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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

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
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Biips: Software for Bayesian Inference with Interacting Particle Systems

Adrien Todeschini , Francois Caron , Marc Fuentes , Pierrick Legrand , Pierre del Moral
Preprints, Working Papers, ... hal-01096065v1

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

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

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
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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
Image document

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
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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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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
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Creation of chaos for a mean-field model

Pierre del Moral , Julian Tugaut
Preprints, Working Papers, ... hal-01061485v1

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

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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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

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

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
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A theoretical analysis of one-dimensional discrete generation ensemble Kalman particle filters

Pierre del Moral , Emma Horton
Annals of Applied Probability, In press
Journal articles hal-03277374v1

Sequentially interacting Markov chain Monte Carlo

Pierre del Moral , Arnaud Doucet , Anthony Brockwell
Annals of Statistics, 2010, 38 (6), pp.3387-3411. ⟨10.1214/09-AOS747⟩
Journal articles inria-00533436v1

Interacting Kalman filter for modal identification of time varying systems

Meriem Zghal , Laurent Mevel , Pierre del Moral
[Research Report] --. 2011
Reports hal-00641470v1

Multilevel sequential Monte Carlo: Mean square error bounds under verifiable conditions

Pierre del Moral , Ajay Jasra , Kody J. H. Law
Stochastic Analysis and Applications, 2016, 35 (3), pp.478 - 498. ⟨10.1080/07362994.2016.1272421⟩
Journal articles hal-01669155v1

Valuation of barrier options using sequential Monte Carlo

Pavel V. Shevchenko , Pierre del Moral
The Journal of Computational Finance, 2016, ⟨10.21314/JCF.2016.324⟩
Journal articles hal-01669199v1

The Alive Particle Filter and Its Use in Particle Markov Chain Monte Carlo

Pierre Del Moral , Ajay Jasra , Anthony Lee , Christopher Yau , Xiaole Zhang
Stochastic Analysis and Applications, 2015, 33 (6), pp.943 - 974. ⟨10.1080/07362994.2015.1060892⟩
Journal articles hal-01669389v1

A sharp first order analysis of Feynman–Kac particle models, Part I: Propagation of chaos

Pierre del Moral , Ajay Jasra
Stochastic Processes and their Applications, 2018, 128 (1), pp.332 - 353. ⟨10.1016/⟩
Journal articles hal-01669381v1
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A variational approach to nonlinear and interacting diffusions

Marc Arnaudon , Pierre del Moral
Preprints, Working Papers, ... hal-01950673v3
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A duality formula and a particle Gibbs sampler for continuous time Feynman-Kac measures on path spaces

Marc Arnaudon , Pierre del Moral
Electronic Journal of Probability, 2020, ⟨10.1214/20-EJP546⟩
Journal articles hal-01787257v5

A Note on Random Walks with Absorbing barriers and Sequential Monte Carlo Methods

Pierre del Moral , Ajay Jasra
[Research Report] Arxiv. 2016
Reports hal-01593874v1
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Tree based functional expansions for Feynman--Kac particle models

Pierre del Moral , Frédéric Patras , Sylvain Rubenthaler
Annals of Applied Probability, 2009, pp.778-825. ⟨10.1214/08-AAP565⟩
Journal articles hal-00086532v1

Coalescent tree based functional representations for some Feynman-Kac particle models

Pierre del Moral , Frédéric Patras , Sylvain Rubenthaler
Annals of Applied Probability, 2009, 19 (2), pp.778-825. ⟨10.1214/08-AAP565⟩
Journal articles inria-00537144v1