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Articles in Journal

  1. Alexandre Lepoutre, Olivier Rabaste and François Le Gland, Multitarget likelihood for track-before-detect applications with amplitude fluctuations of type Swerling 0, 1 and 3, IEEE Transactions on Aerospace and Electronic Systems, AES-52, 3, pp. 1089-1107, June 2016.
  2. Paul Bui Quang, Christian Musso and François Le Gland, Sequential Monte Carlo and the Laplace methods for Bayesian filtering. Application to target tracking, IEEE Transactions on Aerospace and Electronic Systems, AES-52, 1, pp. 350-366, February 2016.
  3. Damien Jacquemart, Jérôme Morio and François Le Gland, Some ideas for bias and variance reduction in the splitting algorithm for diffusion processes, Journal of Computational Science, 11, pp. 58-68, November 2015.
  4. Rudy Pastel, Jérôme Morio and François Le Gland, Extreme density level set estimation for input-output functions via the adaptive splitting technique, Journal of Computational Science, 6, pp. 40-46, January 2015.
  5. Rudy Pastel, Jérôme Morio and François Le Gland, Improvement of satellite conflict prediction reliability through use of the adaptive splitting technique, Journal of Aerospace Engineering, 228, 1, pp. 77-85, January 2014.
  6. Jérôme Morio, Rudy Pastel and François Le Gland, Missile target accuracy estimation with importance splitting, Aerospace Science and Technology, 25, pp. 40-44, March 2013.
  7. Jaroslav Krystul, François Le Gland and Pascal Lezaud, Sampling per mode for rare event simulation in switching diffusions, Stochastic Processes and their Applications, 122, 7, pp. 2639-2667, July 2012.
  8. Jérôme Morio, Rudy Pastel and François Le Gland, Estimation de probabilités et de quantiles rares pour la caractérisation d'une zone de retombée d'un engin, Journal de la Société Française de Statistique, 152, 4, pp. 1-29, 2011.
  9. Jérôme Morio, Rudy Pastel and François Le Gland, An overview of importance splitting for rare event simulation, European Journal of Physics, 31, 5, pp. 1295-1303, September 2010 [PDF file 378 kb].
  10. François Le Gland, Combined use of importance weights and resampling weights in sequential Monte Carlo methods, ESAIM: Proceedings, 19, Sequential Monte Carlo Methods: Filtering and Other Applications, pp. 85-100, 2007 [PDF file 219 kb, updated version December 18, 2007].
  11. Frédéric Cérou, Pierre Del Moral, François Le Gland and Pascal Lezaud, Genetic genealogical model in rare event analysis, ALEA, Latin American Journal of Probability and Mathematical Statistics, 1, pp. 181-203, 2006 [PDF file 248 kb].
  12. François Le Gland and Nadia Oudjane, Stability and uniform approximation of nonlinear filters using the Hilbert metric, and application to particle filters, The Annals of Applied Probability, 14, 1, pp. 144-187, February 2004 [PDF file 328 kb].
  13. François Le Gland and Nadia Oudjane, A robustification approach to stability and to uniform particle approximation of nonlinear filters: the example of pseudo-mixing signals, Stochastic Processes and their Applications, 106, 2, pp. 279-316, August 2003 [PDF file 336 kb].
  14. Marc Joannides and François Le Gland, Small noise asymptotics of the Bayesian estimator in nonidentifiable models, Statistical Inference for Stochastic Processes, 5, 1, pp. 95-130, 2002 [PDF file 238 kb].
  15. Fabien Campillo, Yurii Kutoyants and François Le Gland, Small noise asymptotics of the GLR test for off-line change detection in misspecified diffusion processes, Stochastics and Stochastics Reports, 70, 1-2, pp. 109-129, 2000 [scanned PDF file 848 kb].
  16. François Le Gland and Laurent Mevel, Exponential forgetting and geometric ergodicity in hidden Markov models, Mathematics of Control, Signals and Systems, 13, 1, pp. 63-93, 2000 [PDF file 287 kb].
  17. François Le Gland and Laurent Mevel, Basic properties of the projective product, with application to products of column-allowable nonnegative matrices, Mathematics of Control, Signals and Systems, 13, 1, pp. 41-62, 2000 [PDF file 194 kb].
  18. Damiano Brigo, Bernard Hanzon and François Le Gland, Approximate nonlinear filtering by projection on exponential manifolds of densities, Bernoulli, 5, 3, pp. 495-543, 1999 [PDF file 1350 kb].
