Mean field simulation for Monte Carlo integration
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mean field simulationstochastic kinetic modelsignal processingSherrington-Kirkpatrick modelPoisson point processparticle density profilsoptimal controlnonlinear evolution equationsmultiple-objects nonlinear filteringMonte Carlo modelsmonographBoltzman-Gibbs measuresMcKean evolutionsMarkov chain modelsmany-body systemlinear evolution equationsKalman filterIsing modelHamiltonian functionalFokker-Planck differential equationFeynman-Kac path integration modelscontinuous and discrete time models
Signal detection and filtering (aspects of stochastic processes) (60G35) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Monte Carlo methods (65C05) Probabilistic models, generic numerical methods in probability and statistics (65C20) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic particle methods (65C35) Numerical analysis or methods applied to Markov chains (65C40) Feynman integrals and graphs; applications of algebraic topology and algebraic geometry (81Q30) Many-body theory; quantum Hall effect (81V70) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Kinetic theory of gases in time-dependent statistical mechanics (82C40) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)
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- On one-dimensional Riccati diffusions
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- Stochastic mean-field approach to fluid dynamics
- A polynomial chaos expansion in dependent random variables
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- A duality formula and a particle Gibbs sampler for continuous time Feynman-Kac measures on path spaces
- Unbiased estimation of the gradient of the log-likelihood in inverse problems
- Propagation of chaos: a review of models, methods and applications. II: Applications
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- Uniform in time propagation of chaos for a Moran model
- On the Hill relation and the mean reaction time for metastable processes
- Collective proposal distributions for nonlinear MCMC samplers: mean-field theory and fast implementation
- On resampling schemes for particle filters with weakly informative observations
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- A perturbation analysis of stochastic matrix Riccati diffusions
- Lower bound for the coarse Ricci curvature of continuous-time pure-jump processes
- Practical criteria for \(R\)-positive recurrence of unbounded semigroups
- Multilevel particle filters for the non-linear filtering problem in continuous time
- A second order analysis of McKean-Vlasov semigroups
- Variance estimation in adaptive sequential Monte Carlo
- Ergodic behavior of non-conservative semigroups via generalized Doeblin's conditions
- Error estimates on ergodic properties of discretized Feynman-Kac semigroups
- Rare event simulation for stochastic dynamics in continuous time
- A duality formula for Feynman-Kac path particle models
- Mining the hidden link structure from distribution flows for a spatial social network
- Wiener-Hermite polynomial expansion for multivariate Gaussian probability measures
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- A mean field theory of nonlinear filtering
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- A stable particle filter for a class of high-dimensional state-space models
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- An Invitation to Sequential Monte Carlo Samplers
- On quantitative convergence to quasi-stationarity
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- Advanced Multilevel Monte Carlo Methods
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- Noise-free sampling algorithms via regularized Wasserstein proximals
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