selected publications

• academic article

  • Variance estimation for sequential Monte Carlo algorithms: A backward sampling approach.  Bernoulli.  30. 2024
  • Identifiability of discrete input–output hidden Markov models with external signals.  Statistics and Computing.  34. 2023
  • Macrolitter video counting on riverbanks using state space models and moving cameras.  .  2023
  • A pseudo-marginal sequential Monte Carlo online smoothing algorithm.  Bernoulli.  28. 2022
  • Impact of the Ileal Microbiota on Surgical Site Infections in Crohn’s Disease: A Nationwide Prospective Cohort.  Journal of Crohn s and Colitis.  16:1211-1221. 2022
  • End-to-end deep meta modelling to calibrate and optimize energy consumption and comfort.  arXiv (Cornell University).  2021
  • Learning the distribution of latent variables in paired comparison models with round-robin scheduling.  Bernoulli.  26. 2020
  • Non-asymptotic deviation inequalities for smoothed additive functionals in nonlinear state-space models.  Bernoulli.  19. 2013

• blog posting

  • Asymptotic convergence of iterative optimization algorithms.  arXiv (Cornell University). 2023
  • State and parameter learning with PaRIS particle Gibbs.  arXiv (Cornell University). 2023
  • Variational latent discrete representation for time series modelling.  arXiv (Cornell University). 2023
  • Identifiability of discrete Input-Output hidden Markov models with external signals.  Research Square (Research Square). 2022
  • Amortized backward variational inference in nonlinear state-space models.  arXiv (Cornell University). 2022
  • HERMES: Hybrid Error-corrector Model with inclusion of External Signals for nonstationary fashion time series.  arXiv (Cornell University). 2022
  • Invertible Flow Non Equilibrium sampling.  HAL (Le Centre pour la Communication Scientifique Directe). 2021
  • Joint self-supervised blind denoising and noise estimation.  arXiv (Cornell University). 2021
  • NEO: Non Equilibrium Sampling on the Orbit of a Deterministic Transform.  arXiv (Cornell University). 2021
  • The Monte Carlo Transformer: a stochastic self-attention model for sequence prediction.  HAL (Le Centre pour la Communication Scientifique Directe). 2020
  • Backward importance sampling for partially observed diffusion processes.  HAL (Le Centre pour la Communication Scientifique Directe). 2020
  • End-to-end deep metamodeling to calibrate and optimize energy loads.  arXiv (Cornell University). 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