  19. Damiano Brigo, Bernard Hanzon and François Le Gland, A differential geometric approach to nonlinear filtering: the projection filter, IEEE Transactions on Automatic Control, AC-43, 2, pp. 247-252, 1998.
  20. Matthew James, Vikram Krishnamurthy and François Le Gland, Time discretization of continuous-time filters and smoothers for HMM parameter estimation, IEEE Transactions on Information Theory, IT-42, 2, pp. 593-605, 1996. [PDF file 1616 kb].
  21. Matthew James and François Le Gland, Consistent parameter estimation for partially observed diffusions with small noise, Applied Mathematics & Optimization, 32, 1, pp. 47-72, 1995. [PDF file 880 kb].
  22. Patrick Florchinger and François Le Gland, Time discretization of the Zakai equation for diffusion processes observed in correlated noise, Stochastics and Stochastics Reports, 35, 4, pp. 233-256, 1991 [scanned PDF file 1016 kb].
  23. Fabien Campillo and François Le Gland, MLE for partially observed diffusions: direct maximization vs. the EM algorithm, Stochastic Processes and their Applications, 33, 2, pp. 245-274, 1989 [scanned PDF file 1352 kb].


Articles in Book, Edited Volume, etc.

  1. Yannick Kenné, François Le Gland, Christian Musso, Sébastien Paris, Yannick Glemarec and Émile Vasta, Simulation-based algorithms for the optimization of sensor deployment, in 3rd International Conference on Modelling, Computation and Optimization in Information Systems and Management Sciences, Metz, May 11-13, 2015, Hoai An Le Thi, Tao Pham Dinh and Ngoc Thanh Nguyen, editors, Advances in Intelligent Systems and Computing 360, pp. 261-272, Springer, Cham, 2015.
  2. Mathieu Chouchane, Sébastien Paris, François Le Gland and Mustapha Ouladsine, Splitting method for spatio-temporal sensors deployment in underwater systems, in 12th European Conference on Evolutionary Computation in Combinatorial Optimisation, Malaga, April 11-13, 2012, Jin-Kao Hao and Martin Middendorf, editors, Lecture Notes in Computer Science 7245, pp. 243-254, Springer, Berlin, 2012.
  3. François Le Gland, Valérie Monbet and Vu-Duc Tran, Large sample asymptotics for the ensemble Kalman filter, in Handbook on Nonlinear Filtering, Dan Crişan and Boris Rozovskii, editors, pp. 598-631, Oxford University Press, Oxford, 2011.
  4. Pierre L'Ecuyer, François Le Gland, Pascal Lezaud and Bruno Tuffin, Splitting techniques, in Rare Event Simulation using Monte Carlo Methods, Gerardo Rubino and Bruno Tuffin, editors, pp. 39-61, John Wiley & Sons, Chichester, 2009.
  5. François Le Gland and Nadia Oudjane, A sequential particle algorithm that keeps the particle system alive, in Stochastic Hybrid Systems: Theory and Safety Critical Applications, Henk Blom and John Lygeros, editors, Lecture Notes in Control and Information Sciences 337, pp. 351-389, Springer, Berlin, 2006 [PDF file 680 kb].
  6. François Le Gland and Bo Wang, Asymptotic normality in partially observed diffusions with small noise: Application to FDI, in Workhop on Stochastic Theory and Control, in honor of Tyrone Duncan's 60th anniversary, University of Kansas, October 18-20, 2001, Bozenna Pasik-Duncan, editor, Lecture Notes in Control and Information Sciences 280, pp. 267-282, Springer, Berlin, 2002 [PDF file 416 kb].
  7. Christian Musso, Nadia Oudjane and François Le Gland, Improving regularized particle filters, in Sequential Monte Carlo Methods in Practice, Arnaud Doucet, Nando De Freitas and Neil Gordon, editors, Statistics for Engineering and Information Science, pp. 247-271, Springer, New York, 2001 [preprint: gzipped PostScript file 264 kb].
  8. Frédéric Cérou, François Le Gland and Nigel J. Newton, Stochastic particle methods for linear tangent filtering equations, in Optimal Control and PDE's - Innovations and Applications, in honor of Alain Bensoussan's 60th anniversary, José-Luis Menaldi, Edmundo Rofman and Agnès Sulem, editors, pp. 231-240, IOS Press, Amsterdam, 2001 [preprint: gzipped PostScript file 78 kb].
