| Publication | Date of Publication | Type |
|---|
From denoising diffusions to denoising Markov models
Journal of the Royal Statistical Society. Series B. Statistical Methodology | 2024-07-09 | Paper |
Authors' reply to the discussion of `From denoising diffusions to denoising Markov models' at the Discussion Meeting on `Probabilistic and statistical aspects of machine learning'
Journal of the Royal Statistical Society. Series B. Statistical Methodology | 2024-07-09 | Paper |
Diffusion Schrödinger bridges for Bayesian computation
Statistical Science | 2024-05-15 | Paper |
Quantitative uniform stability of the iterative proportional fitting procedure
The Annals of Applied Probability | 2024-04-09 | Paper |
A Particle Method for Solving Fredholm Equations of the First Kind
Journal of the American Statistical Association | 2023-07-04 | Paper |
Tree-Based Diffusion Schr\"odinger Bridge with Applications to Wasserstein Barycenters
| 2023-05-25 | Paper |
scientific article; zbMATH DE number 7625178 (Why is no real title available?)
| 2022-11-29 | Paper |
Non-Reversible Parallel Tempering: A Scalable Highly Parallel MCMC Scheme
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2022-09-27 | Paper |
Solving Fredholm Integral Equations of the First Kind via Wasserstein Gradient Flows
| 2022-09-16 | Paper |
Gibbs Flow for Approximate Transport with Applications to Bayesian Computation
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2022-07-11 | Paper |
Nonreversible Jump Algorithms for Bayesian Nested Model Selection
Journal of Computational and Graphical Statistics | 2022-03-29 | Paper |
Randomized Hamiltonian Monte Carlo as scaling limit of the bouncy particle sampler and dimension-free convergence rates
The Annals of Applied Probability | 2022-02-14 | Paper |
Riemannian Score-Based Generative Modelling
| 2022-02-06 | Paper |
Network consensus in the Wasserstein metric space of probability measures
SIAM Journal on Control and Optimization | 2021-09-22 | Paper |
Limit theorems for sequential MCMC methods
Advances in Applied Probability | 2021-08-04 | Paper |
Asymptotic Properties of Recursive Particle Maximum Likelihood Estimation
IEEE Transactions on Information Theory | 2021-07-22 | Paper |
Diffusion Schr\"odinger Bridge with Applications to Score-Based Generative Modeling
| 2021-06-01 | Paper |
Large-sample asymptotics of the pseudo-marginal method
Biometrika | 2021-04-08 | Paper |
Dual space preconditioning for gradient descent
SIAM Journal on Optimization | 2021-03-31 | Paper |
Bias of particle approximations to optimal filter derivative
SIAM Journal on Control and Optimization | 2021-03-11 | Paper |
Controlled sequential Monte Carlo
The Annals of Statistics | 2020-12-14 | Paper |
Unbiased Markov chain Monte Carlo for intractable target distributions
Electronic Journal of Statistics | 2020-08-17 | Paper |
Stability of optimal filter higher-order derivatives
Stochastic Processes and their Applications | 2020-06-09 | Paper |
Analyticity of Entropy Rates of Continuous-State Hidden Markov Models
IEEE Transactions on Information Theory | 2020-01-28 | Paper |
Sequential Monte Carlo methods
| 2019-07-24 | Paper |
Exponential ergodicity of the bouncy particle sampler
The Annals of Statistics | 2019-05-10 | Paper |
Particle Markov Chain Monte Carlo Methods
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-04-30 | Paper |
The correlated pseudomarginal method
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-03-06 | Paper |
The Bouncy Particle Sampler: A Non-Reversible Rejection-Free Markov Chain Monte Carlo Method
Journal of the American Statistical Association | 2018-11-02 | Paper |
Distributed Maximum Likelihood for Simultaneous Self-Localization and Tracking in Sensor Networks
IEEE Transactions on Signal Processing | 2018-07-18 | Paper |
A Fixed-Lag Particle Filter for the Joint Detection/Compensation of Interference Effects in GPS Navigation
IEEE Transactions on Signal Processing | 2018-07-09 | Paper |
Bayesian Inference for Linear Dynamic Models With Dirichlet Process Mixtures
IEEE Transactions on Signal Processing | 2018-06-27 | Paper |
Piecewise deterministic Markov processes for scalable Monte Carlo on restricted domains
Statistics & Probability Letters | 2018-06-20 | Paper |
Asymptotic bias of stochastic gradient search
The Annals of Applied Probability | 2018-03-08 | Paper |
GSR: A New Genetic Algorithm for Improving Source and Channel Estimates
IEEE Transactions on Circuits and Systems I: Regular Papers | 2017-11-20 | Paper |
Bayesian phylogenetic inference using a combinatorial sequential Monte Carlo method
Journal of the American Statistical Association | 2017-10-13 | Paper |
Particle Gibbs split-merge sampling for Bayesian inference in mixture models
| 2017-09-27 | Paper |
scientific article; zbMATH DE number 6781368 (Why is no real title available?)
