| Publication | Date of Publication | Type |
|---|
| Unbiased and multilevel methods for a class of diffusions partially observed via marked point processes | 2025-01-07 | Paper |
| Unbiased parameter estimation for partially observed diffusions | 2024-10-22 | Paper |
| Multi-index sequential Monte Carlo ratio estimators for Bayesian inverse problems | 2024-08-24 | Paper |
| Multilevel particle filters for a class of partially observed piecewise deterministic Markov processes | 2024-08-09 | Paper |
| Bayesian parameter inference for partially observed stochastic volterra equations | 2024-04-30 | Paper |
| On the stability of positive semigroups | 2024-01-16 | Paper |
| Unbiased Estimation Using Underdamped Langevin Dynamics | 2023-12-20 | Paper |
| Advanced Multilevel Monte Carlo Methods | 2023-12-12 | Paper |
| Approximate Bayesian Computation for a Class of Time Series Models | 2023-11-10 | Paper |
| A Wasserstein coupled particle filter for multilevel estimation | 2023-10-17 | Paper |
| On Time Uniform Wong-Zakai Approximation Theorems | 2023-10-07 | Paper |
| Multilevel Sequential Monte Carlo Samplers for Normalizing Constants | 2023-07-21 | Paper |
| On Unbiased Estimation for Discretized Models | 2023-06-30 | Paper |
| An Improved Unbiased Particle Filter | 2023-02-20 | Paper |
| Antithetic Multilevel Particle Filters | 2023-01-29 | Paper |
| Bayesian parameter inference for partially observed stochastic differential equations driven by fractional Brownian motion | 2022-12-21 | Paper |
| Unbiased filtering of a class of partially observed diffusions | 2022-12-13 | Paper |
| Improved efficiency of multilevel Monte Carlo for stochastic PDE through strong pairwise coupling | 2022-12-13 | Paper |
| Log-normalization constant estimation using the ensemble Kalman–Bucy filter with application to high-dimensional models | 2022-12-13 | Paper |
| A Lagged Particle Filter for Stable Filtering of Certain High-Dimensional State-Space Models | 2022-11-25 | Paper |
| FORWARD AND INVERSE UNCERTAINTY QUANTIFICATION USING MULTILEVEL MONTE CARLO ALGORITHMS FOR AN ELLIPTIC NONLOCAL EQUATION | 2022-11-24 | Paper |
| A MULTI-INDEX MARKOV CHAIN MONTE CARLO METHOD | 2022-11-24 | Paper |
| MULTI-INDEX SEQUENTIAL MONTE CARLO METHODS FOR PARTIALLY OBSERVED STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS | 2022-11-24 | Paper |
| Unbiased estimation using a class of diffusion processes | 2022-11-18 | Paper |
| A 4D-Var method with flow-dependent background covariances for the shallow-water equations | 2022-09-15 | Paper |
| Multilevel Ensemble Kalman–Bucy Filters | 2022-09-01 | Paper |
| Unbiased parameter inference for a class of partially observed Lévy-process models | 2022-06-24 | Paper |
| A multilevel approach for stochastic nonlinear optimal control | 2022-06-03 | Paper |
| Unbiased approximation of posteriors via coupled particle Markov chain Monte Carlo | 2022-05-25 | Paper |
| Multilevel estimation of normalization constants using ensemble Kalman-Bucy filters | 2022-05-25 | Paper |
| Unbiased estimation of the gradient of the log-likelihood for a class of continuous-time state-space models | 2022-04-04 | Paper |
| Multi-index Sequential Monte Carlo ratio estimators for Bayesian Inverse problems | 2022-03-10 | Paper |
| Unbiased Estimation using a Class of Diffusion Processes | 2022-03-06 | Paper |
| Convergence Speed and Approximation Accuracy of Numerical MCMC | 2022-03-06 | Paper |
| Markov chain simulation for multilevel Monte Carlo | 2022-01-21 | Paper |
| Unbiased estimation of the gradient of the log-likelihood in inverse problems | 2021-12-09 | Paper |
| Uncertainty modelling and computational aspects of data association | 2021-12-09 | Paper |
| Asymptotic behaviour of the posterior distribution in approximate Bayesian computation | 2021-11-18 | Paper |