  9. Matthew James and François Le Gland, Numerical approximation for nonlinear filtering and finite-time observers, in US-French Workshop on Applied Stochastic Analysis, Rutgers University, April 29-May 2, 1991, Iannis Karatzas and Daniel L. Ocone, editors, Lecture Notes in Control and Information Sciences 177, pp. 159-175, Springer Verlag, Berlin, 1992 [PDF file 808 kb].
  10. Patrick Florchinger and François Le Gland, Particle approximation for first-order SPDE's, in US-French Workshop on Applied Stochastic Analysis, Rutgers University, April 29-May 2, 1991, Iannis Karatzas and Daniel L. Ocone, editors, Lecture Notes in Control and Information Sciences 177, pp. 121-133, Springer Verlag, Berlin, 1992 [PDF file 448 kb].
  11. François Le Gland, Splitting-up approximation for SPDE's and SDE's with application to nonlinear filtering, in IFIP WG 7-1 International Conference on Stochastic Partial Differential Equations and Their Applications, University of North Carolina at Charlotte, May 6-8, 1991, Boris L. Rozovskii and Richard B. Sowers, editors, Lecture Notes in Control and Information Sciences 176, pp. 177-187, Springer Verlag, Berlin, 1992 [PDF file 480 kb].
  12. Matthew James and François Le Gland, Consistent parameter estimation for partially observed diffusions with small noise, in Workshop on Applied Stochastic Analysis, Imperial College, London, April 5-7, 1989, Mark H. A. Davis and Robert J. Elliott, editors, Stochastics Monographs 5, pp. 561-568, Gordon and Breach, New York, 1991.
  13. Patrick Florchinger and François Le Gland, Time-discretization of the Zakai equation for diffusion processes observed in correlated noise, in 9th International Conference on Analysis and Optimization of Systems, Antibes, June 12-15, 1990, Alain Bensoussan and Jacques-Louis Lions, editors, Lecture Notes in Control and Information Sciences 144, pp. 228-237, Springer Verlag, Berlin, 1990.
  14. Fabien Campillo, François Le Gland and Étienne Pardoux, Approximation of a stochastic ergodic control problem, in New Trends in Nonlinear Control Theory, Nantes, June 13-17, 1988, Jacques Descusse, Michel Fliess, Alberto Isidori and Daniel Leborgne, editors, Lecture Notes in Control and Information Sciences 122, pp. 379-395, Springer Verlag, Berlin, 1989 [PDF file 632 kb].
  15. François Le Gland, Nonlinear filtering equation and a problem of parametric estimation, in Stochastic Systems: The Mathematics of Filtering and Identification, Les Arcs, June 22-July 5, 1988, Michel Hazewinkel and Jan C. Willems, editors, NATO ASI Series. Sub-Series C: Mathematical & Physical Sciences, pp. 613-620, D. Reidel, Dordrecht, 1981.


Articles in Conference Proceedings

  1. Kersane Zoubert-Ousseni, Christophe Villien and François Le Gland, Post-processing optimization of piecewise indoor trajectories based on IMU and RSS measurements, Proceedings of the 8th International Conference on Indoor Positioning and Indoor Navigation, Sapporo, September 18-21, 2017.
  2. Kersane Zoubert-Ousseni, Christophe Villien and François Le Gland, Comparison of post-processing algorithms for indoor navigation trajectories, Proceedings of the 7th International Conference on Indoor Positioning and Indoor Navigation, Alcalá de Henares, October 4-7, 2016.
  3. Paul Bui Quang, Christian Musso and François Le Gland, The Kalman Laplace filter: a new deterministic algorithm for nonlinear Bayesian filtering, Proceedings of the 18th International Conference on Information Fusion, Washington DC, July 6-9, 2015.
  4. Damien Jacquemart, François Le Gland and Jérôme Morio, A combined importance splitting and sampling algorithm for rare event estimation, Proceedings of the 2013 Winter Simulation Conference, Washington DC, December 8-11, 2013.
  5. Anindya Goswami and François Le Gland, Marginalization for rare event simulation in switching diffusions, Proceedings of the International Conference on Mathematical Techniques in Engineering Applications, Dehradun, October 24-25, 2013.
  6. Alexandre Lepoutre, Olivier Rabaste and François Le Gland, Filtres particulaires en contexte track-before-detect en présence de fluctuations d'amplitude de type Swerling 1 et 3, [in French] Actes du 25ème Colloque GRETSI sur le Traitement du Signal et des Images, Brest, September 3-6, 2013.
