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Pierre Del Moral

Identifiers

  • name variant Pierre Del Moral 0.60 · backfill

Papers (39)

  1. Stability Properties of Systems of Linear Stochastic Differential Equations with Random Coefficients math.PR · 2018 · author #2
  2. On One-Dimensional Riccati Diffusions math.PR · 2017 · author #2
  3. An Introduction to Wishart Matrix Moments math.PR · 2017 · author #2
  4. A Taylor expansion of the square root matrix functional math.NA · 2017 · author #1
  5. Matrix product moments in normal variables math.ST · 2017 · author #1
  6. Unbiased Multi-index Monte Carlo stat.CO · 2017 · author #2
  7. Perturbations and projections of Kalman-Bucy semigroups math.PR · 2017 · author #2
  8. A Note on Random Walks with Absorbing barriers and Sequential Monte Carlo Methods stat.CO · 2016 · author #1
  9. On the Stability of Kalman-Bucy Diffusion Processes math.OC · 2016 · author #2
  10. On the stability and the uniform propagation of chaos of a class of Extended Ensemble Kalman-Bucy filters math.PR · 2016 · author #1
  11. On the Stability and the Exponential Concentration of Extended Kalman-Bucy filters math.PR · 2016 · author #1
  12. On the stability and the uniform propagation of chaos properties of Ensemble Kalman-Bucy filters math.PR · 2016 · author #1
  13. Multilevel Sequential Monte Carlo Samplers for Normalizing Constants stat.CO · 2016 · author #1
  14. Biips: Software for Bayesian Inference with Interacting Particle Systems stat.CO · 2014 · author #5
  15. Exponential mixing properties for time inhomogeneous diffusion processes with killing math.PR · 2014 · author #1
  16. A Sharp First Order Analysis of Feynman-Kac Particle Models math.ST · 2014 · author #2
  17. Convergence properties of weighted particle islands with application to the double bootstrap algorithm stat.CO · 2014 · author #1
  18. Sequential Monte Carlo with Highly Informative Observations stat.CO · 2014 · author #1
  19. On parallel implementation of Sequential Monte Carlo methods: the island particle model math.PR · 2013 · author #3
  20. Advanced Interacting Sequential Monte Carlo Sampling for Inverse Scattering stat.AP · 2013 · author #3
  21. Sequentially interacting Markov chain Monte Carlo methods math.ST · 2012 · author #2
  22. Concentration inequalities for mean field particle models math.PR · 2012 · author #1
  23. Nonasymptotic analysis of adaptive and annealed Feynman-Kac particle models math.PR · 2012 · author #2
  24. Rao-Blackwellised Interacting Markov Chain Monte Carlo for Electromagnetic Scattering Inversion stat.AP · 2012 · author #4
  25. On adaptive resampling strategies for sequential Monte Carlo methods math.ST · 2012 · author #1
  26. Fluctuations of Interacting Markov Chain Monte Carlo Methods math.PR · 2012 · author #2
  27. On nonlinear Markov chain Monte Carlo math.ST · 2011 · author #4
  28. Uniform Stability of a Particle Approximation of the Optimal Filter Derivative math.ST · 2011 · author #1
  29. Forward Smoothing using Sequential Monte Carlo stat.ME · 2010 · author #1
  30. Particle approximation of the intensity measures of a spatial branching point process arising in multi-target tracking math.PR · 2010 · author #2
  31. Interacting Markov chain Monte Carlo methods for solving nonlinear measure-valued equations math.PR · 2010 · author #1
  32. Error Analysis of Approximated PCRLBs for Nonlinear Dynamics stat.AP · 2010 · author #2
  33. Sequential Monte Carlo Methods for Option Pricing stat.CO · 2010 · author #2
  34. A Backward Particle Interpretation of Feynman-Kac Formulae math.ST · 2009 · author #1
  35. Tree based functional expansions for Feynman--Kac particle models math.PR · 2009 · author #1
  36. A note on convergence of the equi-energy sampler stat.CO · 2007 · author #4
  37. Genealogical particle analysis of rare events math.PR · 2006 · author #1
  38. A Berry-Esseen theorem for Feynman-Kac and interacting particle models math.PR · 2005 · author #1
  39. Sequential monte carlo samplers cond-mat · 2002 · author #1

Mentions

  • 1705.08561 #1 · arxiv_oai · confidence 0.70 Pierre Del Moral
  • 1603.01136 #1 · arxiv_oai · confidence 0.70 Pierre Del Moral
  • 1005.5348 #2 · arxiv_oai · confidence 0.70 Pierre Del Moral
  • 1412.3779 #5 · backfill · confidence 0.70 Pierre Del Moral
  • 1412.2627 #1 · backfill · confidence 0.70 Pierre Del Moral
  • 1411.3800 #2 · backfill · confidence 0.70 Pierre Del Moral
  • 1410.4231 #1 · backfill · confidence 0.70 Pierre Del Moral
  • 1405.4081 #1 · backfill · confidence 0.70 Pierre Del Moral
  • 1306.3911 #3 · backfill · confidence 0.70 Pierre Del Moral
  • 1301.4913 #3 · backfill · confidence 0.70 Pierre Del Moral
  • 1211.2582 #2 · backfill · confidence 0.70 Pierre Del Moral
  • 1211.1837 #1 · backfill · confidence 0.70 Pierre Del Moral
  • 1209.5654 #2 · backfill · confidence 0.70 Pierre Del Moral
  • 1209.4006 #4 · backfill · confidence 0.70 Pierre Del Moral
  • 1203.0464 #1 · backfill · confidence 0.70 Pierre Del Moral
  • 1201.0480 #2 · backfill · confidence 0.70 Pierre Del Moral
  • 1107.3046 #4 · backfill · confidence 0.70 Pierre Del Moral
  • 1106.2525 #1 · backfill · confidence 0.70 Pierre Del Moral
  • 1012.5390 #1 · backfill · confidence 0.70 Pierre Del Moral
  • 1012.5360 #2 · backfill · confidence 0.70 Pierre Del Moral
  • 1009.5749 #1 · backfill · confidence 0.70 Pierre Del Moral
  • 1005.5348 #2 · backfill · confidence 0.70 Pierre Del Moral
  • 1005.4797 #2 · backfill · confidence 0.70 Pierre Del Moral
  • 0908.2556 #1 · backfill · confidence 0.70 Pierre Del Moral
  • 0906.4249 #1 · backfill · confidence 0.70 Pierre Del Moral
  • 0711.0164 #4 · backfill · confidence 0.70 Pierre Del Moral

Frequent Coauthors