| Publication | Date of Publication | Type |
|---|
| Self-interacting diffusions: long-time behaviour and exit-problem in the uniformly convex case | 2024-10-10 | Paper |
| Modeling genetic algorithms with interacting particle systems | 2024-09-03 | Paper |
| Geometric Convergence and Concentration Inequalities for the Feynman–Kac Genetic Algorithm | 2024-04-19 | Paper |
| A Lyapunov approach to stability of positive semigroups: an overview with illustrations | 2024-04-18 | Paper |
| On the stability of positive semigroups | 2024-01-16 | Paper |
| On the mathematical theory of ensemble (linear-Gaussian) Kalman-Bucy filtering | 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 | 2023-08-16 | Paper |
| Multilevel Sequential Monte Carlo Samplers for Normalizing Constants | 2023-07-21 | Paper |
| Robust Kalman and Bayesian Set-Valued Filtering and Model Validation for Linear Stochastic Systems | 2023-06-30 | Paper |
| A theoretical analysis of one-dimensional discrete generation ensemble Kalman particle filters | 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 | 2022-12-13 | Paper |
| Backward Itô-Ventzell and stochastic interpolation formulae | 2022-10-27 | Paper |
| A Note on Riccati Matrix Difference Equations | 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 | 2021-11-09 | Paper |
| A second order analysis of McKean-Vlasov semigroups | 2021-11-04 | Paper |
| Backward Nonlinear Smoothing Diffusions | 2021-08-10 | Paper |
| A duality formula and a particle Gibbs sampler for continuous time Feynman-Kac measures on path spaces | 2021-07-21 | Paper |
| An explicit Floquet-type representation of Riccati aperiodic exponential semigroups | 2021-03-18 | Paper |
| A backward Itô-Ventzell formula with an application to stochastic interpolation | 2020-11-27 | Paper |
| A perturbation analysis of stochastic matrix Riccati diffusions | 2020-05-13 | Paper |
| Uniform propagation of chaos and creation of chaos for a class of nonlinear diffusions | 2019-10-29 | Paper |
| On the stability of matrix-valued Riccati diffusions | 2019-09-19 | Paper |
| A variational approach to nonlinear and interacting diffusions | 2019-08-26 | Paper |
| Convergence of empirical processes for interacting particle systems with applications to nonlinear filtering | 2019-08-22 | Paper |
| Backward It{\^o}-Ventzell and stochastic interpolation formulae | 2019-06-21 | Paper |
| On one-dimensional Riccati diffusions | 2019-04-24 | Paper |
| Stability Properties of Systems of Linear Stochastic Differential Equations with Random Coefficients | 2019-03-20 | Paper |
| An Introduction to Wishart Matrix Moments | 2019-03-06 | Paper |
| On the stability and the concentration of extended Kalman-Bucy filters | 2018-10-25 | Paper |
| On the robustness of Riccati flows to complete model misspecification | 2018-10-18 | Paper |
| Perturbations and projections of Kalman-Bucy semigroups | 2018-08-15 | Paper |
| On the stability and the uniform propagation of chaos properties of ensemble Kalman-Bucy filters | 2018-06-29 | Paper |
| A Taylor expansion of the square root matrix function | 2018-05-31 | Paper |
| Unbiased multi-index Monte Carlo | 2018-05-03 | Paper |
| A note on random walks with absorbing barriers and sequential Monte Carlo methods | 2018-05-03 | Paper |
| Biased online parameter inference for state-space models | 2018-03-28 | Paper |
| Probabilistic Safety Analysis of the Collision Between a Space Debris and a Satellite with an Island Particle Algorithm | 2018-02-08 | Paper |
| On the Stability of Kalman--Bucy Diffusion Processes | 2018-01-04 | Paper |
| A sharp first order analysis of Feynman-Kac particle models. I: Propagation of chaos | 2017-12-01 | Paper |
| A sharp first order analysis of Feynman-Kac particle models. II: Particle Gibbs samplers | 2017-12-01 | Paper |
| Exponential mixing properties for time inhomogeneous diffusion processes with killing | 2017-09-21 | Paper |
| Multilevel sequential Monte Carlo: Mean square error bounds under verifiable conditions | 2017-05-16 | 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 | 2017-01-26 | Paper |
| Nonasymptotic analysis of adaptive and annealed Feynman-Kac particle models | 2017-01-11 | Paper |
| On particle Gibbs samplers | 2017-01-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2836134 | 2016-12-07 | Paper |
