Particle methods: an introduction with applications
combinatorial countingdirected polymer modelsinteracting particle methodsnonlinear filteringrandom walk confinementsstochastic optimization
Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Computational methods in Markov chains (60J22) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Monte Carlo methods (65C05) Stochastic particle methods (65C35) Statistical mechanics of polymers (82D60) Optimal stochastic control (93E20)
- On the foundations and the applications of evolutionary computing
- Mean field simulation for Monte Carlo integration
- An introduction to particle methods with financial applications
- On the concentration properties of interacting particle processes
- Sharp Propagation of Chaos Estimates for Feynman–Kac Particle Models
- A nonasymptotic theorem for unnormalized Feynman-Kac particle models
- A sequential particle filter method for static models
- Annealed Feynman-Kac models
- Asymptotic convergence of genetic algorithms
- Concentration inequalities for mean field particle models
- Cooling Schedules for Optimal Annealing
- Genealogies and increasing propagation of chaos for Feynman-Kac and genetic models.
- scientific article; zbMATH DE number 5919872 (Why is no real title available?)
- scientific article; zbMATH DE number 194544 (Why is no real title available?)
- scientific article; zbMATH DE number 2106098 (Why is no real title available?)
- Monte Carlo strategies in scientific computing
- Multilevel splitting for estimating rare event probabilities
- On adaptive resampling strategies for sequential Monte Carlo methods
- On the stability of measure valued processes with applications to filtering
- Particle approximations of Lyapunov exponents connected to Schrödinger operators and Feynman–Kac semigroups
- Particle Motions in Absorbing Medium with Hard and Soft Obstacles
- Sequential Monte Carlo Methods for Dynamic Systems
- Sequential Monte Carlo Samplers
- The fermion Monte Carlo revisited
- On the problem of penetration in particle methods
- A particle method for history-dependent materials
- Particle methods for statistical inference and design optimization
- Network impact on persistence in a finite population dynamic diffusion model: application to an emergent seed exchange network
- An introduction to particle methods with financial applications
- An introduction to stochastic particle integration methods: with applications to risk and insurance
- scientific article; zbMATH DE number 3965636 (Why is no real title available?)
- A Particle Method for Population Waves
- Statistical prediction algorithms for nonlinear stochastic jump-diffusion systems
- Analysis and optimization of weighted ensemble sampling
- On the foundations and the applications of evolutionary computing
- scientific article; zbMATH DE number 2106098 (Why is no real title available?)
- scientific article; zbMATH DE number 891167 (Why is no real title available?)
- Sequential Monte Carlo methods for filtering of unobservable components of multidimensional diffusion Markov processes
- An ergodic theorem for the weighted ensemble method
- Optimizing Weighted Ensemble Sampling of Steady States
- Generalizing Parallel Replica Dynamics: Trajectory Fragments, Asynchronous Computing, and PDMPs
- Sharp Propagation of Chaos Estimates for Feynman–Kac Particle Models
- Prediction of Moments in the Particles on Demand Method for LBM
- Optimization of sampling designs for pedigrees and association studies
- The divide-and-conquer sequential Monte Carlo algorithm: theoretical properties and limit theorems
- Geometric Convergence and Concentration Inequalities for the Feynman–Kac Genetic Algorithm
- Sequential Monte Carlo smoothing for general state space hidden Markov models
- Ordinal outcome state-space models for intensive longitudinal data
- Preface: Particle-based methods: fundamentals and applications
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