Importance sampling with the generalized exponential power density. - Alain Desgagné; Jean-François Angers (Stat. Comput., 2005)

Weak convergence and optimal tuning of the reversible jump algorithm. - Philippe Gagnon; Mylène Bédard; Alain Desgagné (Math. Comput. Simul., 2019)

Efficient and robust estimation of regression and scale parameters, with outlier detection. - Alain Desgagné (Comput. Stat. Data Anal., 2021)