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An island particle Markov chain Monte Carlo algorithm for safety analysis

Christelle Vergé , Jérôme Morio , Pierre del Moral
Structural Safety, 2013
Article dans une revue hal-00834987v1

Uniform stability of a particle approximation of the optimal filter derivative

Pierre del Moral , Arnaud Doucet , S. S. Singh
[Research Report] Inria & Labri, Univ. Bordeaux. 2011
Rapport hal-00642618v1
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Convergence of U-statistics for interacting particle systems

Pierre del Moral , Frédéric Patras , Sylvain Rubenthaler
[Research Report] RR-6966, INRIA. 2009, pp.20
Rapport inria-00397366v1

Convergence of U-statistics for interacting particle systems

Sylvain Rubenthaler , Pierre del Moral , Frédéric Patras
Journal of Theoretical Probability, 2011, 24 (4), pp.1002-1027. ⟨10.1007/s10959-011-0355-6⟩
Article dans une revue hal-00866889v1

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

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, 500, pp.300, 2013
Ouvrages hal-01060418v1

A duality formula for Feynman–Kac path particle models

Pierre del Moral , Robert Kohn , Frédéric Patras
Comptes rendus de l'Académie des sciences. Série I, Mathématique, 2015, 353 (5), pp.465-469. ⟨10.1016/j.crma.2015.02.008⟩
Article dans une revue hal-01289272v1

On the stability of matrix-valued Riccati diffusions

Adrian N Bishop , Pierre del Moral
Electronic Journal of Probability, 2019, 24, ⟨10.1214/19-EJP342⟩
Article dans une revue hal-02429272v1

Optimal Nonlinear Filtering in GPS/INS Integration

Himilcon Carvalho , Pierre del Moral , André Monin , Gérard Salut
IEEE Transactions on Aerospace and Electronic Systems, 1997, 33 (3), pp.835 - 850. ⟨10.1109/7.599254⟩
Article dans une revue hal-02915714v1
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A second order analysis of McKean-Vlasov semigroups

Marc Arnaudon , Pierre del Moral
The Annals of Applied Probability, 2020, ⟨10.1214/20-AAP1568⟩
Article dans une revue hal-02151808v2
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Self-interacting diffusions: long-time behaviour and exit-problem in the convex case

Ashot Aleksian , Pierre del Moral , Aline Kurtzmann , Julian Tugaut
2023
Pré-publication, Document de travail hal-01901145v3

On parallel implementation of sequential Monte Carlo methods: the island particle model

C. Vergé , Cyrille Dubarry , Pierre del Moral , E. Moulines
Statistics and Computing, 2015, 25 (http://link.springer.com/journal/11222), ⟨10.1007/s11222-013-9429-x⟩
Article dans une revue hal-01228536v1

On the stability and the concentration of extended Kalman-Bucy filters

Pierre del Moral , Aline Kurtzmann , Julian Tugaut
Electronic Journal of Probability, 2018, 23, ⟨10.1214/18-EJP188⟩
Article dans une revue hal-02084110v1

A perturbation analysis of stochastic matrix Riccati diffusions

Adrian N Bishop , Pierre del Moral , Angèle Niclas
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 2020, ⟨10.1214/19-AIHP987⟩
Article dans une revue hal-01593830v1
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Backward Nonlinear Smoothing Diffusions

Brian D O Anderson , Adrian N Bishop , Pierre del Moral , Camille Palmier
[Research Report] ANU; UTS; INRIA; IMB. 2019
Rapport hal-02342600v1

On the exit-problem for self-interacting diffusions V2

Ashot Aleksian , Pierre del Moral , Aline Kurtzmann , Julian Tugaut
2022
Pré-publication, Document de travail hal-03850314v1
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A non asymptotic variance theorem for unnormalized Feynman-Kac particle models

Frédéric Cérou , Pierre del Moral , Arnaud Guyader
[Research Report] RR-6716, INRIA. 2008
Rapport inria-00337392v1

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
Chapitre d'ouvrage inria-00537331v1
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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⟩
Article dans une revue inria-00464130v1

On the mathematical theory of ensemble (linear-Gaussian) Kalman–Bucy filtering

Adrian Bishop , Pierre del Moral
Mathematics of Control, Signals, and Systems, 2023, 35 (4), pp.835-903. ⟨10.1007/s00498-023-00357-2⟩
Article dans une revue hal-04395659v1

A Sharp First Order Analysis of Feynman-Kac Particle Models

Hock Peng Chan , Pierre del Moral , Ajay Jasra
[Research Report] Arxiv. 2014
Rapport hal-01593884v1
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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⟩
Article dans une revue 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⟩
Article dans une revue hal-01019391v1

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⟩
Chapitre d'ouvrage istex hal-01079281v1

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⟩
Article dans une revue hal-01469193v1
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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⟩
Article dans une revue inria-00239259v4

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⟩
Article dans une revue hal-03850308v1

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/j.spa.2017.10.006⟩
Article dans une revue hal-03850307v1
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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
Pré-publication, Document de travail 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⟩
Article dans une revue hal-00688479v1

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

François Giraud , Pierre del Moral
2012
Pré-publication, Document de travail hal-00735690v1