  7. Alexandre Lepoutre, Olivier Rabaste and François Le Gland, Exploiting amplitude spatial coherence for multi-target particle filter in track-before-detect, Proceedings of the 16th International Conference on Information Fusion, Istanbul, July 10-13, 2013, pp 319-326.
  8. Alexandre Lepoutre, Olivier Rabaste and François Le Gland, A particle filter for target arrival detection and tracking in track-before-detect, Proceedings of the 7th Sensor Data Fusion Workshop, Bonn, September 4-6, 2012.
  9. Paul Bui Quang, Christian Musso and François Le Gland, Multidimensional Laplace formulas for nonlinear Bayesian estimation, Proceedings of the 20th European Signal Processing Conference, Bucharest, August 27-31, 2012.
  10. Alexandre Lepoutre, Olivier Rabaste and François Le Gland, Optimized instrumental density for particle filter in track-before-detect, Proceedings of the 9th IET Data Fusion & Target Tracking Conference, London, May 16-17, 2012.
  11. Mélanie Bocquel, Alexandre Lepoutre, Olivier Rabaste and François Le Gland, Optimisation d'un filtre particulaire en contexte track-before-detect (TBD), [in French] Actes du 23ème Colloque GRETSI sur le Traitement du Signal et des Images, Bordeaux, September 5-8, 2011.
  12. Mathieu Chouchane, Sébastien Paris, François Le Gland, Christian Musso and Dinh-Tuan Pham, On the probability distribution of a moving target. Asymptotic and non-asymptotic results, Proceedings of the 14th International Conference on Information Fusion, Chicago, July 5-8, 2011, pp. 94-101 [PDF file 445 kb].
  13. Christian Musso, Paul Bui Quang and François Le Gland, Introducing the Laplace approximation in particle filtering, Proceedings of the 14th International Conference on Information Fusion, Chicago, July 5-8, 2011, pp. 290-297 [PDF file 446 kb].
  14. Paul Bui Quang, Christian Musso and François Le Gland, An insight into the issue of dimensionality in particle filtering, Proceedings of the 13th International Conference on Information Fusion, Edinburgh, July 27-29, 2010 [PDF file 183 kb].
  15. Nordine El Baraka and François Le Gland, Bayesian terrain-aided inertial navigation using an airborne laser scanner, Proceedings of the 2010 ION International Technical Meeting, San Diego, January 25-27, 2010.
  16. Damien Kubrak, François Le Gland, Liyun He and Yann Oster, Multi-sensor fusion for localization: concept and simulation results, Proceedings of the 2009 ION Conference on Global Navigation Satellite Systems, Savannah, September 22-25, 2009 [PDF file 3273 kb].
  17. Élise Arnaud and François Le Gland, SMC with adaptive resampling: large sample asymptotics, Proceedings of the 2009 IEEE Workshop on Statistical Signal Processing, Cardiff, August 31-September 3, 2009, pp. 481-484 [PDF file 109 kb].
  18. Pierre Blanchart, Liyun He and François Le Gland, Information fusion for indoor localization, Proceedings of the 12th International Conference on Information Fusion, Seattle, July 6-9, 2009, pp. 2083-2090 [PDF file 929 kb].
  19. Vu-Duc Tran, Valérie Monbet and François Le Gland, Filtre de Kalman d'ensemble et filtres particulaires pour le modèle de Lorenz, [in French] Actes de la Manifestation des Jeunes Chercheurs STIC (MajecSTIC'06), Lorient, November 22-24, 2006.
  20. Frédéric Cérou, Pierre Del Moral, François Le Gland, Arnaud Guyader, Pascal Lezaud and Hélène Topart, Some recent improvements to importance splitting, Proceedings of the 6th International Workshop on Rare Event Simulation, Bamberg, October 9-10, 2006.
  21. Julien Guillet and François Le Gland, Using noisy georeferenced information sources for navigation and tracking, Proceedings of the IEEE Workshop on Nonlinear Statistical Signal Processing - Classical, Unscented and Particle Filtering Methods, Cambridge, September 13-15, 2006 [PDF file 1882 kb].
  22. Qinghua Zhang, Fabien Campillo, Frédéric Cérou and François Le Gland, Nonlinear system fault detection and isolation based on bootstrap particle filters, Proceedings of the joint 44th IEEE Conference on Decision and Control and 8th European Control Conference, Seville, December 12-15, 2005, pp. 3821-3826 [PDF file 176 kb].
  23. Frédéric Cérou, Pierre Del Moral, François Le Gland and Pascal Lezaud, Limit theorems for the multilevel splitting algorithm in the simulation of rare events, Proceedings of the 2005 Winter Simulation Conference, Orlando, December 4-7, 2005, pp. 682-691 [PDF file 280 kb].
