F
Frédéric Cérou
Researcher at French Institute for Research in Computer Science and Automation
Publications - 51
Citations - 2135
Frédéric Cérou is an academic researcher from French Institute for Research in Computer Science and Automation. The author has contributed to research in topics: Monte Carlo method & Markov process. The author has an hindex of 21, co-authored 51 publications receiving 1998 citations. Previous affiliations of Frédéric Cérou include University of Rennes & Alcatel-Lucent.
Papers
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Journal ArticleDOI
Adaptive Multilevel Splitting for Rare Event Analysis
Frédéric Cérou,Arnaud Guyader +1 more
TL;DR: This article proposes an adaptive algorithm to cope with the estimation of rare event probability that is asymptotically consistent, costs just a little bit more than classical multilevel splitting, and has the same efficiency in terms of asymPTotic variance.
Journal ArticleDOI
Sequential Monte Carlo for rare event estimation
TL;DR: A novel strategy for simulating rare events and an associated Monte Carlo estimation of tail probabilities using a system of interacting particles and exploits a Feynman-Kac representation of that system to analyze their fluctuations.
Journal ArticleDOI
Two mode transmission at 2x100Gb/s, over 40km-long prototype few-mode fiber, using LCOS-based programmable mode multiplexer and demultiplexer
Clemens Koebele,Massimiliano Salsi,Donato Sperti,Patrice Tran,Patrick Brindel,Haik Mardoyan,Sebastien Bigo,Aurelien Boutin,Frederic Verluise,Pierre Sillard,M. Astruc,Lionel Provost,Frédéric Cérou,Gabriel Charlet +13 more
TL;DR: A novel optical transmission system based on a programmable liquid crystal on silicon panel, a prototype few-mode fiber, and a 4×4 multiple input multiple output algorithm processing the information of two polarization diversity coherent receivers to experimentally demonstrate the possibility of mode division multiplexing.
Proceedings ArticleDOI
Transmission at 2×100Gb/s, over two modes of 40km-long prototype few-mode fiber, using LCOS-based mode multiplexer and demultiplexer
Massimiliano Salsi,Clemens Koebele,Donato Sperti,Patrice Tran,Patrick Brindel,Haik Mardoyan,Sebastien Bigo,Aurelien Boutin,Frederic Verluise,Pierre Sillard,M. Astruc,Lionel Provost,Frédéric Cérou,Gabriel Charlet +13 more
TL;DR: In this paper, two 100Gb/s PDMQPSK data streams over two different modes of a 40km-long prototype few-mode fiber were transmitted with an LCOS-based mode multiplexer/demultiplexer and 4×4 MIMO algorithm in a coherent receiver.
Journal ArticleDOI
A nonasymptotic theorem for unnormalized Feynman-Kac particle models
TL;DR: In this article, a nonasymptotic theorem for interacting particle approximations of unnormalized Feynman-Kac models is presented, where the L(2)-relative error of these weighted particle measures grows linearly with respect to the time horizon.