selected publications

• academic article

  • Spatio-Temporal Generalised Hyperbolic Models with Application to Heatwave Prediction.  SSRN Electronic Journal.  2023
  • Semi-Independent Resampling for Particle Filtering.  IEEE Signal Processing Letters.  25:130-134. 2017
  • Gradient-Based Sequential Markov Chain Monte Carlo for Multitarget Tracking With Correlated Measurements.  IEEE Transactions on Signal and Information Processing over Networks.  4:510-518. 2017
  • Independent Resampling Sequential Monte Carlo Algorithms.  IEEE Transactions on Signal Processing.  65:5318-5333. 2017
  • Effcient Sequential Monte-Carlo Samplers for Bayesian Inference.  SSRN Electronic Journal.  2017
  • Location of Things: Geospatial Tagging for IoT Using Time-of-Arrival.  IEEE Transactions on Signal and Information Processing over Networks.  2:174-185. 2016
  • A Bayesian Perspective on Multiple Source Localization in Wireless Sensor Networks.  IEEE Transactions on Signal Processing.  64:1684-1699. 2015
  • Efficient Sequential Monte-Carlo Samplers for Bayesian Inference.  IEEE Transactions on Signal Processing.  64:1305-1319. 2015
  • Langevin and Hamiltonian Based Sequential MCMC for Efficient Bayesian Filtering in High-Dimensional Spaces.  IEEE Journal of Selected Topics in Signal Processing.  10:312-327. 2015
  • An adaptive Bayesian inference algorithm to estimate the parameters of a hazardous atmospheric release.  Atmospheric Environment.  122:748-762. 2015
  • Subgradient-based Markov Chain Monte Carlo particle methods for discrete-time nonlinear filtering.  Signal Processing.  120:532-536. 2015
  • Estimation of Spatially Correlated Random Fields in Heterogeneous Wireless Sensor Networks.  IEEE Transactions on Signal Processing.  63:2597-2609. 2015
  • Joint estimation of state and noise parameters in a linear dynamic system with impulsive measurement noise: Application to OFDM systems.  Digital Signal Processing.  35:21-36. 2014
  • Overview of Bayesian sequential Monte Carlo methods for group and extended object tracking.  Digital Signal Processing.  25:1-16. 2013
  • The Gaussian mixture MCMC particle algorithm for dynamic cluster tracking.  Automatica.  48:2454-2467. 2012
  • Spreading code allocation strategy for downlink multicarrier code division multiple access transmission in a correlated Rayleigh fading channel.  Wireless Communications and Mobile Computing.  14:659-672. 2012
  • MCMC sampling for joint estimation of phase distortions and transmitted symbols in OFDM systems.  Digital Signal Processing.  21:341-353. 2010
  • α-stable interference modeling and cauchy receiver for an IR-UWB Ad Hoc network.  IEEE Transactions on Communications.  58:1748-1757. 2010
  • Pilot-Aided Sequential Monte Carlo Estimation of Phase Distortions and Transmitted Symbols in Multicarrier Systems.  Journal of Electrical and Computer Engineering.  2010. 2009
  • Monte Carlo Methods for Channel, Phase Noise, and Frequency Offset Estimation With Unknown Noise Variances in OFDM Systems.  IEEE Transactions on Signal Processing.  56:3613-3626. 2008

• blog posting

  • Efficient Sequential Monte-Carlo Samplers for Bayesian Inference 2015
  • How Can Subsampling Reduce Complexity in Sequential MCMC Methods and Deal with Big Data in Target Tracking?.  arXiv (Cornell University). 2015
  • Langevin and Hamiltonian Based Sequential MCMC for Efficient Bayesian Filtering in High-Dimensional Spaces.  SSRN Electronic Journal. 2015
  • SMC-ABC methods for the estimation of stochastic simulation models of the limit order book.  arXiv (Cornell University). 2015

• chapter

  • SMC-ABC methods for the estimation of stochastic si- mulation models of the limit order book.  HAL (Le Centre pour la Communication Scientifique Directe). 2017
  • An Overview of Recent Advances in Monte-Carlo Methods for Bayesian Filtering in High-Dimensional Spaces.  SpringerBriefs in statistics. 31-61. 2015
  • Sequential inference for dynamically evolving groups of objects.  Cambridge University Press eBooks. 245-276. 2011

