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
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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
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Convergence of U-statistics for interacting particle systems
Sylvain Rubenthaler
,
Pierre del Moral
,
Frédéric Patras
Article dans une revue
hal-00866889v1
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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
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A duality formula for Feynman–Kac path particle models
Pierre del Moral
,
Robert Kohn
,
Frédéric Patras
Article dans une revue
hal-01289272v1
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On the stability of matrix-valued Riccati diffusions
Adrian N Bishop
,
Pierre del Moral
Article dans une revue
hal-02429272v1
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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
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
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On parallel implementation of sequential Monte Carlo methods: the island particle model
C. Vergé
,
Cyrille Dubarry
,
Pierre del Moral
,
E. Moulines
Article dans une revue
hal-01228536v1
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On the stability and the concentration of extended Kalman-Bucy filters
Pierre del Moral
,
Aline Kurtzmann
,
Julian Tugaut
Article dans une revue
hal-02084110v1
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A perturbation analysis of stochastic matrix Riccati diffusions
Adrian N Bishop
,
Pierre del Moral
,
Angèle Niclas
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
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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
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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
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
Article dans une revue
inria-00464130v1
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On the mathematical theory of ensemble (linear-Gaussian) Kalman–Bucy filtering
Adrian Bishop
,
Pierre del Moral
Article dans une revue
hal-04395659v1
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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
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
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
Article dans une revue
hal-01019391v1
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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
Chapitre d'ouvrage
istex
hal-01079281v1
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Nonasymptotic analysis of adaptive and annealed Feynman–Kac particle models
François Giraud
,
Pierre del Moral
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
Article dans une revue
inria-00239259v4
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A Taylor expansion of the square root matrix function
Pierre del Moral
,
A. Niclas
Article dans une revue
hal-03850308v1
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Perturbations and projections of Kalman–Bucy semigroups
Adrian Bishop
,
Pierre del Moral
,
Sahani Pathiraja
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
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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⟩
Article dans une revue
hal-00688479v1
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Non-Asymptotic Analysis of Adaptive and Annealed Feynman-Kac Particle Models
François Giraud
,
Pierre del Moral
2012
Pré-publication, Document de travail
hal-00735690v1
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