| Publication | Date of Publication | Type |
|---|
Adaptive reduced tempering for Bayesian inverse problems and rare event simulation SIAM/ASA Journal on Uncertainty Quantification | 2025-12-18 | Paper |
Adaptive reduced multilevel splitting Statistics and Computing | 2025-11-25 | Paper |
Chilled sampling for uncertainty quantification: a motivation from a meteorological inverse problem * Inverse Problems | 2024-01-17 | Paper |
| Fluctuations of Rare Event Simulation with Monte Carlo Splitting in the Small Noise Asymptotics | 2022-12-09 | Paper |
| Entropy minimizing distributions are worst-case optimal importance proposals | 2022-12-08 | Paper |
On synchronized Fleming-Viot particle systems Theory of Probability and Mathematical Statistics | 2021-05-27 | Paper |
A central limit theorem for Fleming-Viot particle systems Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2020-05-12 | Paper |
A central limit theorem for Fleming-Viot particle systems Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2020-05-12 | Paper |
Adaptive multilevel splitting: historical perspective and recent results Chaos: An Interdisciplinary Journal of Nonlinear Science | 2019-05-24 | Paper |
On the asymptotic normality of adaptive multilevel splitting SIAM/ASA Journal on Uncertainty Quantification | 2019-01-21 | Paper |
Rates of Convergence of the Functional $k$-Nearest Neighbor Estimate IEEE Transactions on Information Theory | 2017-07-27 | Paper |
Fluctuation analysis of adaptive multilevel splitting The Annals of Applied Probability | 2017-02-21 | Paper |
Fluctuation analysis of adaptive multilevel splitting The Annals of Applied Probability | 2017-02-21 | Paper |
| A Central Limit Theorem for Fleming-Viot Particle Systems with Soft Killing | 2016-11-02 | Paper |
New insights into approximate Bayesian computation Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2015-03-09 | Paper |
New insights into approximate Bayesian computation Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2015-03-09 | Paper |
On the length of one-dimensional reactive paths ALEA. Latin American Journal of Probability and Mathematical Statistics | 2013-12-09 | Paper |
Sequential Monte Carlo for rare event estimation Statistics and Computing | 2012-12-07 | Paper |
On the rate of convergence of the bagged nearest neighbor estimate Journal of Machine Learning Research (JMLR) | 2012-07-13 | Paper |
On the use of smoothing to improve the performance of the splitting method Stochastic Models | 2012-01-25 | Paper |
A nonasymptotic theorem for unnormalized Feynman-Kac particle models Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2011-10-11 | Paper |
Nearest neighbor classification in infinite dimension ESAIM: Probability and Statistics | 2007-11-30 | Paper |
Nearest neighbor classification in infinite dimension ESAIM: Probability and Statistics | 2007-11-30 | Paper |
Adaptive particle techniques and rare event estimation ESAIM: Proceedings | 2007-11-20 | Paper |
Adaptive Multilevel Splitting for Rare Event Analysis Stochastic Analysis and Applications | 2007-06-04 | Paper |
| Genetic genealogical models in rare event analysis | 2007-01-02 | Paper |
| scientific article; zbMATH DE number 2134054 (Why is no real title available?) | 2005-02-15 | Paper |
Long Time Behavior for Some Dynamical Noise Free Nonlinear Filtering Problems SIAM Journal on Control and Optimization | 2000-10-18 | Paper |
| scientific article; zbMATH DE number 1302004 (Why is no real title available?) | 2000-05-04 | Paper |
| scientific article; zbMATH DE number 844500 (Why is no real title available?) | 1996-08-05 | Paper |
Adaptive Reduced Multilevel Splitting (available as arXiv preprint) | N/A | Paper |