• "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. Preprint


• "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., vol41, No9, p.1245-1255,sept 1996.  Preprint