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Iterated importance sampling in missing data problems
International audience -
Precise large deviations for dependent regularly varying sequences.
We study a precise large deviation principle for a stationary regularly varying sequence of random variables. This principle extends the classical results of A.V.... -
Monte Carlo EM methods and Particle approximations: Application to the calibr...
This thesis pursues a double perspective in the joint use of sequential Monte Carlo methods (SMC) and the Expectation-Maximization algorithm (EM) under hidden Markov...
