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Perturbations and projections of Kalman–Bucy semigroups

Adrian Bishop , Pierre del Moral , Sahani Pathiraja
Stochastic Processes and their Applications, 2018, 128 (9), pp.2857-2904. ⟨10.1016/⟩
Journal articles hal-03850307v1
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The convergence to equilibrium of neutral genetic models

Pierre del Moral , Laurent Miclo , Frédéric Patras , Sylvain Rubenthaler
Stochastic Analysis and Applications, 2009, 28 (1), pp.123-143. ⟨10.1080/07362990903415833⟩
Journal articles inria-00239259v4

Stochastic Epidemic Models inference and diagnosis with Poisson Random Measure Data Augmentation

Benjamin Nguyen-Van-Yen , Pierre del Moral , Bernard Cazelles
Preprints, Working Papers, ... hal-03033612v1

Nonasymptotic analysis of adaptive and annealed Feynman–Kac particle models

François Giraud , Pierre del Moral
Bernoulli, 2017, 23 (1), pp.670 - 709. ⟨10.3150/14-BEJ680⟩
Journal articles hal-01469193v1

A Sharp First Order Analysis of Feynman-Kac Particle Models

Hock Peng Chan , Pierre del Moral , Ajay Jasra
[Research Report] Arxiv. 2014
Reports hal-01593884v1

A nonasymptotic theorem for unnormalized Feynman-Kac particle models

Frédéric Cérou , Pierre del Moral , Arnaud Guyader
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 2011, 47 (3), pp.629-649. ⟨10.1214/10-AIHP358⟩
Journal articles hal-00688479v1
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On the Conditional Distributions of Spatial Point Processes

François Caron , Pierre del Moral , Arnaud Doucet , Michele Pace
Advances in Applied Probability, 2011, 43 (2), pp.16
Journal articles inria-00464127v1

Sequential Monte Carlo with Highly Informative Observations

Pierre del Moral , Lawrence M. Murray
SIAM/ASA Journal on Uncertainty Quantification, 2015, 3 (1), pp.969 - 997. ⟨10.1137/15M1011214⟩
Journal articles hal-01669391v1

Genealogical particle analysis of rare events

Pierre del Moral , Josselin Pierre
Annals of Applied Probability, 2005, 15, pp.2496-2534
Journal articles hal-00113982v1
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Creation of chaos for a mean-field model

Pierre del Moral , Julian Tugaut
Preprints, Working Papers, ... hal-01061485v1
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Biips: Software for Bayesian Inference with Interacting Particle Systems

Adrien Todeschini , Francois Caron , Marc Fuentes , Pierrick Legrand , Pierre del Moral et al.
Preprints, Working Papers, ... hal-01096065v1
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A Lognormal Central Limit Theorem for Particle Approximations of Normalizing Constants

Jean Bérard , Pierre del Moral , Arnaud Doucet
Electronic Journal of Probability, 2014, 19, ⟨10.1214/EJP.v19-3428⟩
Journal articles hal-01019391v1

A Mean field theory of nonlinear filtering

Pierre del Moral , Frédéric Patras , Sylvain Rubenthaler
Dan Crisan, Boris L. Rozovskii. The Oxford Handbook of Nonlinear Filtering, Oxford University Press, pp.705-740, 2011, Oxford Handbooks in Mathematics, 978-0-19-953290-2
Book sections inria-00537331v1
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On the Stability and the Approximation of Branching Distribution Flows, with Applications to Nonlinear Multiple Target Filtering

Francois Caron , Pierre del Moral , Michele Pace , Ba-Ngu Vo
Stochastic Analysis and Applications, 2011, 29 (6), ⟨10.1080/07362994.2011.598797⟩
Journal articles inria-00516507v1
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Particle approximations of a class of branching distribution flows arising in multi-target tracking

François Caron , Pierre del Moral , Arnaud Doucet , Michele Pace
SIAM Journal on Control and Optimization, 2011, 49 (4), pp.1766-1792. ⟨10.1137/100788987⟩
Journal articles inria-00464130v1

Non-Asymptotic Analysis of Adaptive and Annealed Feynman-Kac Particle Models

François Giraud , Pierre del Moral
Preprints, Working Papers, ... hal-00735690v1

An Introduction to Stochastic Particle Integration Methods: With Applications to Risk and Insurance

Pierre del Moral , G.W. Peters , C. Vergé
Springer Proceedings in Mathematics & Statistics, 65, Springer, pp.39-81, 2013, Monte Carlo and Quasi-Monte Carlo Methods 2012, 978-3-642-41095-6. ⟨10.1007/978-3-642-41095-6_3⟩
Book sections istex hal-01079281v1

