# zbMATH — the first resource for mathematics

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 Documents Indexed: 24 Publications since 2006, including 2 Books
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#### Co-Authors

 0 single-authored 15 Cérou, Frédéric 4 Jégou, Nicolas 4 Matzner-Løber, Eric 4 Rousset, Mathias 3 Biau, Gérard 2 Cornillion, Pierre-André 2 Del Moral, Pierre 2 Delyon, Bernard 2 Hengartner, Nick 2 Husson, François 2 Josse, Julie 2 Kloareg, Maela 2 Rouvière, Laurent 1 Caron, Virgile 1 Chopin, Nicolas 1 Furon, Teddy 1 Gadat, Sébastien 1 Guedj, Benjamin 1 Hengartner, Nicolas W. 1 Lelièvre, Tony 1 Malrieu, Florent 1 Munoz Zuniga, Miguel 1 Németh, Alexandre B. 1 Németh, Sándor Zoltán 1 Rubinstein, Reuven Y. 1 Touchette, Hugo 1 Tuffin, Bruno 1 Vaisman, Radislav 1 Vernet, Elodie
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#### Serials

 3 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 2 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings 2 Journal of Machine Learning Research (JMLR) 1 IEEE Transactions on Information Theory 1 Journal of Statistical Physics 1 Applied Mathematics and Computation 1 Applied Mathematics and Optimization 1 Stochastic Analysis and Applications 1 The Annals of Applied Probability 1 Theory of Probability and Mathematical Statistics 1 Chaos 1 Stochastic Models 1 ALEA. Latin American Journal of Probability and Mathematical Statistics 1 Statistics and Computing 1 SIAM/ASA Journal on Uncertainty Quantification 1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys
all top 5

#### Fields

 16 Statistics (62-XX) 11 Probability theory and stochastic processes (60-XX) 11 Numerical analysis (65-XX) 5 Statistical mechanics, structure of matter (82-XX) 4 Computer science (68-XX) 2 Operator theory (47-XX) 1 Potential theory (31-XX) 1 Operations research, mathematical programming (90-XX) 1 Biology and other natural sciences (92-XX)