| Central limit theorems for coupled particle filters | 2021-08-04 | Paper |
| Score-Based Parameter Estimation for a Class of Continuous-Time State Space Models | 2021-08-04 | Paper |
| Improved Efficiency of Multilevel Monte Carlo for Stochastic PDE through Strong Pairwise Coupling | 2021-08-02 | Paper |
| Unbiased Inference for Discretely Observed Hidden Markov Model Diffusions | 2021-06-23 | Paper |
| Multilevel particle filters for the non-linear filtering problem in continuous time | 2020-11-04 | Paper |
| Unbiased estimation of the solution to Zakai's equation | 2020-07-08 | Paper |
| Some contributions to sequential Monte Carlo methods for option pricing | 2020-04-22 | Paper |
| Unbiased Filtering of a Class of Partially Observed Diffusions | 2020-02-10 | Paper |
| On concentration properties of partially observed chaotic systems | 2020-02-05 | Paper |
| Unbiased Estimation of the Solution to Zakai's Equation | 2020-02-04 | Paper |
| On Large Lag Smoothing for Hidden Markov Models | 2019-12-09 | Paper |
| Multilevel particle filters for Lévy-driven stochastic differential equations | 2019-10-18 | Paper |
| A stable particle filter for a class of high-dimensional state-space models | 2019-09-16 | Paper |
| Identification of MultiObject Dynamical Systems: Consistency and Fisher Information | 2019-08-30 | Paper |
| Bayesian inference for stable Lévy–driven stochastic differential equations with high‐frequency data | 2019-06-07 | Paper |
| Optimization based methods for partially observed chaotic systems | 2019-06-06 | Paper |
| Multilevel Monte Carlo in approximate Bayesian computation | 2019-05-28 | Paper |
| A method for high-dimensional smoothing | 2019-02-19 | Paper |
| Error bounds for sequential Monte Carlo samplers for multimodal distributions | 2019-01-28 | Paper |
| A Bayesian mixture of Lasso regressions with \(t\)-errors | 2018-11-23 | Paper |
| Central Limit Theorems for Coupled Particle Filters | 2018-10-11 | Paper |
| Multilevel Monte Carlo for Smoothing via Transport Methods | 2018-08-14 | Paper |
| Multilevel Sequential Monte Carlo with Dimension-Independent Likelihood-Informed Proposals | 2018-07-19 | Paper |
| Particle Filtering for Stochastic Navier--Stokes Signal Observed with Linear Additive Noise | 2018-06-05 | Paper |
| A note on random walks with absorbing barriers and sequential Monte Carlo methods | 2018-05-03 | Paper |
| Unbiased multi-index Monte Carlo | 2018-05-03 | Paper |
| Bayesian Static Parameter Estimation for Partially Observed Diffusions via Multilevel Monte Carlo | 2018-04-05 | Paper |
| Biased online parameter inference for state-space models | 2018-03-28 | Paper |
| On the loss of Fisher information in some multi-object tracking observation models | 2018-03-26 | Paper |
| Multilevel particle filters: normalizing constant estimation | 2018-02-28 | Paper |
| On coupling particle filter trajectories | 2018-02-27 | Paper |
| Bayesian inference for multiple Gaussian graphical models with application to metabolic association networks | 2018-02-19 | Paper |
| Multilevel Particle Filters | 2017-12-18 | 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 |
| Multilevel sequential Monte Carlo samplers | 2017-05-18 | Paper |
| Multilevel sequential Monte Carlo: Mean square error bounds under verifiable conditions | 2017-05-16 | Paper |
| Optimization Based Methods for Partially Observed Chaotic Systems | 2017-02-08 | Paper |
| Variational inference for sparse spectrum Gaussian process regression | 2016-11-16 | Paper |
| Monte Carlo algorithms for computing \(\alpha \)-permanents | 2016-07-29 | Paper |
| On the convergence of adaptive sequential Monte Carlo methods | 2016-06-09 | Paper |
