| Publication | Date of Publication | Type |
|---|
On resampling schemes for particle filters with weakly informative observations
The Annals of Statistics | 2023-01-12 | Paper |
On resampling schemes for particle filters with weakly informative observations
The Annals of Statistics | 2023-01-12 | Paper |
Backward Itô-Ventzell and stochastic interpolation formulae
Stochastic Processes and their Applications | 2022-10-27 | Paper |
Ensemble Kalman inversion for general likelihoods
Statistics & Probability Letters | 2022-06-01 | Paper |
Limits of accuracy for parameter estimation and localization in single-molecule microscopy via sequential Monte Carlo methods
SIAM Journal on Imaging Sciences | 2022-04-07 | Paper |
Spatiotemporal blocking of the bouncy particle sampler for efficient inference in state-space models
Statistics and Computing | 2021-12-10 | Paper |
Anytime parallel tempering
Statistics and Computing | 2021-12-10 | Paper |
Asymptotic behaviour of the posterior distribution in approximate Bayesian computation
Stochastic Analysis and Applications | 2021-11-18 | Paper |
Asymptotic analysis of model selection criteria for general hidden Markov models
Stochastic Processes and their Applications | 2021-02-18 | Paper |
Coupled conditional backward sampling particle filter
The Annals of Statistics | 2020-12-14 | Paper |
Coupled conditional backward sampling particle filter
The Annals of Statistics | 2020-12-14 | Paper |
A backward Itô-Ventzell formula with an application to stochastic interpolation
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2020-11-27 | Paper |
On Large Lag Smoothing for Hidden Markov Models
SIAM Journal on Numerical Analysis | 2019-12-09 | Paper |
Identification of MultiObject Dynamical Systems: Consistency and Fisher Information
SIAM Journal on Control and Optimization | 2019-08-30 | Paper |
Approximate Smoothing and Parameter Estimation in High-Dimensional State-Space Models
IEEE Transactions on Signal Processing | 2019-02-08 | Paper |
Bayesian Tracking and Parameter Learning for Non-Linear Multiple Target Tracking Models
IEEE Transactions on Signal Processing | 2018-08-22 | Paper |
Multilevel Monte Carlo for smoothing via transport methods
SIAM Journal on Scientific Computing | 2018-08-14 | Paper |
Distributed Maximum Likelihood for Simultaneous Self-Localization and Tracking in Sensor Networks
IEEE Transactions on Signal Processing | 2018-07-18 | Paper |
Bayesian learning of noisy Markov decision processes
ACM Transactions on Modeling and Computer Simulation | 2018-04-16 | Paper |
Tracking multiple moving objects in images using Markov chain Monte Carlo
Statistics and Computing | 2018-03-07 | Paper |
Tracking an unknown time-varying number of speakers using TDOA measurements: a random finite set approach
IEEE Transactions on Signal Processing | 2017-10-30 | Paper |
Integrated voice/data call admission control for wireless DS-CDMA systems
IEEE Transactions on Signal Processing | 2017-09-08 | Paper |
The optimal search for a Markovian target when the search path is constrained: the infinite-horizon case
IEEE Transactions on Automatic Control | 2017-06-20 | Paper |
On particle Gibbs sampling
Bernoulli | 2015-08-05 | Paper |
On particle Gibbs sampling
Bernoulli | 2015-08-05 | Paper |
Uniform Stability of a Particle Approximation of the Optimal Filter Derivative
SIAM Journal on Control and Optimization | 2015-06-10 | Paper |
Parameter estimation for hidden Markov models with intractable likelihoods
Scandinavian Journal of Statistics | 2014-12-09 | Paper |
Approximate Bayesian Computation for Smoothing
Stochastic Analysis and Applications | 2014-06-13 | Paper |
Approximate Bayesian Computation for Smoothing
Stochastic Analysis and Applications | 2014-06-13 | Paper |
Filtering via approximate Bayesian computation
Statistics and Computing | 2012-12-07 | 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 |
A backward particle interpretation of Feynman-Kac formulae
ESAIM: Mathematical Modelling and Numerical Analysis | 2010-10-12 | Paper |
A backward particle interpretation of Feynman-Kac formulae
ESAIM: Mathematical Modelling and Numerical Analysis | 2010-10-12 | Paper |
Filters for spatial point processes
SIAM Journal on Control and Optimization | 2010-08-16 | 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 |
Convergence of the SMC implementation of the PHD filter
Methodology and Computing in Applied Probability | 2006-10-27 | Paper |
