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20022015
most citedInferring population history with DIYABC: a user-friendly approach to Approximate Bayesian Computation

688 citations

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Showing 2012 · math.PRShow all

5 papers · 2 filters

math.PR2012

Feynman-Kac particle integration with geometric interacting jumps

Pierre Del Moral, Pierre E. Jacob, Anthony Lee +2

This article is concerned with the design and analysis of discrete time Feynman-Kac particle integration models with geometric interacting jump processes. We analyze two general ty…

math.PR2012★ 22 cited

Discrete-time approximation of multidimensional BSDEs with oblique reflections

Jean-Francois Chassagneux, Romuald Elie, Idris Kharroubi

In this paper, we study the discrete-time approximation of multidimensional reflected BSDEs of the type of those presented by Hu and Tang [Probab. Theory Related Fields 147 (2010)…

math.PR2012★ 4 cited

On the easiest way to connect points in the Random Interlacements process

Hubert Lacoin, Johan Tykesson

We consider the random interlacements process with intensity on , (call it ), built from a Poisson point process on the space of doubly infinite ne…

math.PR2012★ 88 cited

Invariant -ensembles and the Gauss-Wigner crossover

Romain Allez, Jean-Philippe Bouchaud, Alice Guionnet

We define a new diffusive matrix model converging towards the -Dyson Brownian motion for all that provides an explicit construction of -ensembles of random matr…

math.PR2012

Games with incomplete information in continuous time and for continuous types

Pierre Cardaliaguet, Catherine Rainer

We consider a two-player zero-sum game with integral payoff and with incomplete information on one side, where the payoff is chosen among a continuous set of possible payoffs. We p…