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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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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Biips: Software for Bayesian Inference with Interacting Particle Systems
Adrien Todeschini
,
Francois Caron
,
Marc Fuentes
,
Pierrick Legrand
,
Pierre del Moral
2014
Preprints, Working Papers, ...
hal-01096065v1
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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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Sequential Monte Carlo with Highly Informative Observations
Pierre del Moral
,
Lawrence M. Murray
Journal articles
hal-01669391v1
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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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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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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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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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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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Creation of chaos for a mean-field model
Pierre del Moral
,
Julian Tugaut
2014
Preprints, Working Papers, ...
hal-01061485v1
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Perturbations and projections of Kalman–Bucy semigroups
Adrian Bishop
,
Pierre del Moral
,
Sahani Pathiraja
Journal articles
hal-03850307v1
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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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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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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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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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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
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Sequentially interacting Markov chain Monte Carlo
Pierre del Moral
,
Arnaud Doucet
,
Anthony Brockwell
Journal articles
inria-00533436v1
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Interacting Kalman filter for modal identification of time varying systems
Meriem Zghal
,
Laurent Mevel
,
Pierre del Moral
[Research Report] --. 2011
Reports
hal-00641470v1
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Multilevel sequential Monte Carlo: Mean square error bounds under verifiable conditions
Pierre del Moral
,
Ajay Jasra
,
Kody J. H. Law
Journal articles
hal-01669155v1
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Valuation of barrier options using sequential Monte Carlo
Pavel V. Shevchenko
,
Pierre del Moral
Journal articles
hal-01669199v1
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The Alive Particle Filter and Its Use in Particle Markov Chain Monte Carlo
Pierre Del Moral
,
Ajay Jasra
,
Anthony Lee
,
Christopher Yau
,
Xiaole Zhang
Journal articles
hal-01669389v1
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A sharp first order analysis of Feynman–Kac particle models, Part I: Propagation of chaos
Pierre del Moral
,
Ajay Jasra
Journal articles
hal-01669381v1
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A variational approach to nonlinear and interacting diffusions
Marc Arnaudon
,
Pierre del Moral
2019
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
Journal articles
hal-01787257v5
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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
Journal articles
hal-00086532v1
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Coalescent tree based functional representations for some Feynman-Kac particle models
Pierre del Moral
,
Frédéric Patras
,
Sylvain Rubenthaler
Journal articles
inria-00537144v1
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