Sharp failure rates for the bootstrap particle filter in high dimensions, Institute of Mathematical Statistics Collections, vol.3, pp.318-329, 2008. ,
DOI : 10.1214/074921708000000228
Particle flow with non-zero diffusion for nonlinear filters, Signal Processing, Sensor Fusion, and Target Recognition XXII, 2013. ,
DOI : 10.1117/12.2009363
Particle degeneracy: root cause and solution, Signal Processing, Sensor Fusion, and Target Recognition XX, 2011. ,
DOI : 10.1117/12.877167
Renormalization group flow in k-space for nonlinear filters, Bayesian decisions and transport, 2015. ,
Mean field simulation for Monte Carlo integration, 2013. ,
URL : https://hal.archives-ouvertes.fr/hal-00932211
Feynman-Kac Formulae: Genealogical and Interacting Particle Systems with Applications. Probability and Applications, 2004. ,
Nonlinear filtering: Interacting particle resolution, Markov Processes and Related Fields, pp.555-580, 1996. ,
DOI : 10.1016/S0764-4442(97)84778-7
Bayesian inference with optimal maps, Journal of Computational Physics, vol.231, issue.23, 2012. ,
DOI : 10.1016/j.jcp.2012.07.022
Stock Price Distributions with Stochastic Volatility: An Analytic Approach, Review of Financial Studies, vol.4, issue.4, pp.727-752, 1991. ,
DOI : 10.1093/rfs/4.4.727
Rare event simulation using Monte Carlo methods, 2009. ,
DOI : 10.1002/9780470745403
URL : https://hal.archives-ouvertes.fr/hal-00787654
Model-independent bounds for option prices???a mass transport approach, Finance and Stochastics, vol.36, issue.3, p.477, 2013. ,
DOI : 10.1007/978-3-540-71050-9
Topics in optimal transportation, Graduate studies in Mathematics AMS, vol.58 ,
DOI : 10.1090/gsm/058
Mass Transportation Problems, Theory, vol.1, issue.2, 1998. ,
Obstacles to High-Dimensional Particle Filtering, Monthly Weather Review, vol.136, issue.12, pp.4629-4640, 2008. ,
DOI : 10.1175/2008MWR2529.1
URL : http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.143.1606
An Overview of Recent Advances in Monte-Carlo Methods for Bayesian Fitlering in High-Dimensional Spaces, Theoretical Aspects of Spatial-Temporal Modeling SpringerBriefs -JSS Research Series in Statistics, 2015. ,