  24. François Le Gland and Nadia Oudjane, A sequential particle algorithm that keeps the particle system alive, Proceedings of the 13th European Signal Processing Conference, Antalya, September 4-8, 2005 [preprint: PDF file 64 kb].
  25. Natacha Caylus, Arnaud Guyader, François Le Gland and Nadia Oudjane, Application du filtrage particulaire à l'inférence statistique des HMM, [in French] Actes des XXXVIèmes Journées de Statistique (SFDS'04), Montpellier, May 24-28, 2004 [preprint: PDF file 112 kb].
  26. Natacha Caylus, Arnaud Guyader and François Le Gland, Particle filters for partially observed Markov chains, Proceedings of the 2003 IEEE Workshop on Statistical Signal Processing, Saint Louis, September 29-October 1, 2003, pp. 553-556 [PDF file 216 kb].
  27. François Le Gland, Filtrage particulaire, [in French] Actes du 19ème Colloque GRETSI sur le Traitement du Signal et des Images, Paris, September 8-10, 2003, Volume II, pp. 1-8 [preprint: PDF file 111 kb].
  28. Arnaud Guyader, François Le Gland and Nadia Oudjane, A particle implementation of the recursive MLE for partially observed diffusions, Proceedings of the 13th IFAC / IFORS Symposium on System Identification, Rotterdam, August 27-29, 2003, pp. 1305-1310 [preprint: gzipped PostScript file 40 kb, from the CD-ROM: PDF file 552 kb].
  29. Frédéric Cérou and François Le Gland, Efficient particle methods for residual generation in partially observed SDE's, Proceedings of the 39th IEEE Conference on Decision and Control, Sydney, December 12-15, 2000, pp. 1200-1205 [PDF file 464 kb].
  30. François Le Gland and Nadia Oudjane, Stability and approximation of nonlinear filters using the Hilbert metric, and application to particle filters, Proceedings of the 39th IEEE Conference on Decision and Control, Sydney, December 12-15, 2000, pp. 1585-1590 [PDF file 464 kb].
  31. François Le Gland and Laurent Mevel, Fault detection in HMM's: A local asymptotic approach, Proceedings of the 39th IEEE Conference on Decision and Control, Sydney, December 12-15, 2000, pp. 4686-4690 [PDF file 352 kb].
  32. Yurii Kutoyants, François Le Gland and Rivo Rakotozafy, Identification d'un système non-linéaire partiellement observé par la méthode de la distance minimale, [in French] Actes du 5ème Colloque Africain sur la Recherche en Informatique, Antananarivo, October 12-13, 2000 [preprint: gzipped PostScript file 56 kb].
  33. François Le Gland, Stability and approximation of nonlinear filters: an information theoretic approach, Proceedings of the 38th IEEE Conference on Decision and Control, Phoenix, December 7-10, 1999, pp. 1889-1894 [PDF file from CD-ROM 520 kb].
  34. Vikram Krishnamurthy and François Le Gland, State and parameter estimation from boundary-crossings, Proceedings of the 37th IEEE Conference on Decision and Control, Tampa, December 16-18, 1998, pp. 3954-3959 [PDF file from CD-ROM 464 kb].
  35. François Le Gland, Christian Musso and Nadia Oudjane, An analysis of regularized interacting particle methods in nonlinear filtering, Preprints of the 3rd IEEE European Workshop on Computer-Intensive Methods in Control and Signal Processing, Jiri Rojícek, Markéta Valeckova, Miroslav Kárný and Kevin Warwick, editors, Prague, September 7-9, 1998, pp. 167-174 [preprint: gzipped PostScript file 75 kb].
  36. Damiano Brigo and François Le Gland, A finite dimensional filter with exponential conditional density, Proceedings of the 36th IEEE Conference on Decision and Control, San Diego, December 10-12, 1997, pp. 1643-1644 [PDF file from CD-ROM 232 kb].
  37. Marc Joannides and François Le Gland, Nonlinear filtering with continuous time perfect observations and noninformative quadratic variation, Proceedings of the 36th IEEE Conference on Decision and Control, San Diego, December 10-12, 1997, pp. 1645-1650 [PDF file from CD-ROM 576 kb].
  38. Marc Joannides and François Le Gland, Small noise asymptotics of nonlinear filters with nonobservable limiting deterministic system, Proceedings of the 36th IEEE Conference on Decision and Control, San Diego, December 10-12, 1997, pp. 1663-1668 [PDF file from CD-ROM 600 kb].
