| Publication | Date of Publication | Type |
|---|
Nested smoothing algorithms for inference and tracking of heterogeneous multi-scale state-space systems
Foundations of Data Science | 2025-12-16 | Paper |
Sequential discretization schemes for a class of stochastic differential equations and their application to Bayesian filtering
SIAM Journal on Numerical Analysis | 2024-04-24 | Paper |
| A master-slave coupling scheme for synchronization and parameter estimation in the generalized Kuramoto-Sivashinsky equation | 2023-11-23 | Paper |
Polynomial Propagation of Moments in Stochastic Differential Equations
SIAM Journal on Applied Dynamical Systems | 2023-07-17 | Paper |
On the performance of particle filters with adaptive number of particles
Statistics and Computing | 2022-01-14 | Paper |
Convergence rates for optimised adaptive importance samplers
Statistics and Computing | 2021-06-03 | Paper |
Parallel sequential Monte Carlo for stochastic gradient-free nonconvex optimization
Statistics and Computing | 2020-11-04 | Paper |
Stable approximation schemes for optimal filters
SIAM/ASA Journal on Uncertainty Quantification | 2020-04-24 | Paper |
Nudging the particle filter
Statistics and Computing | 2020-02-26 | Paper |
Uniform convergence over time of a nested particle filtering scheme for recursive parameter estimation in state-space Markov models
Advances in Applied Probability | 2019-09-16 | Paper |
Bayesian computation methods for inference in stochastic kinetic models
Complexity | 2019-06-25 | Paper |
Adapting the Number of Particles in Sequential Monte Carlo Methods Through an Online Scheme for Convergence Assessment
IEEE Transactions on Signal Processing | 2019-02-08 | Paper |
A nonlinear population Monte Carlo scheme for the Bayesian estimation of parameters of \(\alpha\)-stable distributions
Computational Statistics and Data Analysis | 2018-08-15 | Paper |
A nonlinear population Monte Carlo scheme for the Bayesian estimation of parameters of \(\alpha\)-stable distributions
Computational Statistics and Data Analysis | 2018-08-15 | Paper |
A Particle Filtering Scheme for Processing Time Series Corrupted by Outliers
IEEE Transactions on Signal Processing | 2018-07-18 | Paper |
Assessment of Nonlinear Dynamic Models by Kolmogorov–Smirnov Statistics
IEEE Transactions on Signal Processing | 2018-07-09 | Paper |
Independent random sampling methods
Statistics and Computing | 2018-05-29 | Paper |
Nested particle filters for online parameter estimation in discrete-time state-space Markov models
Bernoulli | 2018-03-27 | Paper |
Nested particle filters for online parameter estimation in discrete-time state-space Markov models
Bernoulli | 2018-03-27 | Paper |
A sequential Monte Carlo method for adaptive blind timing estimation and data detection
IEEE Transactions on Signal Processing | 2017-09-20 | Paper |
| A probabilistic scheme for joint parameter estimation and state prediction in complex dynamical systems | 2017-08-11 | Paper |
Robust global synchronization of two complex dynamical networks
Chaos | 2016-03-04 | Paper |
A population Monte Carlo scheme with transformed weights and its application to stochastic kinetic models
Statistics and Computing | 2016-02-23 | Paper |
A population Monte Carlo scheme with transformed weights and its application to stochastic kinetic models
Statistics and Computing | 2016-02-23 | Paper |
Stability analysis and robust control of heart beat rate during treadmill exercise
Automatica | 2015-12-23 | Paper |
On the convergence of two sequential Monte Carlo methods for maximum a posteriori sequence estimation and stochastic global optimization
Statistics and Computing | 2015-10-16 | Paper |
Robust outer synchronization between two complex networks with fractional order dynamics
Chaos: An Interdisciplinary Journal of Nonlinear Science | 2015-07-27 | Paper |
Particle-kernel estimation of the filter density in state-space models
Bernoulli | 2014-11-11 | Paper |
Particle-kernel estimation of the filter density in state-space models
Bernoulli | 2014-11-11 | Paper |
A Rao-blackwellized particle filter for joint parameter estimation and biomass tracking in a stochastic predator-prey system
Mathematical Biosciences and Engineering | 2014-10-31 | Paper |
A generalization of the adaptive rejection sampling algorithm
Statistics and Computing | 2011-09-08 | Paper |
Generalized rejection sampling schemes and applications in signal processing
Signal Processing | 2010-09-17 | Paper |
Generalized rejection sampling schemes and applications in signal processing
Signal Processing | 2010-09-17 | Paper |
Analysis of a sequential Monte Carlo method for optimization in dynamical systems
Signal Processing | 2010-08-06 | Paper |
An approximate gradient-descent method for joint parameter estimation and synchronization of coupled chaotic systems
Physics Letters. A | 2010-06-02 | Paper |
Analysis of parallelizable resampling algorithms for particle filtering
Signal Processing | 2010-05-19 | Paper |
Sequential Monte Carlo methods for complexity-constrained MAP equalization of dispersive MIMO channels
Signal Processing | 2010-05-19 | Paper |
A sequential Monte Carlo technique for blind synchronization and detection in frequency-flat Rayleigh fading wireless channels
Signal Processing | 2008-11-25 | Paper |
Decision-feedback interference suppression in CDMA systems: a ML-based semiblind approach
Signal Processing | 2008-10-16 | Paper |
On a recursive method for the estimation of unknown parameters of partially observed chaotic systems
Physica D | 2006-10-05 | Paper |
A new class of particle filters for random dynamic systems with unknown statistics
EURASIP Journal on Applied Signal Processing | 2005-05-03 | Paper |
Maximum likelihood turbo iterative channel estimation for space-time coded systems and its application to radio transmission in subway tunnels
EURASIP Journal on Applied Signal Processing | 2005-05-03 | Paper |
Space-time channel estimation and soft detection in time-varying multiaccess channels
Signal Processing | 2003-01-22 | Paper |
Maximum likelihood unsupervised source separation in Gaussian noise
Journal of VLSI signal processing systems for signal, image and video technology | 2002-05-30 | Paper |
Semiblind space-time decoding in wireless communications: a maximum likelihood approach
Signal Processing | 2002-03-03 | Paper |
A constant modulus blind adaptive receiver for multiuser interference suppression
Signal Processing | 1999-01-12 | Paper |
