selected publications

• academic article

  • Asymptotic properties of quasi-maximum likelihood estimators in observation-driven time series models.  Electronic Journal of Statistics.  11. 2017
  • Uniform Ergodicity of the Particle Gibbs Sampler.  Scandinavian Journal of Statistics.  42:775-797. 2015
  • Adaptive multinomial matrix completion.  Electronic Journal of Statistics.  9. 2015
  • Long-term stability of sequential Monte Carlo methods under verifiable conditions.  The Annals of Applied Probability.  24. 2014
  • On parallel implementation of sequential Monte Carlo methods: the island particle model.  Statistics and Computing.  25:243-260. 2013
  • An Adaptive Parallel Tempering Algorithm.  Journal of Computational and Graphical Statistics.  22:649-664. 2013
  • Scaling Analysis of Delayed Rejection MCMC Methods.  Methodology And Computing In Applied Probability.  16:811-838. 2013
  • On the long-term stability of bootstrap-type particle filters.  IFAC Proceedings Volumes.  45:1131-1136. 2012
  • Aircraft classification with a low resolution infrared sensor.  Machine Vision and Applications.  24:175-186. 2012
  • Detecting Aircraft With a Low-Resolution Infrared Sensor.  IEEE Transactions on Image Processing.  21:3034-3041. 2012
  • Scaling analysis of multiple-try MCMC methods.  Stochastic Processes and their Applications.  122:758-786. 2011
  • Sequential Monte Carlo smoothing for general state space hidden Markov models.  The Annals of Applied Probability.  21. 2011
  • Consistency of the maximum likelihood estimator for general hidden Markov models.  The Annals of Statistics.  39. 2011
  • Robust estimation of the scale and of the autocovariance function of Gaussian short- and long-range dependent processes.  Journal of Time Series Analysis.  32:135-156. 2010
  • Forgetting of the initial distribution for nonergodic Hidden Markov Chains.  The Annals of Applied Probability.  20. 2010
  • On the properties of the periodogram of a stationary long-memory process over different epochs with applications.  Journal of Time Series Analysis.  31:20-36. 2009
  • Forgetting of the initial condition for the filter in general state-space hidden Markov chain: a coupling approach.  Electronic Journal of Probability.  14. 2009
  • Optimality of the auxiliary particle filter.  .  2009

• blog posting

  • State and parameter learning with PaRIS particle Gibbs.  arXiv (Cornell University). 2023
  • AskewSGD : An Annealed interval-constrained Optimisation method to train Quantized Neural Networks.  arXiv (Cornell University). 2022
  • Uniform minorization condition and convergence bounds for discretizations of kinetic Langevin dynamics.  arXiv (Cornell University). 2021
  • Invertible Flow Non Equilibrium sampling.  HAL (Le Centre pour la Communication Scientifique Directe). 2021
  • NEO: Non Equilibrium Sampling on the Orbit of a Deterministic Transform.  arXiv (Cornell University). 2021
  • Uniform minorization condition and convergence bounds for discretizations of kinetic Langevin dynamics.  arXiv (Cornell University). 2021
  • Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator.  arXiv (Cornell University). 2012
  • On the Forward Filtering Backward Smoothing particle approximations of the smoothing distribution in general state spaces models.  arXiv (Cornell University). 2009

• book

  • Markov Chains 2018
  • Nonlinear time series : theory, methods and applications with R examples 2014

• chapter

  • (f, r)-Recurrence and Regularity.  Springer series in operations research/Springer series in operations research and financial engineering. 361-383. 2018
  • Atomic Chains.  Springer series in operations research/Springer series in operations research and financial engineering. 119-144. 2018
  • Central Limit Theorems.  Springer series in operations research/Springer series in operations research and financial engineering. 489-522. 2018
  • Concentration Inequalities.  Springer series in operations research/Springer series in operations research and financial engineering. 575-601. 2018
  • Convergence in the Wasserstein Distance.  Springer series in operations research/Springer series in operations research and financial engineering. 455-488. 2018
  • Convergence of Atomic Markov Chains.  Springer series in operations research/Springer series in operations research and financial engineering. 165-189. 2018
  • Coupling for Irreducible Kernels.  Springer series in operations research/Springer series in operations research and financial engineering. 421-452. 2018
  • Ergodic Theory for Markov Chains.  Springer series in operations research/Springer series in operations research and financial engineering. 97-115. 2018
  • Examples of Markov Chains.  Springer series in operations research/Springer series in operations research and financial engineering. 27-52. 2018
  • Feller and T-Kernels.  Springer series in operations research/Springer series in operations research and financial engineering. 265-286. 2018
  • Geometric Rates of Convergence.  Springer series in operations research/Springer series in operations research and financial engineering. 339-359. 2018
  • Geometric Recurrence and Regularity.  Springer series in operations research/Springer series in operations research and financial engineering. 313-337. 2018
  • Markov Chains on a Discrete State Space.  Springer series in operations research/Springer series in operations research and financial engineering. 145-164. 2018
  • Markov Chains: Basic Definitions.  Springer series in operations research/Springer series in operations research and financial engineering. 3-25. 2018
  • Martingales, Harmonic Functions and Poisson–Dirichlet Problems.  Springer series in operations research/Springer series in operations research and financial engineering. 75-96. 2018
  • Rates of Convergence for Atomic Markov Chains.  Springer series in operations research/Springer series in operations research and financial engineering. 289-312. 2018
  • Small Sets, Irreducibility, and Aperiodicity.  Springer series in operations research/Springer series in operations research and financial engineering. 191-220. 2018
  • Spectral Theory.  Springer series in operations research/Springer series in operations research and financial engineering. 523-574. 2018
  • Splitting Construction and Invariant Measures.  Springer series in operations research/Springer series in operations research and financial engineering. 241-264. 2018
  • Stopping Times and the Strong Markov Property.  Springer series in operations research/Springer series in operations research and financial engineering. 53-74. 2018
  • Subgeometric Rates of Convergence.  Springer series in operations research/Springer series in operations research and financial engineering. 385-400. 2018
  • Transience, Recurrence, and Harris Recurrence.  Springer series in operations research/Springer series in operations research and financial engineering. 221-239. 2018
  • Uniform and V-Geometric Ergodicity by Operator Methods.  Springer series in operations research/Springer series in operations research and financial engineering. 401-419. 2018
  • Testing for homogeneity of variance in the wavelet domain..  Lecture notes in statistics. 175-205. 2010

• conference paper

  • Orthogonal directions constrained gradient method: from non-linear equality constraints to stiefel manifold.  HAL (Le Centre pour la Communication Scientifique Directe). 2023
  • AskewSGD : an annealed interval-constrained optimisation method to train quantized neural networks.  HAL (Le Centre pour la Communication Scientifique Directe). 2023
  • The sexy job in the next ten years will be statisticians.  . XXIX-XXXVI. 2015
  • An online learning algorithm for mixture models of deformable templates.  . 1-6. 2012
  • Sequential Design of Computer Experiments for Parameter Estimation.  European Signal Processing Conference. 2012
  • Aircraft classification with a low resolution infrared sensor.  . 761-764. 2011
  • Robust estimation of the memory parameter of Gaussian time series using wavelets.  . 553-556. 2011