| On parallel implementation of sequential Monte Carlo methods: the island particle model | 2016-02-23 | Paper |
| The Alive Particle Filter and Its Use in Particle Markov Chain Monte Carlo | 2015-12-21 | Paper |
| Particle methods: An introduction with applications | 2015-11-17 | Paper |
| Sequential Monte Carlo with Highly Informative Observations | 2015-11-12 | Paper |
| Moderate deviations for interacting processes | 2015-10-08 | Paper |
| Book Review: Fundamentals of stochastic filtering | 2015-10-07 | Paper |
| Uniform Stability of a Particle Approximation of the Optimal Filter Derivative | 2015-06-10 | Paper |
| A duality formula for Feynman-Kac path particle models | 2015-06-05 | Paper |
| A lognormal central limit theorem for particle approximations of normalizing constants | 2015-02-03 | Paper |
| An Introduction to Stochastic Particle Integration Methods: With Applications to Risk and Insurance | 2014-10-31 | Paper |
| On the Convergence of Quantum and Sequential Monte Carlo Methods | 2014-10-31 | Paper |
| Approximate Bayesian Computation for Smoothing | 2014-06-13 | Paper |
| On particle Gibbs Markov chain Monte Carlo models | 2014-04-23 | Paper |
| Discrete time markovian agents interacting through a potential | 2014-04-10 | Paper |
| Stochastic models and methods. An introduction with applications | 2014-03-31 | Paper |
| Advanced interacting sequential Monte Carlo sampling for inverse scattering | 2014-02-18 | Paper |
| Feynman-Kac Particle Integration with Geometric Interacting Jumps | 2013-10-18 | Paper |
| Mean Field Simulation for Monte Carlo Integration | 2013-07-23 | Paper |
| Snell envelope with small probability criteria | 2013-02-18 | Paper |
| Sequential Monte Carlo for rare event estimation | 2012-12-07 | Paper |
| An adaptive sequential Monte Carlo method for approximate Bayesian computation | 2012-12-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3144417 | 2012-12-07 | Paper |
| On the Foundations and the Applications of Evolutionary Computing | 2012-11-20 | Paper |
| An Introduction to Particle Methods with Financial Applications | 2012-09-28 | Paper |
| Monte Carlo Approximations of American Options that Preserve Monotonicity and Convexity | 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 | 2012-08-08 | Paper |
| Fluctuations of interacting Markov chain Monte Carlo methods | 2012-06-01 | Paper |
| On the Robustness of the Snell Envelope | 2012-04-19 | Paper |
| Moderate Deviations for Mean Field Particle Models | 2012-04-15 | Paper |
| On adaptive resampling strategies for sequential Monte Carlo methods | 2012-03-29 | Paper |
| Convergence of \(U\)-statistics for interacting particle systems | 2012-02-13 | Paper |
| Particle Approximation of the Intensity Measures of a Spatial Branching Point Process Arising in Multitarget Tracking | 2011-11-10 | Paper |
| A nonasymptotic theorem for unnormalized Feynman-Kac particle models | 2011-10-11 | Paper |
| On nonlinear Markov chain Monte Carlo | 2011-09-14 | Paper |
| On the conditional distributions of spatial point processes | 2011-07-22 | Paper |
| Concentration inequalities for mean field particle models | 2011-07-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3015762 | 2011-07-13 | Paper |
| Sequential Monte Carlo Methods for Option Pricing | 2011-04-19 | Paper |
| Sequentially interacting Markov chain Monte Carlo methods | 2011-01-19 | Paper |
| Stability of Feynman-Kac formulae with path-dependent potentials | 2011-01-14 | Paper |
| A backward particle interpretation of Feynman-Kac formulae | 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 | 2010-05-06 | Paper |
| A new class of interacting Markov chain Monte Carlo methods | 2010-02-12 | Paper |
| The Convergence to Equilibrium of Neutral Genetic Models | 2010-02-10 | Paper |
| A functional central limit theorem for a class of interacting Markov chain Monte Carlo methods | 2009-11-20 | Paper |
| Tree based functional expansions for Feynman--Kac particle models | 2009-06-17 | Paper |
| A Note on Convergence of the Equi-Energy Sampler | 2008-04-29 | Paper |
| Dynamiques recuites de type Feynman-Kac : résultats précis et conjectures | 2007-11-30 | Paper |
| Convergence of the equi-energy sampler | 2007-11-20 | Paper |
| Non-linear Markov Chain Monte Carlo | 2007-11-20 | Paper |
| Sharp Propagation of Chaos Estimates for Feynman–Kac Particle Models | 2007-10-19 | Paper |
