Finke, Axel; Doucet, Arnaud; Johansen, Adam M. (2020). Limit theorems for sequential MCMC methods. Advances in Applied Probability 52(2):377-403 (see also arXiv:1807.01057).
L. Angeli, S. Grosskinsky, A. M. Johansen, and A. Pizzoferrato. Rare event simulation for stochastic dynamics in continuous time. Journal of Statistical Physics, 2019. In press. [https://doi.org/10.1007/s10955-019-02340-1]
L. Angeli, S. Grosskinsky, and A. M. Johansen. Limit theorems for cloning algorithms. Submitted to Stochastic Processes and their Applications, May 2019. Available as: [https://arxiv.org/abs/1902.00509].
Koskela, Jere; Jenkins, Paul A.; Johansen, Adam M.; Spano, Dario. (2020). Asymptotic genealogies of interacting particle systems with an application to sequential Monte Carlo. Annals of Statistics 48(1): 560 - 583.
A. Boustati, Ö. D. Akylidìz, T. Damoulas, and A. M. Johansen (2020). Generalized Bayesian filtering via sequential Monte Carlo. In Advances in Neural Information Processing Systems 33 (NeurIPS). To appear.
Angeli, Letizia; Grosskinsky, Stefan; Johansen, Adam M.; Pizzoferrato, Andrea. (2018). Rare event simulation for stochastic dynamics in continuous time. arXiv:1810.00693.