| Publication | Date of Publication | Type |
|---|
Solving the Poisson equation using coupled Markov chains
The Annals of Statistics | 2026-03-16 | Paper |
The importance Markov chain
Stochastic Processes and their Applications | 2024-03-27 | Paper |
Infinite-dimensional gradient-based descent for alpha-divergence minimisation
The Annals of Statistics | 2021-12-03 | Paper |
Infinite-dimensional gradient-based descent for alpha-divergence minimisation
The Annals of Statistics | 2021-12-03 | Paper |
General-order observation-driven models: ergodicity and consistency of the maximum likelihood estimator
Electronic Journal of Statistics | 2021-08-09 | Paper |
Necessary and sufficient conditions for the identifiability of observation‐driven models
Journal of Time Series Analysis | 2021-06-30 | Paper |
A Global Stochastic Optimization Particle Filter Algorithm
(available as arXiv preprint) | 2020-07-09 | Paper |
Posterior consistency for partially observed Markov models
Stochastic Processes and their Applications | 2020-01-24 | Paper |
| The $f$-Divergence Expectation Iteration Scheme | 2019-09-26 | Paper |
Numerically stable online estimation of variance in particle filters
Bernoulli | 2019-04-30 | Paper |
Numerically stable online estimation of variance in particle filters
Bernoulli | 2019-04-30 | Paper |
Markov Chains
Springer Series in Operations Research and Financial Engineering | 2018-08-28 | Paper |
Asymptotic properties of quasi-maximum likelihood estimators in observation-driven time series models
Electronic Journal of Statistics | 2017-07-11 | Paper |
The maximizing set of the asymptotic normalized log-likelihood for partially observed Markov chains
The Annals of Applied Probability | 2016-11-16 | Paper |
The maximizing set of the asymptotic normalized log-likelihood for partially observed Markov chains
The Annals of Applied Probability | 2016-11-16 | Paper |
On the use of Markov chain Monte Carlo methods for the sampling of mixture models: a statistical perspective
Statistics and Computing | 2016-02-22 | Paper |
Handy sufficient conditions for the convergence of the maximum likelihood estimator in observation-driven models
Lithuanian Mathematical Journal | 2015-10-22 | Paper |
Uniform ergodicity of the particle Gibbs sampler
Scandinavian Journal of Statistics | 2015-10-05 | Paper |
Scaling analysis of delayed rejection MCMC methods
Methodology and Computing in Applied Probability | 2015-01-28 | Paper |
Comparison of asymptotic variances of inhomogeneous Markov chains with application to Markov chain Monte Carlo methods
The Annals of Statistics | 2014-10-17 | Paper |
Comparison of asymptotic variances of inhomogeneous Markov chains with application to Markov chain Monte Carlo methods
The Annals of Statistics | 2014-10-17 | Paper |
Long-term stability of sequential Monte Carlo methods under verifiable conditions
The Annals of Applied Probability | 2014-09-25 | Paper |
Long-term stability of sequential Monte Carlo methods under verifiable conditions
The Annals of Applied Probability | 2014-09-25 | Paper |
Asymptotic properties of the maximum likelihood estimation in misspecified hidden Markov models
The Annals of Statistics | 2014-09-15 | Paper |
Asymptotic properties of the maximum likelihood estimation in misspecified hidden Markov models
The Annals of Statistics | 2014-09-15 | Paper |
Calibrating the exponential Ornstein-Uhlenbeck multiscale stochastic volatility model
Quantitative Finance | 2014-09-05 | Paper |
Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator
Stochastic Processes and their Applications | 2014-04-28 | Paper |
Nonlinear time series. Theory, methods and applications with R examples
Chapman & Hall CRC Texts in Statistical Science Series | 2014-01-22 | Paper |
Scaling analysis of multiple-try MCMC methods
Stochastic Processes and their Applications | 2012-03-22 | Paper |
Sequential Monte Carlo smoothing for general state space hidden Markov models
The Annals of Applied Probability | 2012-01-10 | Paper |
Consistency of the maximum likelihood estimator for general hidden Markov models
