Perturbations and projections of Kalman–Bucy semigroups
Adrian Bishop
,
Pierre del Moral
,
Sahani Pathiraja
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
Journal articles
inria-00239259v4
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Stochastic Epidemic Models inference and diagnosis with Poisson Random Measure Data Augmentation
Benjamin Nguyen-Van-Yen
,
Pierre del Moral
,
Bernard Cazelles
2020
Preprints, Working Papers, ...
hal-03033612v1
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Nonasymptotic analysis of adaptive and annealed Feynman–Kac particle models
François Giraud
,
Pierre del Moral
Journal articles
hal-01469193v1
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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
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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
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Sequential Monte Carlo with Highly Informative Observations
Pierre del Moral
,
Lawrence M. Murray
Journal articles
hal-01669391v1
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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
2014
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.
2014
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
Journal articles
hal-01019391v1
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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
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
Journal articles
inria-00464130v1
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Non-Asymptotic Analysis of Adaptive and Annealed Feynman-Kac Particle Models
François Giraud
,
Pierre del Moral
2012
Preprints, Working Papers, ...
hal-00735690v1
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An Introduction to Stochastic Particle Integration Methods: With Applications to Risk and Insurance
Pierre del Moral
,
G.W. Peters
,
C. Vergé
Book sections
istex
hal-01079281v1
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A Taylor expansion of the square root matrix function
Pierre del Moral
,
A. Niclas
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
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Sequential Monte Carlo Methods for Option Pricing
Pierre del Moral
,
Ajay Jasra
Journal articles
inria-00533433v1
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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
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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
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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
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Mean-Field PHD Filters Based on Generalized Feynman-Kac Flow
Michele Pace
,
Pierre del Moral
Journal articles
hal-00932284v1
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MONTE CARLO APPROXIMATIONS OF AMERICAN OPTIONS THAT PRESERVE MONOTONICITY AND CONVEXITY
Pierre del Moral
,
Bruno Rémillard
,
Sylvain Rubenthaler
Conference papers
istex
hal-00755423v1
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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
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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
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Uniform propagation of chaos and creation of chaos for a class of nonlinear diffusions
Pierre del Moral
,
Julian Tugaut
Journal articles
hal-02429140v1
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On one-dimensional Riccati diffusions
Adrian N. Bishop
,
Pierre del Moral
,
Kengo Kamatani
,
Bruno Rémillard
Journal articles
hal-02429264v1
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Stability of Feynman–Kac formulae with path-dependent potentials
Nicolas Chopin
,
P. del Moral
,
S. Rubenthaler
Journal articles
hal-02403312v1
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