  39. François Le Gland and Laurent Mevel, Exponential forgetting and geometric ergodicity in hidden Markov models, Proceedings of the 36th IEEE Conference on Decision and Control, San Diego, December 10-12, 1997, pp. 537-542 [PDF file from CD-ROM 608 kb].
  40. François Le Gland and Laurent Mevel, Recursive identification in hidden Markov models, Proceedings of the 36th IEEE Conference on Decision and Control, San Diego, December 10-12, 1997, pp. 3468-3473 [PDF file from CD-ROM 576 kb].
  41. François Le Gland and Laurent Mevel, Asymptotic properties of the MLE in HMM's , Proceedings of the 4th European Control Conference, Bruxelles, July 1-4, 1997, paper FRA-F6 [preprint: gzipped PostScript file 79 kb].
  42. Damiano Brigo, Bernard Hanzon and François Le Gland, The exponential projection filter and the selection of the exponential family, Proceedings of the 2nd Portuguese Conference on Automatic Control, Porto, September 11-13, 1996, pp. 251-256 [preprint: gzipped PostScript file 48 kb].
  43. Marc Joannides and François Le Gland, Small noise asymptotics of the Bayesian estimator in nonidentifiable nonlinear regressions, Proceedings of the 2nd Portuguese Conference on Automatic Control, Porto, September 11-13, 1996, pp. 257-261 [preprint: gzipped PostScript file 42 kb].
  44. François Le Gland and Laurent Mevel, Recursive identification of HMM's with observations in a finite set, Proceedings of the 34th IEEE Conference on Decision and Control, New Orleans, December 13-15, 1995, pp. 216-221 [PDF file from CD-ROM 464 kb].
  45. Damiano Brigo, Bernard Hanzon and François Le Gland, A differential geometric approach to nonlinear filtering: the projection filter, Proceedings of the 34th IEEE Conference on Decision and Control, New Orleans, December 13-15, 1995, pp. 4006-4011 [PDF file from CD-ROM 576 kb].
  46. Marc Joannides and François Le Gland, Nonlinear filtering with perfect discrete time observations, Proceedings of the 34th IEEE Conference on Decision and Control, New Orleans, December 13-15, 1995, pp. 4012-4017 [PDF file from CD-ROM 528 kb].
  47. Gilbert Damy, Marc Joannides, François Le Gland, Marc Prévosto and Rivo Rakotozafy, Integrated short term navigation of a towed underwater body, Proceedings of Oceans'94, Brest, September 13-15, 1994, volume III, pp. 577-582 [PDF file 408 kb].
  48. Marc Joannides and François Le Gland, Position estimation of a towed underwater body, Proceedings of the 32nd IEEE Conference on Decision and Control, San Antonio, December 15-17, 1993, pp. 1548-1552 [preprint: gzipped PostScript file 39 kb].
  49. Fabien Campillo and François Le Gland, Threshold selection in the GLR test for change detection in partially observed diffusion processes, Proceedings of the 2nd European Control Conference, Groningen, June 28-July 1, 1993, pp. 134-138 [preprint: gzipped PostScript file 35 kb].
  50. Matthew James, Vikram Krishnamurthy and François Le Gland, Time discretization of continuous-time filters for HMM parameter estimation, Proceedings of the 31st IEEE Conference on Decision and Control, Tucson, December 16-18, 1992, pp. 3305-3310.
  51. Fabien Campillo and François Le Gland, Likelihood-based statistics for partially observed diffusion processes, Proceedings of the 1st European Control Conference, Grenoble, July 2-5, 1991, pp. 2290-2295 [preprint: gzipped PostScript file 50 kb].
  52. François Le Gland, Time discretization of nonlinear filtering equations, Proceedings of the 28th IEEE Conference on Decision and Control, Tampa, December 13-15, 1989, pp. 2601-2606 [PDF file 456 kb].
  53. Fabien Campillo and François Le Gland, Application du filtrage non-linéaire en trajectographie passive, [in French] Actes du 12ème Colloque sur le Traitement du Signal et des Images, Juan les Pins, June 12-16, 1989, pp. 197-200 [PDF file from CD-ROM 244 kb].
  54. Antoine Gondel and François Le Gland, Systematic numerical experiments in nonlinear filtering, with automatic FORTRAN code generation, Proceedings of the 25th IEEE Conference on Decision and Control, Athens, December 10-12, 1986, pp. 638-642.