| Strong Propagations of Chaos in Moran's Type Particle Interpretations of Feynman–Kac Measures | 2007-06-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3434966 | 2007-05-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3412801 | 2007-01-02 | Paper |
| Sequential Monte Carlo Samplers | 2006-11-14 | Paper |
| Coalescent tree based functional representations for some Feynman-Kac particle models | 2006-07-19 | Paper |
| Self-Interacting Markov Chains | 2006-07-13 | Paper |
| Genealogical particle analysis of rare events | 2006-07-10 | Paper |
| A Berry-Esseen theorem for Feynman-Kac and interacting particle models | 2005-04-29 | Paper |
| Particle Motions in Absorbing Medium with Hard and Soft Obstacles | 2005-01-20 | Paper |
| Improved version of the McMurtry-Fu reinforcement learning scheme | 2004-11-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4819702 | 2004-10-04 | Paper |
| On convergence of chains with occupational self–interactions | 2004-08-06 | Paper |
| On the stability of nonlinear Feynman-Kac semigroups | 2004-03-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4453273 | 2004-03-07 | Paper |
| A Moran particle system approximation of Feynman-Kac formulae | 2003-11-03 | Paper |
| A note on the Laplace-Varadhan integral lemma | 2003-10-09 | Paper |
| On contraction properties of Markov kernels | 2003-08-14 | Paper |
| Annealed Feynman-Kac models | 2003-07-03 | Paper |
| Particle approximations of Lyapunov exponents connected to Schrödinger operators and Feynman–Kac semigroups | 2003-06-23 | Paper |
| Genealogies and increasing propagation of chaos for Feynman-Kac and genetic models. | 2003-05-06 | Paper |
| On the stability of interacting processes with applications to filtering and genetic algorithms | 2002-07-31 | Paper |
| On applications of Maslov optimization theory | 2002-07-14 | Paper |
| On Laplace-Varadhan's integral lemma | 2002-06-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2707624 | 2002-04-08 | Paper |
| The Monte-Carlo method for filtering with discrete-time observations | 2002-02-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4421346 | 2002-01-01 | Paper |
| On a class of discrete generation interacting particle systems | 2001-12-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2753024 | 2001-10-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2751613 | 2001-10-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4700900 | 2001-08-20 | Paper |
| Maslov Idempotent Probability Calculus. II | 2001-05-02 | Paper |
| Convergence of empirical processes for interacting particle systems with applications to nonlinear filtering | 2001-01-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4501607 | 2000-11-07 | Paper |
| Interacting particle systems approximations of the Kushner-Stratonovitch equation | 2000-11-01 | Paper |
| Measure-valued processes and interacting particle systems. Application to nonlinear filtering problems | 2000-06-07 | Paper |
| Maslov Idempotent Probability Calculus, I | 2000-06-06 | Paper |
| On the stability of measure valued processes with applications to filtering | 2000-05-14 | Paper |
| Large deviations for interacting particle systems: Applications to non-linear filtering | 1999-11-18 | Paper |
| Central limit theorem for nonlinear filtering and interacting particle systems | 1999-11-14 | Paper |
| A uniform convergence theorem for the numerical solving of the nonlinear filtering problem | 1999-08-16 | Paper |
| On the Convergence and Applications of Generalized Simulated Annealing | 1999-06-24 | Paper |
| Particle interpretation of nonlinear filtering and optimization | 1999-04-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4395230 | 1999-02-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4395231 | 1998-08-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4763587 | 1998-05-12 | Paper |
| Nonlinear filtering: Interacting particle resolution | 1998-05-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4378043 | 1998-04-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4342621 | 1998-01-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4889030 | 1997-03-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4840415 | 1995-09-27 | Paper |
| On the Mathematical foundations of Diffusion Monte Carlo | N/A | Paper |