A Taylor expansion of the square root matrix function

Pierre del Moral , A. Niclas
Journal of Mathematical Analysis and Applications, 2018, 465 (1), pp.259-266. ⟨10.1016/j.jmaa.2018.05.005⟩
Journal articles hal-03850308v1
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Rare event simulation for a static distribution

Frédéric Cérou , Pierre del Moral , Teddy Furon , Arnaud Guyader
International Workshop on Rare Event Simulation, Oct 2008, Rennes, France
Conference papers inria-00505919v1

Sequential Monte Carlo Methods for Option Pricing

Pierre del Moral , Ajay Jasra
Stochastic Analysis and Applications, 2011, 29 (2), pp.292-316. ⟨10.1080/07362994.2011.548993⟩
Journal articles inria-00533433v1

An Introduction to probabilistic methods, with applications.

Pierre del Moral , Hadjiconstantinou Nicolas G.
ESAIM: Mathematical Modelling and Numerical Analysis, 2010, Special Issue on Probabilistic methods and their applications, 44, pp.805 - 829. ⟨10.1051/m2an/2010043⟩
Journal articles inria-00533434v1

FILTREX : Un logiciel convivial pour la microbiologie alimentaire prévisionnelle. Modélisation dynamique de la croissance ou décroissance de populations bactériennes

Jean-Pierre Gauchi , Jean-Pierre Vila , Caroline Bidot , L. Coroller , Jc Augustin et al.
Journées de microbiologie de l'INRA, 2012, Jouy-en-Josas, France
Conference papers hal-01604492v1

EVOLVE - A bridge between Probability , Set Oriented Numerics, and Evolutionary Computation II.

Oliver Schuetze , Carlos Coello Coello , Alexandru-Adrian Tantar , Emilia Tantar , Pascal Bouvry et al.
Oliver Schütze; Carlos Coello Coello; Alexandru-Adrian Tantar; Emilia Tantar; Pascal Bouvry; Pierre Del-Moral; Pierrick Legrand. Springer, 175, pp.508, 2013, ⟨10.1007/978-3-642-31519-0⟩
Books hal-01060421v1

Mean-Field PHD Filters Based on Generalized Feynman-Kac Flow

Michele Pace , Pierre del Moral
IEEE Journal of Selected Topics in Signal Processing, 2013, 7 (3), ⟨10.1109/JSTSP.2013.2250909⟩
Journal articles hal-00932284v1
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Pierre del Moral , Bruno Rémillard , Sylvain Rubenthaler
Numerical Methods in Finance, Bordeaux June 2011, Jun 2011, Bordeaux, France. pp.115-143, ⟨10.1007/978-3-642-25746-9_4⟩
Conference papers istex hal-00755423v1

EVOLVE - A bridge between Probability , Set Oriented Numerics, and Evolutionary Computation IV.

Michael Emmerich , André Deutz , Oliver Schuetze , Thomas Back , Emilia Tantar et al.
Michael Emmerich, André Deutz, Oliver Shütze, Thomas Back, Emilia Tantar, Alexandru-Adrian Tantar, Pierre Del Moral, Pierrick Legrand, Pascal Bouvry, Carlos Coello Coello. Springer, 227, pp.300, 2013
Books hal-01060389v1

Recent Developments in Software for MCMC - Round Table Session

Adrien Todeschini , Francois Caron , Marc Fuentes , Pierrick Legrand , Pierre del Moral et al.
Fifth IMS-ISBA joint meeting MCMSki IV, IMS (Institute of Mathematical Statistics) and ISBA (International Society for Bayesian Analysis), Jan 2014, Chamonix Mont-Blanc, France
Conference papers hal-01108393v1

Uniform propagation of chaos and creation of chaos for a class of nonlinear diffusions

Pierre del Moral , Julian Tugaut
Stochastic Analysis and Applications, 2019, 37 (6), pp.909-935. ⟨10.1080/07362994.2019.1622426⟩
Journal articles hal-02429140v1

On one-dimensional Riccati diffusions

Adrian N. Bishop , Pierre del Moral , Kengo Kamatani , Bruno Rémillard
Annals of Applied Probability, 2019, 29 (2), pp.1127-1187. ⟨10.1214/18-AAP1431⟩
Journal articles hal-02429264v1

Stability of Feynman–Kac formulae with path-dependent potentials

Nicolas Chopin , P. del Moral , S. Rubenthaler
Stochastic Processes and their Applications, 2011, 121 (1), pp.38-60. ⟨10.1016/⟩
Journal articles hal-02403312v1