selected publications
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academic article
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blog posting
- Amortized backward variational inference in nonlinear state-space models. arXiv (Cornell University). 2022
- Backward importance sampling for partially observed diffusion processes. HAL (Le Centre pour la Communication Scientifique Directe). 2020
- Online pseudo Marginal Sequential Monte Carlo smoother for general state spaces. Application to recursive maximum likelihood estimation of stochastic differential equations. HAL (Le Centre pour la Communication Scientifique Directe). 2019