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Pierre Del Moral
Pierre Del Moral
Research Director, INRIA Bordeaux - Sud Ouest
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Sequential Monte Carlo samplers
P Del Moral, A Doucet, A Jasra
Journal of the Royal Statistical Society: Series B 68 (3), 411-436, 2006
22152006
Feynman-Kac formulae: Genealogical and interacting particle systems with applications, Probability and its applications
P Del Moral
Springer, New York, 2004
1770*2004
Filtrage non-linéaire par systèmes de particules en interaction
P Del Moral
Comptes Rendus de l'Academie des Sciences-Serie I-Mathematique 325 (6), 653-658, 1997
770*1997
Nonlinear Filtering: Interacting Particle Solution
P Del Moral
Markov Processes and Related Fields 2 (4), 555--580, 1996
6901996
An adaptive sequential Monte Carlo method for approximate Bayesian computation
P Del Moral, A Doucet, A Jasra
Statistics and computing 22, 1009-1020, 2012
6232012
Branching and interacting particle systems approximations of Feynman-Kac formulae with applications to non-linear filtering
P Del Moral, L Miclo
Seminaire de Probabilites XXXIV, Lecture notes in Mathematics, 1-145, 2000
3992000
Mean field simulation for Monte Carlo integration
P Del Moral
CRC Press, 2013
3252013
On the stability of interacting processes with applications to filtering and genetic algorithms
P Del Moral, A Guionnet
Annales de l'Institut Henri Poincaré (B) Probability and Statistics 37 (2 …, 2001
3152001
Sequential Monte Carlo for rare event estimation
F Cérou, P Del Moral, T Furon, A Guyader
Statistics and computing 22 (3), 795-808, 2012
2782012
The reality of Neandertal symbolic behavior at the Grotte du Renne, Arcy-sur-Cure, France
F Caron, F d'Errico, P Del Moral, F Santos, J Zilhão
PloS one 6 (6), e21545, 2011
2492011
On adaptive resampling procedures for sequential Monte Carlo methods
P Del Moral, A Doucet, A Jasra
Bernoulli 18 (1), 252-278, 2012
248*2012
Optimal nonlinear filtering in GPS/INS integration
P H. Carvalho, P. Del Moral, A Monin, G Salut
IEEE Transactions on Aerospace and Electronic Systems 33 (3), 835, 1997
2381997
Discrete filtering using branching and interacting particle systems
D Crisan, P Del Moral, T Lyons
Markov Processes and Related Fields 5 (3), 293--318, 1999
2321999
The Monte-Carlo method for filtering with discrete-timeobservations
P Del Moral, J Jacod, P Protter
Cornell University Operations Research and Industrial Engineering, 2001
1952001
Genealogical particle analysis of rare events
P Del Moral, J Garnier
Annals of Applied Probability 15 (4), 2496-2534, 2005
1872005
Measure-valued processes and interacting particle systems. Application to nonlinear filtering problems
P Del Moral
The Annals of Applied Probability 8 (2), 438-495, 1998
1821998
Sequential Monte Carlo for Bayesian Computation
P Del Moral, A Doucet, A Jasra
Bayesian Statistics 8 (1), 34, 2007
164*2007
Central limit theorem for nonlinear filtering and interacting particle systems
P Del Moral, A Guionnet
Annals of Applied Probability, 275-297, 1999
1601999
A non asymptotic variance theorem for unnormalized Feynman-Kac particle models
F Cérou, P Del Moral, A Guyader
Ann. Inst. H. Poincaré Probab. Statist. 47 (3), 629-649, 2008
149*2008
Genetic genealogical models in rare event analysis
F Cérou, P Del Moral, F Le Gland, P Lezaud
ALEA Lat. Am. J. Probab. Math. Stat. 1, 181--203, 2006
1402006
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