4. Statistics
  5. Computation

Julien Bect

Statistics – Computation

Scientist

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A unifying formulation of the Fokker-Planck-Kolmogorov equation for general stochastic hybrid systems

Mathematics – Probability
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A unifying formulation of the Fokker-Planck-Kolmogorov equation for general stochastic hybrid systems (extended version)

Mathematics – Probability
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Bayesian optimization using sequential Monte Carlo

Mathematics – Optimization and Control
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Convergence properties of the expected improvement algorithm

Statistics – Computation
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Fokker-Planck-Kolmogorov equation for stochastic differential equations with boundary hitting resets

Mathematics – Probability
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