• "Conditioning diffusions with respect to incomplete observations"
    with Jean-Louis Marchand
    Statistical Inference for Stochastic Processes, 2023. Article

  • "Boundedness of the Optimal State Estimator Rejecting Unknown Inputs"
    with Qinghua Zhang
    IEEE AC, 2022. Article

  • "Safe adaptive importance sampling: A mixture approach"
    with F. Portier
    Annals of Statistics, Vol. 49, No. 2, 885-917, 2020. Arxiv pdf

  • "A Central Limit Theorem for Fleming-Viot Particle Systems"
    with F. Cérou , A. Guyader, M. Rousset
    Annales I.H.P. (B), 2020. pdf

  • "Robust Model Selection in 2D Parametric Motion Estimation"
    with P. Bouthemy, B. M. Toledo-Acosta
    Journal of Mathematical Imaging and Vision, 2019. pdf

  • "On the Asymptotic Normality of Adaptive Multilevel Splitting"
    with F. Cérou , A. Guyader, M. Rousset
    SIAM/ASA J. Uncertainty Quantification, 7(1), 1–30, 2019. pdf

  • "Time-change models for asymmetric processes"
    with P. Aillot, V. Monbet, N.Raillard
    Scandinavian Journal of Statistics, Nov. 2019. pdf

  • "Mixing properties and central limit theorem for associated point processes"
    with A. Poinas, F. Lavancier,
    Bernoulli, 25(3), pp. 1724–1754, 2019. pdf

  • "Integral estimation based on Markovian design",
    with R. Azaïs, F. Portier,
    Advances in Applied Probability, 50.3, pp. 833-857, Sept. 2018. pdf1, pdf2

  • "Asymptotic optimality of adaptive importance sampling"
    with F. Portier,
    NIPS 2018. Arxiv pdf (Different title).

  • "Investigation of asymmetry in E. coli growth rate. CSBIGS"
    with B. De Saporta, N. Krell, L. Robert
    Case Studies in Business, Industry and Government Statistics, 2018. pdf

  • "Convergence rate of the powers of an operator. Applications to stochastic systems"
    Bernoulli, 2017, Vol. 23, No. 4A, 2129-2180. pdf.

  • Concentration inequalities for sums and martingales
    with B. Bercu, E. Rio
    Springer, 2016.

  • "Integral approximation by kernel smoothing"
    with F. Portier
    Bernoulli 22(4), 2177-2208, 2016. pdf.

  • "Exponential inequalities for dependent processes"
    Preprint, 2015.

  • "Bootstrap testing ofthe rank of a matrix via least-squared constrained estimation"
    with F. Portier
    J. Amer. Statist. Assoc., 109(505):160-172, 2014. pdf

  • "Optimal transformation: A new approach for covering the central subspace"
    with F. Portier
    Journal of Multivariate Analysis, March 2013. pdf

  • "On a model selection problem from high-dimensional sample covariance matrices"
    with J. Yao, J. Chen
    Journal of Multivariate Analysis, 2011.

  • "Concentration inequalities for the spectral measure of random matrices"
    Electronic Communications in Probability, 549-562,2010. pdf

  • "Exponential inequalities for sums of weakly dependent variables"
    Electronic Journal of Probability, 752-779,2009. pdf

  • "Simulation of conditioned diffusions and applications to parameter estimation"
    with Y. Hu
    Stochastic  Processes and Applications, 116 (2006), 1660-1675 pdf.

  • "Moderate deviation principle for ergodic Markov chain. Lipschitz summands"
    with A. Juditsky, R. Liptser
    From stochastic calculus to mathematical finance, 189--209, Springer, 2006. Preprint

  • "On the spectral distribution of Gaussian random matrices"
    with J. Yao
    Acta Math. Appl. Sin. Engl. Ser. 22 (2006), no. 2, 297--312.

  • "Convex domains and K-spectral sets"
    with C. Badea , M. Crouzeix
    Mathematische Zeitschrift, August 2005. Preprint

  • "Some estimates for analytic functions of bounded operators with given numerical range"
    with M. Crouzeix
    ICIAM, Sydney, 2003. psfile

  • "Lp solutions of backward stochastic differential equations"
    with Ph. Briand, Y. Hu, E. Pardoux, L. Stoica
    Stochastic Process. Appl. 108 (2003), no. 1, 109--129.

  • "The solutions to BSDEs with terminal condition in L1"
    3rd Coll. on BSDEs Finance and Appl., Weihai, 2002. psfile

  • "On the robustness of backward stochastic differential equations"
    with Ph. Briand, J. Mémin
    Stochastic Process. Appl. 97 (2002), 229-253. pdf

  • "Donsker-type Theorem for BSDEs''
    with Ph. Briand, J. Mémin
    Electron. Comm. Probab. , 2001. pdf

  • "A note on uniform observability"
    IEEE Trans. Automat. Control 46 (2001), no. 8, 1326--1327. pdf

  • "On minimax identification of nonparametric autoregressive models"
    with A. Juditsky
    Probab. Theory Related Fields 116 (2000), no. 1, 21--39. Preprint

  • "Generalization of Von Neumann's spectral sets and integral representation of operators''
    with F. Delyon
    Bull. Soc. Math. Fr., vol 127, No 1, p 25-42, 1999. Preprint

  • "On Small Perturbations of Stable Markov Operators : Unbounded Markov''
    with A. Juditsky
    Th. Prob. Appl., vol 43, No 4, 1999. Preprint

  • "Convergence of a  stochastic approximation version of the EM  algorithm''
    with M. Lavielle , É. Moulines
    The Annals of Statistics, Vol 27, 1999. pdf

  • "On the Computation of Wavelet Coefficients''
    with A. Juditsky
    Journal of Approximation Theory, Vol. 88, No. 1, January 1997. Preprint

  • "On Minimax Wavelet Estimators''
    with A. Juditsky
    Applied Computational Harmonic Analysis, 3, 215-228, 1996. Preprint

  • "Minimal L1 norm reconstruction of oversampled signals''
    with J.J. Fuchs
    IEEE-IT, Vol. 46 (2000), No 4, p. 1666-1672. Preprint

  • "General results on the Convergence of Stochastic Algorithms''
    IEEE-A.C., Vol. 41, No. 9, p.1245-1255,sept 1996.  Preprint

  • "Remarks on linear and nonlinear filtering"
    IEEE-I.T., Vol. 41, No. 1, pp. 317-322, Jan. 1995.  pdf