- Controlled Sequential Monte Carlo, with J. Heng, A. Bishop and A. Doucet arXiv:1708.08396
- Piecewise Deterministic Markov Chain Monte Carlo, with P. Vanetti, A. Bouchard-Côté, A. Doucet, arXiv:1705.05296
- Exponential Ergodicity of the Bouncy Particle Sampler, with A. Bouchard-Côté and A. Doucet, arXiv:1705.04579
- Which ergodic averages have finite asymptotic variance, with A. Lee, to appear in Ann. Appl. Probab, arXiv:1606.08373
- The Correlated Pseudo-Marginal Method, with A. Doucet and M. Pitt, arXiv:1511.04992.
- Relative Complexity of Random Walks in Random Scenery in the absence of a weak invariance principle for the local times, with Z. Kosloff, Annals of Probability, 45:4, 2505-2532.
- Optimal bounds for the variance of self-intersection local times, with S. Utev, International Journal of Stochastic Analysis, vol. 2016.
- Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator, with A. Doucet, M. Pitt and R. Kohn, Biometrika, (2015) 102 (2): 295-313.
- Variance of sums of functionals of markov chains and processes with normal generator, with M. Peligrad and S. Utev, Electron. J. Probab., 20, 2015.
- Variance of partial sums of stationary sequences, with S. Utev, Ann. Probab., 41: 5, 2013.
- Asymptotic variance of the self-intersections of stable random walks using Darboux-Wiener theory, with S. Utev, Sib. Math. J., 52:4 (2011), 639-650.
- Optimal stopping for processes with independent increments, and applications, with H. Le and S. Utev, J. Appl. Probab., 46: 4 (2009), 1130-1145.
- Numerical solution of integro-differential equations, with M. Tretyakov