| 2017-09-27 | Paper |
Generalized Pólya urn for time-varying Pitman-Yor processes
| 2017-09-27 | Paper |
A survey of convergence results on particle filtering methods for practitioners
IEEE Transactions on Signal Processing | 2017-09-08 | Paper |
Efficient particle filtering for jump markov systems. Application to time-varying autoregressions
IEEE Transactions on Signal Processing | 2017-09-08 | Paper |
A new class of soft mimo demodulation algorithms
IEEE Transactions on Signal Processing | 2017-09-08 | Paper |
On particle methods for parameter estimation in state-space models
Statistical Science | 2016-03-08 | Paper |
Smoothing algorithms for state-space models
Annals of the Institute of Statistical Mathematics | 2016-01-15 | Paper |
Particle methods: an introduction with applications
ESAIM: Proceedings | 2015-11-17 | Paper |
The correlated pseudomarginal method
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2015-11-16 | Paper |
On-line changepoint detection and parameter estimation with application to genomic data
Statistics and Computing | 2015-10-16 | Paper |
The Bouncy Particle Sampler: A Non-Reversible Rejection-Free Markov Chain Monte Carlo Method
Journal of the American Statistical Association | 2015-10-08 | Paper |
Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator
Biometrika | 2015-06-26 | Paper |
Uniform Stability of a Particle Approximation of the Optimal Filter Derivative
SIAM Journal on Control and Optimization | 2015-06-10 | Paper |
A lognormal central limit theorem for particle approximations of normalizing constants
Electronic Journal of Probability | 2015-02-03 | Paper |
Calibration and filtering for multi factor commodity models with seasonality: incorporating panel data from futures contracts
Methodology and Computing in Applied Probability | 2015-01-28 | Paper |
Bayesian sparsity-path-analysis of genetic association signal using generalized \(t\) priors
Statistical Applications in Genetics and Molecular Biology | 2014-10-08 | Paper |
Simulated likelihood inference for stochastic volatility models using continuous particle filtering
Annals of the Institute of Statistical Mathematics | 2014-09-26 | Paper |
An adaptive sequential Monte Carlo method for approximate Bayesian computation
Statistics and Computing | 2012-12-07 | Paper |
scientific article; zbMATH DE number 6114079 (Why is no real title available?)
| 2012-12-07 | Paper |
Perfect simulation for the Feynman-Kac law on the path space
| 2012-10-01 | Paper |
Marginal maximum a posteriori estimation using Markov chain Monte Carlo
Statistics and Computing | 2012-09-23 | Paper |
Inference for Lévy-driven stochastic volatility models via adaptive sequential Monte Carlo
Scandinavian Journal of Statistics | 2012-09-01 | Paper |
Fluctuations of interacting Markov chain Monte Carlo methods
Stochastic Processes and their Applications | 2012-06-01 | Paper |
On adaptive resampling strategies for sequential Monte Carlo methods
Bernoulli | 2012-03-29 | 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 |
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 |
scientific article; zbMATH DE number 5919872 (Why is no real title available?)
