Consistent order estimation and the local geometry of mixtures (with Elisabeth Gassiat). [PDF][arXiv]
Consistency of the maximum likelihood estimator for general hidden Markov models (with Randal Douc, Eric Moulines, Jimmy Olsson). [PDF][arXiv]
A complete solution to Blackwell's unique ergodicity problem for hidden Markov chains (with Pavel Chigansky). [PDF][arXiv]
On the minimal penalty for Markov order estimation. [PDF][arXiv]
When do nonlinear filters achieve maximal accuracy? SIAM J. Control Optim. 48, 3151-3168 (2009). [Journal][arXiv]
Uniform time average consistency of Monte Carlo particle filters, Stoch. Proc. Appl. 119, 3835-3861 (2009). [Journal][arXiv]
Intrinsic methods in filter stability (with Pavel Chigansky, R. Liptser), in Oxford University Handbook of Nonlinear Filtering (D. Crisan and B. Rozovsky, eds.), Oxford University Press, to appear. [PDF]
Discrete time nonlinear filters with informative observations are stable, Electr. Commun. Probab. 13, 562-575 (2008). [Journal][arXiv]
The stability of conditional Markov processes and Markov chains in random environments, Ann. Probab. 37, 1876-1925 (2009). [Journal][arXiv]
Uniform observability of hidden Markov models and filter stability for unstable signals, Ann. Appl. Probab. 19, 1172-1199 (2009). [Journal][arXiv]
Filtering, Stability, and Robustness, Ph.D. Thesis, California Institute of Technology (2007). [PDF]
Model robustness of finite state nonlinear filtering over the infinite time horizon (with Pavel Chigansky), Ann. Appl. Probab. 17, 688-715 (2007). [Journal][arXiv]
Almost global stochastic stability, SIAM J. Control Optim. 45, 1297-1313 (2006). [Journal][arXiv]
Mathematical physics
The stability of quantum Markov filters, Infin. Dimens. Anal. Quantum Probab. Relat. Top. 12, 153-172 (2009). [PDF][arXiv]
Discrete approximation of quantum stochastic models (with Luc Bouten), J. Math. Phys. 49, 102109 (2008). [Journal][arXiv]
Approximation and limit theorems for quantum stochastic models with unbounded coefficients (with Luc Bouten, Andrew Silberfarb), J. Funct. Anal. 254, 3123-3147 (2008). [Journal][arXiv]
A discrete invitation to quantum filtering and feedback control (with Luc Bouten, Matt James), SIAM Review 51, 239-316 (2009). [Journal][arXiv]
An introduction to quantum filtering (with Luc Bouten, Matt James), SIAM J. Control Optim. 46, 2199-2241 (2007). [Journal][arXiv]
On the separation principle of quantum control (with Luc Bouten), in Quantum Stochastics and Information: Statistics, Filtering and Control (V. P. Belavkin and M. I. Guta, eds.), World Scientific, 2008. [arXiv]
Singular perturbation of quantum stochastic differential equations with coupling through an oscillator mode (with John Gough), J. Stat. Phys. 127, 575-607 (2007). [Journal][arXiv]
Stabilizing feedback controls for quantum systems (with Mazyar Mirrahimi), SIAM J. Control Optim. 46, 445-467 (2007). [Journal][arXiv]
Feedback Control of Quantum State Reduction (with John K. Stockton, Hideo Mabuchi), IEEE Trans. Automat. Control 50, 768-780 (2005). [Journal][arXiv]
Physics
Modelling and feedback control design for quantum state preparation (with John K. Stockton, Hideo Mabuchi), J. Opt. B: Quantum Semiclass. Opt. 7, S179-S197 (2005). [Journal]
Quantum projection filter for a highly nonlinear model in cavity QED (with Hideo Mabuchi), J. Opt. B: Quantum Semiclass. Opt. 7, S226-S236 (2005). [Journal][arXiv]
Single-Particle Self-Excited Oscillator (with Brian D'Urso, Brian Odom, D. Hanneke, G. Gabrielse), Phys. Rev. Lett. 94, 113002 (2005). [Journal][PDF]
Deterministic Dicke-state preparation with continuous measurement and control (with John K. Stockton, Hideo Mabuchi), Phys. Rev. A 70, 022106 (2004). [Journal][arXiv]