  55. François Le Gland, Monte Carlo methods in nonlinear filtering and importance sampling, Proceedings of the 23rd IEEE Conference on Decision and Control, Las Vegas, December 12-14, 1984, pp. 31-32.


Research Reports

  1. Jaroslav Krystul, François Le Gland and Pascal Lezaud, Sampling per mode for rare event simulation in switching diffusions, RR-7499, INRIA, December 2010 [abstract | PDF file 702 kb].
  2. François Le Gland, Valérie Monbet and Vu-Duc Tran, Large sample asymptotics for the ensemble Kalman filter, RR-7014, INRIA, August 2009 [abstract | PDF file 484 kb].
  3. Frédéric Cérou, Pierre Del Moral, François Le Gland and Pascal Lezaud, Genetic genealogical model in rare event analysis, RR-5878, INRIA, April 2006 [abstract | gzipped PostScript file 218 kb | PDF file 436 kb], also available as PI-1797, IRISA, April 2006 [abstract | gzipped PostScript file 240 kb | PDF file 247 kb].
  4. François Le Gland and Nadia Oudjane, A sequential particle algorithm that keeps the particle system alive, RR-5826, INRIA, February 2006 [abstract | gzipped PostScript file 279 kb | PDF file 436 kb], also available as PI-1783, IRISA, February 2006 [abstract | gzipped PostScript file 307 kb | PDF file 302 kb].
  5. Johann Fichou, François Le Gland and Laurent Mevel, Particle-based methods for parameter estimation and tracking: Numerical experiments, PI-1604, IRISA, February 2004 [abstract | gzipped PostScript file 2032 kb | PDF file 2744 kb].
  6. François Le Gland and Nadia Oudjane, A robustification approach to stability and to uniform particle approximation of nonlinear filters: the example of pseudo-mixing signals, RR-4431, INRIA, March 2002 [abstract | gzipped PostScript file 632 kb | PDF file 440 kb], also available as PI-1451, IRISA, March 2002 [abstract | gzipped PostScript file 576 kb].
  7. François Le Gland and Nadia Oudjane, Stability and uniform approximation of nonlinear filters using the Hilbert metric, and application to particle filters, RR-4215, INRIA, June 2001 [abstract | gzipped PostScript file 201 kb | PDF file 405 kb], also available as PI-1404, IRISA, June 2001 [abstract | gzipped PostScript file 184 kb].
  8. Marc Joannides and François Le Gland, Small noise asymptotics of the Bayesian estimator in nonidentifiable models, RR-3675, INRIA, May 1999 [abstract | gzipped PostScript file 175 kb | PDF file 352 kb], also available as PI-1247, IRISA, April 1999 [abstract | gzipped PostScript file 160 kb], or even better (because of the many mistakes that have been detected in this preliminary version) in final form.
  9. François Le Gland and Laurent Mevel, Geometric ergodicity in hidden Markov models, RR-2991, INRIA, September 1996 [abstract | gzipped PostScript file 220 kb | PDF file 405 kb], also available as PI-1028, IRISA, July 1996 [abstract | gzipped PostScript file 216 kb], see also the errata sheet, updated February 25, 1998.
  10. Damiano Brigo, Bernard Hanzon and François Le Gland, On the relationship between assumed density filters and projection filters, TI 7-96-18, Tinbergen Institute, Amsterdam, February 1996 [gzipped PostScript file 82 kb].
  11. Zhiqiang Cai, François Le Gland and Huilong Zhang, An adaptive local grid refinement method for nonlinear filtering, RR-2679, INRIA, October 1995 [abstract | gzipped PostScript file 876 kb | PDF file 1024 kb], also available as PI-954, IRISA, October 1995 [abstract | gzipped PostScript file 872 kb].
  12. Damiano Brigo, Bernard Hanzon and François Le Gland, A differential geometric approach to nonlinear filtering: the projection filter, RR-2598, INRIA, June 1995 [abstract | gzipped PostScript file 348 kb | PDF file 634 kb], also available as PI-914, IRISA, June 1995 [abstract | gzipped PostScript file 344 kb].
  13. Fabien Campillo, Frédéric Cérou, François Le Gland and Rivo Rakotozafy, Particle and cell approximations for nonlinear filtering, RR-2567, INRIA, June 1995 [abstract | gzipped PostScript file 264 kb | PDF file 409 kb].
