Publications
Q. Du and A. Guyader, "Variance estimation of Adaptive Sequential Monte
Carlo" (To appear in Annals of Applied Probability), 2019. [pdf] [arXiv]
Q. Du "Asymmetric Sequential Monte Carlo" (in preparation), 2019. [pdf]
Q. Du and T. Lelièvre, "Estimating Committor Function with Mondrian Forests" (in preparation), 2019. [pdf]
Q. Du, G. Biau, F. Petit and R. Porcher, "Wasserstein Random Forests and Applications in Heterogeneous Treatment Effects" (submitted), 2020. [arXiv]
Ph.D. thesis
"Sequential Monte Carlo and Applications in Molecular Dynamics." [Manuscript] [Slides]
Talks in seminars
Groupe de Travail des Thésards du LSTA, Paris, "Introduction to Feynman-Kac
particle models", 2017.
Working group of young researchers: statistical physics and interactions, Paris, "Genalogical tree-typed measures in Feynman-Kac models", 2017.
RESIM 2018: 12th International Workshop on Rare-Event Simulation, Stockholm,
"Variance estimation of Adaptive Multilevel Splitting", 2018.
Young Researchers’ Meeting in Mathematical Statistics, Paris, "Variance estimation of Adaptive Multilevel
Splitting", 2018.
Groupe de Travail des Thésards du LPSM, Paris, "A brief introduction to
Sequential Monte Carlo", 2018.
Posters
Advances in Computational Statistical Physics, Luminy, "Variance
estimation for generalized adaptive multilevel splitting ", 2018.
Participation to workshops/conferences
Workshop: Simulation and probability: recent trends, Rennes, 2018.
LPSM: Conférence de lancement, Paris, 2018.
Codes
Static Adaptive Multilevel Splitting rare-events implementation. [Github]
Implementation of generalized Adaptive Multilevel Splitting with unbiased variance
estimation. [Github]
Visulization of Feynman-Kac interacting particle systems. (Thanks to my wife
@mydu for helping me with d3.js)
[Github]
[Viz]
Wasserstein Random Forests based on NumPy and Cython. [Github].
Adaptive Multilevel Splitting implemented under Asymmetric SMC framework with efficient variance estimator. [Github].
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