181 citations · 446 across the 49 of their papers we have counts for
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math.ST2020★ 19 cited
On the Mathematical Theory of Ensemble (Linear-Gaussian) Kalman-Bucy Filtering
Adrian N. Bishop, Pierre Del Moral
The purpose of this review is to present a comprehensive overview of the theory of ensemble Kalman-Bucy filtering for continuous-time, linear-Gaussian signal and observation models…
stat.ME2020
Stochastic Epidemic Models inference and diagnosis with Poisson Random Measure Data Augmentation
Benjamin Nguyen-Van-Yen, Pierre Del Moral, Bernard Cazelles
We present a new Bayesian inference method for compartmental models that takes into account the intrinsic stochasticity of the process. We show how to formulate a SIR-type Markov j…