  14. Fabien Campillo, Hervé Bernier, Frédéric Cérou, François Le Gland and Rivo Rakotozafy, Parallélisme de données et filtrage non linéaire. Analyse de performance, [in French] RT-167, INRIA, November 1994 [abstract | gzipped PostScript file 139 kb | PDF file 242 kb].
  15. Yurii Kutoyants, François Le Gland and Rivo Rakotozafy, Identification d'un système non-linéaire partiellement observé par la méthode de la distance minimale, [in French] RR-2125, INRIA, December 1993 [abstract | gzipped PostScript file 160 kb | PDF file 398 kb].
  16. Fabien Campillo, François Le Gland and Yurii Kutoyants, Asymptotics of the GLRT for the disorder problem in diffusion processes, RR-1735, INRIA, July 1992 [abstract | gzipped PostScript file 88 kb | PDF file 223 kb].
  17. Patrick Florchinger and François Le Gland, Particle approximation for first-order SPDE's, RR-1502, INRIA, September 1991.
  18. Matthew James and François Le Gland, Consistent parameter estimation for partially observed diffusions with small noise, RR-1223, INRIA, May 1990 [abstract].
  19. Patrick Florchinger and François Le Gland, Time-discretization of the Zakai equation for diffusion processes observed in correlated noise, RR-1222, INRIA, May 1990 [abstract].
  20. Fabien Campillo and François Le Gland, MLE for partially observed diffusions: Direct maximization vs. the EM algorithm, RR-884, INRIA, August 1988.


Supervised PhD Theses

  1. Damien Jacquemart (jointly with Jérôme Morio), Contributions aux méthodes de branchement multi-niveaux pour les évènements rares, et applications au trafic aérien, [in English] Institut Mathématique de Rennes, Université de Rennes 1, December 8, 2014.
  2. Paul Bui Quang (jointly with Christian Musso), Approximation particulaire et méthode de Laplace pour le filtrage bayésien, [in English] Institut Mathématique de Rennes, Université de Rennes 1, July 1, 2013.
  3. Rudy Pastel (jointly with Jérôme Morio), Estimation de probabilités d'évènements rares et de quantiles extrêmes. Applications dans le domaine aérospatial, [in English] Institut Mathématique de Rennes, Université de Rennes 1, February 14, 2012.
  4. Adrien Ickowicz (supervisor Jean-Pierre Le Cadre), Méthodes d'estimation statistique pour le suivi de cibles à l'aide d'un réseau de capteurs, [in French] Université de Rennes 1, May 6, 2010 [résumé / abstract | PDF file 1607 kb].
  5. Francis Céleste (supervisor Jean-Pierre Le Cadre), Cartes incertaines et planification optimale pour la localisation d'un engin autonome, [in French] Université de Rennes 1, February 10, 2010 [résumé / abstract | PDF file 2949 kb].
  6. Vu-Duc Tran (jointly with Valérie Monbet), Assimilation de données : les propriétés asymptotiques du filtre de Kalman d'ensemble, [in French] Université de Bretagne Sud, June 29, 2009 [résumé / abstract | PDF file 3566 kb].
  7. Nadia Oudjane (jointly with Christian Musso), Stabilité et approximation particulaire en filtrage non-linéaire. Application au pistage, [in French] Institut Mathématique de Rennes, Université de Rennes 1, December 18, 2000 [abstract | gzipped PostScript file 1024 kb | PDF file 2104 kb].
  8. Laurent Mevel, Statistique asymptotique pour les modèles de Markov cachés, [in French] Institut Mathématique de Rennes, Université de Rennes 1, November 17, 1997 [abstract | gzipped PostScript file 1752 kb].
  9. Marc Joannides, Navigation intégrée d'un engin sous-marin remorqué. Filtrage non-linéaire des systèmes avec contraintes et/ou mesures parfaites, [partly in French] Centre de Mathématiques et Informatique, Université de Provence, Marseilles, March 27, 1997 [gzipped PostScript file 600 kb], see also the errata sheet, updated February 12, 1998.
  10. Damiano Brigo (supervisors Bernard Hanzon and Jan van Schuppen), Filtering by projection on the manifold of exponential densities, Department of Economics and Econometrics, Vrije Universiteit, Amsterdam, October 29, 1996 [gzipped PostScript file 584 kb].


Lecture Notes

  1. Filtre de Kalman et modèles de Markov cachés, [in French] DEA STIR, Université de Rennes 1, Academic Year 2002-03 [gzipped PostScript file 192 kb].
  2. Numerical methods in nonlinear filtering, Department of Mathematics, USC, Academic Year 1992-93.

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