The Annals of Statistics | 2011-04-05 | Paper |
A vanilla Rao-Blackwellization of Metropolis-Hastings algorithms
The Annals of Statistics | 2011-04-05 | Paper |
Forgetting of the initial distribution for nonergodic hidden Markov chains
The Annals of Applied Probability | 2010-10-04 | Paper |
Forgetting of the initial condition for the filter in general state-space hidden Markov chain: a coupling approach
Electronic Journal of Probability | 2009-11-20 | Paper |
Forgetting of the initial condition for the filter in general state-space hidden Markov chain: a coupling approach
Electronic Journal of Probability | 2009-11-20 | Paper |
Forgetting of the initial condition for the filter in general state-space hidden Markov chain: a coupling approach
Electronic Journal of Probability | 2009-11-20 | Paper |
Bounds on regeneration times and limit theorems for subgeometric Markov chains
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2009-10-08 | Paper |
Bounds on regeneration times and limit theorems for subgeometric Markov chains
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2009-10-08 | Paper |
| On the auxiliary particle filter | 2009-06-18 | Paper |
On the auxiliary particle filter
(available as arXiv preprint) | 2009-06-18 | Paper |
Forgetting the initial distribution for hidden Markov models
Stochastic Processes and their Applications | 2009-05-06 | Paper |
| On the Forward Filtering Backward Smoothing particle approximations of the smoothing distribution in general state spaces models | 2009-04-02 | Paper |
Subgeometric rates of convergence of \(f\)-ergodic strong Markov processes
Stochastic Processes and their Applications | 2009-04-02 | Paper |
Sequential Monte Carlo smoothing with application to parameter estimation in nonlinear state space models
Bernoulli | 2009-03-02 | Paper |
Limit theorems for weighted samples with applications to sequential Monte Carlo methods
The Annals of Statistics | 2008-11-18 | Paper |
On the existence of some ARCH\((\infty)\)processes
Stochastic Processes and their Applications | 2008-04-28 | Paper |
Computable convergence rates for sub-geometric ergodic Markov chains
Bernoulli | 2008-02-06 | Paper |
Computable convergence rates for sub-geometric ergodic Markov chains
Bernoulli | 2008-02-06 | Paper |
Minimum variance importance sampling<i>via</i>Population Monte Carlo
ESAIM: Probability and Statistics | 2007-11-30 | Paper |
Minimum variance importance sampling<i>via</i>Population Monte Carlo
ESAIM: Probability and Statistics | 2007-11-30 | Paper |
On the use of sequential Monte Carlo methods for approximating smoothing functionals, with application to fixed parameter estimation
ESAIM: Proceedings | 2007-11-20 | Paper |
Limit theorems for weighted samples with applications to sequential Monte Carlo methods
ESAIM: Proceedings | 2007-11-20 | Paper |
Convergence of adaptive mixtures of importance sampling schemes
The Annals of Statistics | 2007-07-23 | Paper |
Subgeometric ergodicity of Markov chains
Lecture Notes in Statistics | 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
The Annals of Applied Probability | 2005-04-29 | Paper |
Quantitative bounds on convergence of time-inhomogeneous Markov chains
The Annals of Applied Probability | 2005-03-21 | Paper |
Quantitative bounds on convergence of time-inhomogeneous Markov chains
The Annals of Applied Probability | 2005-03-21 | Paper |
Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime
The Annals of Statistics | 2005-02-28 | Paper |
Practical drift conditions for subgeometric rates of convergence.
The Annals of Applied Probability | 2004-09-15 | Paper |
On the Convergence of the Monte Carlo Maximum Likelihood Method for Latent Variable Models
Scandinavian Journal of Statistics | 2004-03-16 | Paper |
Asymptotics of the maximum likelihood estimator for general hidden Markov models
Bernoulli | 2002-06-30 | Paper |
Propriétés asymptotiques de l'estimateur de maximum de vraisemblance pour des modèles de Markov cachés généraux
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics | 2000-06-22 | Paper |
