688 citations
- C. Robert13 · h 74
- Christian P. Robert10
- Abdallah Saffidine2 profiles6 · h 17
- Bruno Ziliotto2 profiles6 · h 11
- T. Cazenave6 · h 27
- Gabriel Turinici3 profiles5 · h 25
- J. Dolbeault5 · h 42
- Massimiliano Gubinelli2 profiles5 · h 32
- R'emi Genet5 · h 5
- Tristan Cazenave2 profiles5 · h 3
- A. Guillin4 · h 40
- D. Wraith2 profiles4 · h 23
- Centre de Recherche en Mathématiques de la DécisionFR178 papers
- Centre National de la Recherche ScientifiqueFR119 papers
- Université Paris Sciences et LettresFR49 papers
- Centre de Recherche en Économie et StatistiqueFR25 papers
- Université Paris CitéFR21 papers
- École PolytechniqueFR17 papers
- Sorbonne UniversitéFR15 papers
- LamsadeFR14 papers
- University of WarwickGB13 papers
- Institut Universitaire de FranceFR12 papers
- Institut national de recherche en sciences et technologies du numériqueFR11 papers
- École Normale Supérieure - PSLFR10 papers
Showing 2004 · math.PRShow all
3 papers · 2 filters
math.PR2004★ 255 cited
Transportation cost-information inequalities and applications to random dynamical systems and diffusions
H. Djellout, A. Guillin, L. Wu
We first give a characterization of the L^1-transportation cost-information inequality on a metric space and next find some appropriate sufficient condition to transportation cost-…
math.PR2004★ 34 cited
A mixture representation of πwith applications in Markov chain Monte Carlo and perfect sampling
James P. Hobert, Christian P. Robert
Let X={X_n:n=0,1,2,...} be an irreducible, positive recurrent Markov chain with invariant probability measure π. We show that if X satisfies a one-step minorization condition, then…
math.PR2004★ 7 cited
Moderate deviations for particle filtering
R. Douc, A. Guillin, J. Najim
Consider the state space model (X_t,Y_t), where (X_t) is a Markov chain, and (Y_t) are the observations. In order to solve the so-called filtering problem, one has to compute L(X_t…