#### Citations contained in zbMATH Open

18 Publications have been cited 225 times in 158 Documents Cited by Year
Adaptive multilevel splitting for rare event analysis. Zbl 1220.65009
2007
A nonasymptotic theorem for unnormalized Feynman-Kac particle models. Zbl 1233.60047
Cérou, F.; Del Moral, P.; Guyader, A.
2011
Sequential Monte Carlo for rare event estimation. Zbl 1252.62083
Cérou, Frédéric; Del Moral, Pierre; Furon, Teddy; Guyader, Arnaud
2012
Nearest neighbor classification in infinite dimension. Zbl 1187.62115
2006
Rates of convergence of the functional $$k$$-nearest neighbor estimate. Zbl 1366.62080
Biau, Gérard; Cérou, Frédéric; Guyader, Arnaud
2010
New insights into approximate Bayesian computation. Zbl 1307.62012
Biau, Gérard; Cérou, Frédéric; Guyader, Arnaud
2015
Simulation and estimation of extreme quantiles and extreme probabilities. Zbl 1227.62034
Guyader, Arnaud; Hengartner, Nicolas; Matzner-Løber, Eric
2011
On the rate of convergence of the bagged nearest neighbor estimate. Zbl 1242.62025
Biau, Gérard; Cérou, Frédéric; Guyader, Arnaud
2010
A geometrical approach to iterative isotone regression. Zbl 1364.62094
Guyader, Arnaud; Jégou, Nicolas; Németh, Alexander B.; Németh, Sándor Z.
2014
On the asymptotic normality of adaptive multilevel splitting. Zbl 1412.82029
Cérou, Frédéric; Delyon, Bernard; Guyader, Arnaud; Rousset, Mathias
2019
On the length of one-dimensional reactive paths. Zbl 1288.60047
Cérou, Frédéric; Guyader, Arnaud; Leliévre, Tony; Malrieu, Florent
2013
Adaptive multilevel splitting: historical perspective and recent results. Zbl 1417.65024
Cérou, Frédéric; Guyader, Arnaud; Rousset, Mathias
2019
Fluctuation analysis of adaptive multilevel splitting. Zbl 1362.65018
2016
Adaptive particle techniques and rare event estimation. Zbl 1359.62352
2007
A central limit theorem for Fleming-Viot particle systems. Zbl 1447.82021
Cérou, Frédéric; Delyon, Bernard; Guyader, Arnaud; Rousset, Mathias
2020
On the use of smoothing to improve the performance of the splitting method. Zbl 1236.65064
2011
Some recent results in rare event estimation. Zbl 1329.65006
Caron, Virgile; Guyader, Arnaud; Zuniga, Miguel Munoz; Tuffin, Bruno
2014
On the mutual nearest neighbors estimate in regression. Zbl 1318.62132
2013
A central limit theorem for Fleming-Viot particle systems. Zbl 1447.82021
Cérou, Frédéric; Delyon, Bernard; Guyader, Arnaud; Rousset, Mathias
2020
On the asymptotic normality of adaptive multilevel splitting. Zbl 1412.82029
Cérou, Frédéric; Delyon, Bernard; Guyader, Arnaud; Rousset, Mathias
2019
Adaptive multilevel splitting: historical perspective and recent results. Zbl 1417.65024
Cérou, Frédéric; Guyader, Arnaud; Rousset, Mathias
2019
Fluctuation analysis of adaptive multilevel splitting. Zbl 1362.65018
2016
New insights into approximate Bayesian computation. Zbl 1307.62012
Biau, Gérard; Cérou, Frédéric; Guyader, Arnaud
2015
A geometrical approach to iterative isotone regression. Zbl 1364.62094
Guyader, Arnaud; Jégou, Nicolas; Németh, Alexander B.; Németh, Sándor Z.
2014
Some recent results in rare event estimation. Zbl 1329.65006
Caron, Virgile; Guyader, Arnaud; Zuniga, Miguel Munoz; Tuffin, Bruno
2014
On the length of one-dimensional reactive paths. Zbl 1288.60047
Cérou, Frédéric; Guyader, Arnaud; Leliévre, Tony; Malrieu, Florent
2013
On the mutual nearest neighbors estimate in regression. Zbl 1318.62132
2013
Sequential Monte Carlo for rare event estimation. Zbl 1252.62083
Cérou, Frédéric; Del Moral, Pierre; Furon, Teddy; Guyader, Arnaud
2012
A nonasymptotic theorem for unnormalized Feynman-Kac particle models. Zbl 1233.60047
Cérou, F.; Del Moral, P.; Guyader, A.
2011
Simulation and estimation of extreme quantiles and extreme probabilities. Zbl 1227.62034
Guyader, Arnaud; Hengartner, Nicolas; Matzner-Løber, Eric
2011
On the use of smoothing to improve the performance of the splitting method. Zbl 1236.65064
2011
Rates of convergence of the functional $$k$$-nearest neighbor estimate. Zbl 1366.62080
Biau, Gérard; Cérou, Frédéric; Guyader, Arnaud
2010
On the rate of convergence of the bagged nearest neighbor estimate. Zbl 1242.62025
Biau, Gérard; Cérou, Frédéric; Guyader, Arnaud
2010
Adaptive multilevel splitting for rare event analysis. Zbl 1220.65009
2007
Adaptive particle techniques and rare event estimation. Zbl 1359.62352
2007
Nearest neighbor classification in infinite dimension. Zbl 1187.62115
2006
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#### Cited by 264 Authors

 15 Jasra, Ajay 13 Guyader, Arnaud 10 Del Moral, Pierre 8 Cérou, Frédéric 8 Vieu, Philippe 8 Whiteley, Nick 5 Bréhier, Charles-Edouard 5 Kantas, Nikolas 5 Németh, Sándor Zoltán 5 Rousset, Mathias 4 Cuevas, Antonio 4 Lee, Anthony J. T. 3 Aneiros-Pérez, Germán 3 Beskos, Alexandros 3 Biau, Gérard 3 Bouchet, Freddy 3 Cadre, Benoît 3 Fraiman, Ricardo 3 Gadat, Sébastien 3 Laloë, Thomas 3 Lelièvre, Tony 3 Ling, Nengxiang 3 Papaioannou, Iason 3 Persing, Adam 3 Prangle, Dennis 3 Simonnet, Eric 3 Zhou, Yan 2 Alexakis, Alexandros 2 Bect, Julien 2 Botev, Zdravko I. 2 Caron, Virgile 2 Cholaquidis, Alejandro 2 Chopin, Nicolas 2 Crisan, Dan O. 2 Dedecius, Kamil 2 Delyon, Bernard 2 Doucet, Arnaud 2 Forzani, Liliana 2 Grafke, Tobias 2 Heine, Kari 2 Jenkins, Paul A. 2 Johansen, Adam M. 2 Kamatani, Kengo 2 Koskela, Jere 2 Kypraios, Theodore 2 Laksaci, Ali 2 Lestang, Thibault 2 Llop, Pamela 2 Marteau, Clément 2 Matzner-Løber, Eric 2 Nemoto, Takahiro 2 Novo, Silvia 2 Pestov, Vladimir G. 2 Rachdi, Mustapha 2 Robert, Christian P. Robert 2 Rolland, Joran 2 Rubinstein, Reuven Y. 2 Samworth, Richard J. 2 Spanò, Dario 2 Touchette, Hugo 2 Ullmann, Elisabeth 2 Vanden-Eijnden, Eric 2 Vazquez, Emmanuel 2 Walter, Clément 2 Younso, Ahmad 2 Zhang, Guohan 1 Almanjahie, Ibrahim M. 1 Aristoff, David 1 Arnolds, Ines Verena 1 Athey, Susan 1 Auffray, Yves 1 Bachoc, François 1 Bachouch, Achref 1 Baíllo, Amparo 1 Bakhtin, Yuri Yu. 1 Barber, Stuart 1 Barbillon, Pierre 1 Barrios, Jorge 1 Baudel, Manon 1 Berglund, Nils 1 Berrett, Thomas B. 1 Bertail, Patrice 1 Bertin, Karine 1 Betz, Wolfgang 1 Bisewski, Krzysztof 1 Bongiorno, Enea G. 1 Broniatowski, Michel 1 Buckwar, Evelyn 1 Burba, Florent 1 Cabras, Stefano 1 Campbell, David A. 1 Cannings, Timothy Ivor 1 Castellanos Nueda, Maria Eugenia 1 Celisse, Alain 1 Chagny, Gaëlle 1 Champagnat, Nicolas 1 Chaudru de Raynal, P. E. 1 Chikr Elmezouar, Zouaoui 1 Clémençon, Stéphan 1 Collins, Benoît ...and 164 more Authors
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#### Cited in 71 Serials

