Particle methods: An introduction with applications

DOI10.1051/proc/201444001zbMath1351.60099OpenAlexW2132847825WikidataQ56503230 ScholiaQ56503230MaRDI QIDQ3451704

Pierre Del Moral, Arnaud Doucet

Publication date: 17 November 2015

Published in: ESAIM: Proceedings (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/proc/201444001

zbMATH Keywords

stochastic optimizationnonlinear filteringcombinatorial countingdirected polymer modelsinteracting particle methodsrandom walk confinements

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Sums of independent random variables; random walks (60G50) Statistical mechanics of polymers (82D60) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Optimal stochastic control (93E20) Stochastic particle methods (65C35) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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