• conference paper

  • Block Kalman Filter: An Asymptotic Block Particle Filter in the Linear Gaussian Case.  ICASSP 2022 - 2022 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP). 5574-5578. 2021
  • Joint Localization and Clock Offset Estimation via Time-Of-Arrival with Ranging Offset.  2021 29th European Signal Processing Conference (EUSIPCO). 672-676. 2018
  • Rééchantillonnage indépendant et semi-indépendant pour le filtrage particulaire.  . 2017
  • A Bayesian approach of the Source Term Estimate coupling retro-dispersion computations with a Lagrangian Particle Dispersion Model and the Adaptive Multiple Importance Sampling.  . 2016
  • Particle filters with independent resampling.  . 3994-3998. 2016
  • Filtrage particulaire avec une loi de proposition quasi-optimale utilisant la détection souple pour le suivi visuel.  HAL (Le Centre pour la Communication Scientifique Directe). 2015
  • Modélisation de points imprimés à l’échelle micro-métrique.  . 2015
  • Dynamic speech emotion recognition with state-space models.  . 2077-2081. 2015
  • Particle filtering with a soft detection based near-optimal importance function for visual tracking.  . 594-598. 2015
  • A Bayesian Compressed Sensing Kalman Filter for Direction of Arrival Estimation.  HAL (Le Centre pour la Communication Scientifique Directe). 2015
  • An Expectation Maximisation Algorithm for Behaviour Analysis in Video.  HAL (Le Centre pour la Communication Scientifique Directe). 2015
  • Skew-t copula for dependence modelling of impulsive (α-stable) interference.  . 4816-4821. 2015
  • Wind storm estimation using a heterogeneous sensor network with high and low resolution sensors.  . 4865-4870. 2015
  • Sequential Markov Chain Monte Carlo for multi-target tracking with correlated RSS measurements.  . 1-6. 2015
  • Estimating Source Term Parameters through Probabilistic Bayesian inference: An Approach based on an Adaptive Multiple Importance Sampling Algorithm.  . 2014
  • Improving SMC sampler estimate by recycling all past simulated particles.  . 117-120. 2014
  • Printer identification from micro-metric scale printing.  . 2014
  • State and impulsive time-varying measurement noise density estimation in nonlinear dynamic systems using Dirichlet Process Mixtures.  . 330-334. 2014
  • NEPS: ''Narrowband Efficient Positioning System'' for Delivering Resource Efficient GNSS Receivers.  HAL (Le Centre pour la Communication Scientifique Directe). 2014
  • NEPS: “Narrowband Efficient Positioning System” for delivering resource efficient GNSS receivers.  . 1-6. 2014
  • Printer technology authentication from micrometric scan of a single printed dot.  Proceedings of SPIE, the International Society for Optical Engineering/Proceedings of SPIE. 90280U-90280U. 2014
  • Bayesian model selection and parameter estimation in penalized regression model using SMC samplers.  European Signal Processing Conference. 1-5. 2013
  • Bayesian filtering with intractable likelihood using sequential MCMC.  IEEE International Conference on Acoustics Speech and Signal Processing. 6313-6317. 2013
  • Receiver study for cooperative communications in convolved additive α-stable interference plus Gaussian thermal noise.  HAL (Le Centre pour la Communication Scientifique Directe). 2012
  • Receiver study for cooperative communications in convolved additive α-stable interference plus Gaussian thermal noise.  . 451-455. 2012
  • Estimating a CBRN atmospheric release in a complex environment using Gaussian Processes.  HAL (Le Centre pour la Communication Scientifique Directe). 2012
  • Robust Visual Tracking via MCMC-based Particle Filter.  HAL (Le Centre pour la Communication Scientifique Directe). 2012
  • Robust Visual Tracking via MCMC-based Particle Filter.  HAL (Le Centre pour la Communication Scientifique Directe). 2012
  • Robust visual tracking via MCMC-based particle filtering.  . 1493-1496. 2012
  • MCMC-based tracking and identification of leaders in groups.  . 112-119. 2011
  • MALICE : Localisation de sources polluantes depuis un réseau de capteurs.  HAL (Le Centre pour la Communication Scientifique Directe). 2011
  • A comparative study of Monte-Carlo methods for multitarget tracking.  . 205-208. 2011
  • Performance of an optimal receiver in the presence of alpha-stable and Gaussian noises.  . 573-576. 2011
  • Impulsive interference mitigation in ad hoc networks based on alpha-stable modeling and particle filtering.  . 3548-3551. 2011
  • Particle Filter with Hybrid Importance Function for Joint Symbol Detection and Phase Tracking.  . 1-5. 2006
  • Traitement du bruit de phase par filtrage particulaire en communication numérique.  HAL (Le Centre pour la Communication Scientifique Directe). 2005