 11 Statistics and Computing 7 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 5 The Annals of Statistics 5 Statistics & Probability Letters 5 Stochastic Processes and their Applications 5 Computational Statistics and Data Analysis 5 Chaos 5 Methodology and Computing in Applied Probability 5 SIAM/ASA Journal on Uncertainty Quantification 4 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 4 Bernoulli 4 Electronic Journal of Statistics 4 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys 3 Journal of Computational Physics 3 Journal of Fluid Mechanics 3 Journal of Statistical Physics 3 Journal of Multivariate Analysis 3 Stochastic Analysis and Applications 3 The Annals of Applied Probability 3 SIAM Journal on Scientific Computing 2 Advances in Applied Probability 2 Applied Mathematics and Optimization 2 Statistics 2 Probability Theory and Related Fields 2 International Journal of Adaptive Control and Signal Processing 2 Journal of Global Optimization 2 Computational Statistics 2 Linear Algebra and its Applications 2 Test 2 Mathematical Methods of Statistics 2 Statistical Papers 2 Journal of Nonparametric Statistics 2 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings 2 Journal of Statistical Mechanics: Theory and Experiment 1 Computers & Mathematics with Applications 1 Computer Methods in Applied Mechanics and Engineering 1 Mathematical Biosciences 1 Scandinavian Journal of Statistics 1 Bulletin of Mathematical Biology 1 Biometrical Journal 1 Biometrics 1 Journal of the American Statistical Association 1 Journal of Applied Probability 1 Journal of Econometrics 1 Journal of Optimization Theory and Applications 1 Journal of Statistical Planning and Inference 1 Mathematics and Computers in Simulation 1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 1 Statistical Science 1 Journal of Scientific Computing 1 Annals of Operations Research 1 Designs, Codes and Cryptography 1 Journal of Statistical Computation and Simulation 1 SIAM Journal on Mathematical Analysis 1 SIAM Review 1 Theory of Probability and Mathematical Statistics 1 INFORMS Journal on Computing 1 Brazilian Journal of Probability and Statistics 1 Stochastic Models 1 Journal of Machine Learning Research (JMLR) 1 Comptes Rendus. Mathématique. Académie des Sciences, Paris 1 SORT. Statistics and Operations Research Transactions 1 Acta Numerica 1 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis 1 Journal of Biological Dynamics 1 ALEA. Latin American Journal of Probability and Mathematical Statistics 1 Advances in Data Analysis and Classification. ADAC 1 Statistical Analysis and Data Mining 1 Statistics Surveys 1 Journal of Theoretical Biology 1 Bayesian Analysis
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#### Cited in 24 Fields

 102 Statistics (62-XX) 64 Probability theory and stochastic processes (60-XX) 59 Numerical analysis (65-XX) 15 Statistical mechanics, structure of matter (82-XX) 11 Computer science (68-XX) 10 Operations research, mathematical programming (90-XX) 8 Systems theory; control (93-XX) 6 Biology and other natural sciences (92-XX) 4 Partial differential equations (35-XX) 3 Dynamical systems and ergodic theory (37-XX) 3 Operator theory (47-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 3 Fluid mechanics (76-XX) 2 Ordinary differential equations (34-XX) 2 Integral equations (45-XX) 2 Mechanics of deformable solids (74-XX) 2 Quantum theory (81-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 History and biography (01-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Potential theory (31-XX) 1 Integral transforms, operational calculus (44-XX) 1 General topology (54-XX) 1 Information and communication theory, circuits (94-XX)