| 2011-07-13 | Paper |
Particle approximations of the score and observed information matrix in state space models with application to parameter estimation
Biometrika | 2011-04-19 | Paper |
Particle approximations of the score and observed information matrix in state space models with application to parameter estimation
Biometrika | 2011-02-04 | Paper |
Sequentially interacting Markov chain Monte Carlo methods
The Annals of Statistics | 2011-01-19 | Paper |
A backward particle interpretation of Feynman-Kac formulae
ESAIM: Mathematical Modelling and Numerical Analysis | 2010-10-12 | Paper |
Sequential Monte Carlo methods for diffusion processes
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences | 2010-10-02 | Paper |
On solving integral equations using Markov chain Monte Carlo methods
Applied Mathematics and Computation | 2010-07-19 | Paper |
An efficient computational approach for prior sensitivity analysis and cross‐validation
The Canadian Journal of Statistics | 2010-05-25 | Paper |
Interacting Markov chain Monte Carlo methods for solving nonlinear measure-valued equations
The Annals of Applied Probability | 2010-05-06 | Paper |
Particle Markov chain Monte Carlo for efficient numerical simulation
Monte Carlo and Quasi-Monte Carlo Methods 2008 | 2010-02-15 | Paper |
A new class of interacting Markov chain Monte Carlo methods
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2010-02-12 | Paper |
A functional central limit theorem for a class of interacting Markov chain Monte Carlo methods
Electronic Journal of Probability | 2009-11-20 | Paper |
Interacting sequential Monte Carlo samplers for trans-dimensional simulation
Computational Statistics and Data Analysis | 2009-06-12 | Paper |
Active policy learning for robot planning and exploration under uncertainty
| 2009-02-03 | Paper |
Particle-method-based formulation of risk-sensitive filter
Signal Processing | 2009-01-09 | Paper |
Stability of sequential Monte Carlo samplers via the Foster-Lyapunov condition
Statistics & Probability Letters | 2008-11-25 | Paper |
A note on auxiliary particle filters
Statistics & Probability Letters | 2008-09-17 | Paper |
A Note on Convergence of the Equi-Energy Sampler
Stochastic Analysis and Applications | 2008-04-29 | 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 |
Simulation-based optimal sensor scheduling with application to observer trajectory planning
Automatica | 2007-06-04 | Paper |
A policy gradient method for semi-Markov decision processes with application to call admission control
European Journal of Operational Research | 2007-01-16 | Paper |
Sequential Monte Carlo Samplers
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2006-11-14 | Paper |
Convergence of the SMC implementation of the PHD filter
Methodology and Computing in Applied Probability | 2006-10-27 | Paper |
Monte Carlo Smoothing for Nonlinear Time Series
Journal of the American Statistical Association | 2006-06-26 | Paper |
Exponential forgetting and geometric ergodicity for optimal filtering in general state-space models
Stochastic Processes and their Applications | 2005-09-02 | Paper |
Particle filtering for joint symbol and code delay estimation in DS spread spectrum systems in multipath environment
EURASIP Journal on Applied Signal Processing | 2005-05-03 | Paper |
Particle Filtering for Partially Observed Gaussian State Space Models
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2005-04-29 | Paper |
Particle Motions in Absorbing Medium with Hard and Soft Obstacles
Stochastic Analysis and Applications | 2005-01-20 | Paper |
Parameter estimation in general state-space models using particle methods
Annals of the Institute of Statistical Mathematics | 2004-10-05 | Paper |
scientific article; zbMATH DE number 2051000 (Why is no real title available?)
| 2004-03-07 | Paper |
Particle filtering for demodulation in fading channels with non-Gaussian additive noise
IEEE Transactions on Communications | 2003-07-10 | Paper |
An introduction to MCMC for machine learning
Machine Learning | 2003-07-01 | Paper |
Convergence of simulated annealing using Foster-Lyapunov criteria
Journal of Applied Probability | 2002-11-25 | Paper |
Optimal estimation of amplitude and phase modulated signals
Monte Carlo Methods and Applications | 2002-05-28 | Paper |
Maximum a posteriori sequence estimation using Monte Carlo particle filters
Annals of the Institute of Statistical Mathematics | 2002-04-11 | Paper |
Optimal estimation and Cramér-Rao bounds for partial non-Gaussian state space models
Annals of the Institute of Statistical Mathematics | 2002-04-11 | Paper |
Robust full Bayesian learning for radial basis networks
Neural Computation | 2002-02-28 | Paper |
Bayesian computational approaches to model selection
| 2001-11-07 | Paper |
scientific article; zbMATH DE number 1666084 (Why is no real title available?)
| 2001-10-23 | Paper |
scientific article; zbMATH DE number 1666087 (Why is no real title available?)
| 2001-10-23 | Paper |
Model selection by MCMC computation.
Signal Processing | 2001-08-20 | Paper |
Stochastic sampling algorithms for state estimation of jump Markov linear systems
IEEE Transactions on Automatic Control | 2000-10-17 | Paper |
Simulated annealing for maximum a posteriori parameter estimation of hidden Markov models
IEEE Transactions on Information Theory | 2000-09-07 | Paper |
A Bayesian approach to harmonic retrieval with clipped data.
Signal Processing | 1999-06-21 | Paper |
Simulation-based methods for blind maximum-likelihood filter identification
Signal Processing | 1999-04-28 | Paper |
Bayesian estimation of state-space models applied to deconvolution of Bernoulli-Gaussian processes
Signal Processing | 1998-07-23 | Paper |