| Theory of segmented particle filters | 2016-05-17 | Paper |
| Sequential Monte Carlo methods for Bayesian elliptic inverse problems | 2016-02-23 | Paper |
| The Alive Particle Filter and Its Use in Particle Markov Chain Monte Carlo | 2015-12-21 | Paper |
| Bayesian parameter inference for partially observed stopped processes | 2015-11-19 | Paper |
| On the Behaviour of the Backward Interpretation of Feynman-Kac Formulae Under Verifiable Conditions | 2015-10-02 | Paper |
| Error Bounds for Sequential Monte Carlo Samplers for Multimodal Distributions | 2015-09-29 | Paper |
| Gradient free parameter estimation for hidden Markov models with intractable likelihoods | 2015-07-31 | Paper |
| Approximate Inference for Observation-Driven Time Series Models with Intractable Likelihoods | 2015-02-26 | Paper |
| Sequential Monte Carlo Methods for High-Dimensional Inverse Problems: A Case Study for the Navier--Stokes Equations | 2015-01-14 | Paper |
| Parameter Estimation for Hidden Markov Models with Intractable Likelihoods | 2014-12-09 | Paper |
| Theory of Parallel Particle Filters for Hidden Markov Models | 2014-09-15 | Paper |
| On the stability of sequential Monte Carlo methods in high dimensions | 2014-08-06 | Paper |
| Approximate Bayesian Computation for Smoothing | 2014-06-13 | Paper |
| Error Bounds and Normalising Constants for Sequential Monte Carlo Samplers in High Dimensions | 2014-05-09 | Paper |
| Robust and adaptive algorithms for online portfolio selection | 2014-01-30 | Paper |
| Likelihood computation for hidden Markov models via generalized two-filter smoothing | 2013-11-29 | Paper |
| Inference for a class of partially observed point process models | 2013-08-07 | Paper |
| Stochastic boosting algorithms | 2013-01-16 | Paper |
| Stochastic boosting algorithms | 2012-12-31 | Paper |
| An adaptive sequential Monte Carlo method for approximate Bayesian computation | 2012-12-07 | Paper |
| Filtering via approximate Bayesian computation | 2012-12-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3144417 | 2012-12-07 | Paper |
| Inference for Lévy-driven stochastic volatility models via adaptive sequential Monte Carlo | 2012-09-01 | Paper |
| Linear variance bounds for particle approximations of time-homogeneous Feynman-Kac formulae | 2012-06-01 | Paper |
| On adaptive resampling strategies for sequential Monte Carlo methods | 2012-03-29 | Paper |
| The time machine: a simulation approach for stochastic trees | 2011-12-17 | Paper |
| On nonlinear Markov chain Monte Carlo | 2011-09-14 | Paper |
| Sequential Monte Carlo Methods for Option Pricing | 2011-04-19 | Paper |
| Sequential Monte Carlo methods for diffusion processes | 2010-10-02 | Paper |
| Interacting sequential Monte Carlo samplers for trans-dimensional simulation | 2009-06-12 | Paper |
| Population-Based Reversible Jump Markov Chain Monte Carlo | 2009-02-26 | Paper |
| Bayesian mixture modelling in geochronology via Markov chain Monte Carlo | 2009-02-24 | Paper |
| Stability of sequential Monte Carlo samplers via the Foster-Lyapunov condition | 2008-11-25 | Paper |
| A regeneration proof of the central limit theorem for uniformly ergodic Markov chains | 2008-09-17 | Paper |
| A Note on Convergence of the Equi-Energy Sampler | 2008-04-29 | Paper |
| Non-linear Markov Chain Monte Carlo | 2007-11-20 | Paper |
| Convergence of the equi-energy sampler | 2007-11-20 | Paper |
| Sequential Monte Carlo Samplers | 2006-11-14 | Paper |
| Markov chain Monte Carlo methods and the label switching problem in Bayesian mixture modeling | 2006-09-22 | Paper |
| Antithetic Multilevel Methods for Elliptic and Hypo-Elliptic Diffusions with Applications | N/A | Paper |
| Multilevel Particle Filters for Partially Observed McKean-Vlasov Stochastic Differential Equations | N/A | Paper |
