithms | 2011-04-05 | Paper |
| Forgetting of the initial distribution for nonergodic hidden Markov chains | 2010-10-04 | Paper |
| Forgetting of the initial condition for the filter in general state-space hidden Markov chain: a coupling approach | 2009-11-20 | Paper |
| Bounds on regeneration times and limit theorems for subgeometric Markov chains | 2009-10-08 | Paper |
| On the auxiliary particle filter | 2009-06-18 | Paper |
| Forgetting the initial distribution for hidden Markov models | 2009-05-06 | Paper |
| Subgeometric rates of convergence of \(f\)-ergodic strong Markov processes | 2009-04-02 | Paper |
| On the Forward Filtering Backward Smoothing particle approximations of the smoothing distribution in general state spaces models | 2009-04-02 | Paper |
| Sequential Monte Carlo smoothing with application to parameter estimation in nonlinear state space models | 2009-03-02 | Paper |
| Limit theorems for weighted samples with applications to sequential Monte Carlo methods | 2008-11-18 | Paper |
| On the existence of some ARCH\((\infty)\)processes | 2008-04-28 | Paper |
| Computable convergence rates for sub-geometric ergodic Markov chains | 2008-02-06 | Paper |
| Minimum variance importance samplingviaPopulation Monte Carlo | 2007-11-30 | Paper |
| On the use of sequential Monte Carlo methods for approximating smoothing functionals, with application to fixed parameter estimation | 2007-11-20 | Paper |
| Limit theorems for weighted samples with applications to sequential Monte Carlo methods | 2007-11-20 | Paper |
| Convergence of adaptive mixtures of importance sampling schemes | 2007-07-23 | Paper |
| Subgeometric ergodicity of Markov chains | 2007-01-09 | Paper |
| Non singularity of the asymptotic Fisher information matrix in hidden Markov models | 2005-11-25 | Paper |
| Moderate deviations for particle filtering | 2005-04-29 | Paper |
| Quantitative bounds on convergence of time-inhomogeneous Markov chains | 2005-03-21 | Paper |
| Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime | 2005-02-28 | Paper |
| Practical drift conditions for subgeometric rates of convergence. | 2004-09-15 | Paper |
| On the Convergence of the Monte Carlo Maximum Likelihood Method for Latent Variable Models | 2004-03-16 | Paper |
| Asymptotics of the maximum likelihood estimator for general hidden Markov models | 2002-06-30 | Paper |
| Propriétés asymptotiques de l'estimateur de maximum de vraisemblance pour des modèles de Markov cachés généraux | 2000-06-22 | Paper |
