scientific article; zbMATH DE number 2106098
From MaRDI portal
Publication:4819702
zbMATH Open1130.60003MaRDI QIDQ4819702FDOQ4819702
Authors: Pierre Del Moral 
Publication date: 4 October 2004
Title of this publication is not available (Why is that?)
Recommendations
central limit theoremasymptotic behaviorFeynman-Kac formulalarge deviation principleinteracting particle system
Interacting random processes; statistical mechanics type models; percolation theory (60K35) Population dynamics (general) (92D25) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Applications of stochastic analysis (to PDEs, etc.) (60H30) Research exposition (monographs, survey articles) pertaining to statistical mechanics (82-02) Interacting particle systems in time-dependent statistical mechanics (82C22) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01)
Cited In (only showing first 100 items - show all)
- Dynamiques recuites de type Feynman-Kac : résultats précis et conjectures
- Particle approximations of Lyapunov exponents connected to Schrödinger operators and Feynman–Kac semigroups
- Forgetting the initial distribution for hidden Markov models
- Uniform time average consistency of Monte Carlo particle filters
- Residual and stratified branching particle filters
- Monte Carlo Methods for the Neutron Transport Equation
- Particle predictive control
- On the asymptotic normality of adaptive multilevel splitting
- Adaptive multilevel splitting: historical perspective and recent results
- On synchronized Fleming-Viot particle systems
- Free energy computations by minimization of Kullback-Leibler divergence: An efficient adaptive biasing potential method for sparse representations
- Stochastic global optimization as a filtering problem
- A central limit theorem for Fleming-Viot particle systems
- Fluctuations of interacting Markov chain Monte Carlo methods
- Stability of Feynman-Kac formulae with path-dependent potentials
- Sequentially interacting Markov chain Monte Carlo methods
- Sampling per mode for rare event simulation in switching diffusions
- Filtering discrete time nonlinear systems with unknown parameters: a nonparametric approach.
- Nonparametric multi-step prediction in nonlinear state space dynamic systems
- Improved diffusion Monte Carlo
- Stable approximation schemes for optimal filters
- Interacting Markov chain Monte Carlo methods for solving nonlinear measure-valued equations
- Multilevel ensemble Kalman filtering for spatio-temporal processes
- Unscented/ensemble transform-based variational filter
- Sequential Monte Carlo as approximate sampling: bounds, adaptive resampling via \(\infty\)-ESS, and an application to particle Gibbs
- A new class of interacting Markov chain Monte Carlo methods
- Design of complex systems in the presence of large uncertainties: a statistical approach
- A branching particle approximation to a filtering micromovement model of asset price
- A Monte Carlo method for filtering a marked doubly stochastic Poisson process
- Meta-control of an interacting-particle algorithm for global optimization
- A Moran particle system approximation of Feynman-Kac formulae
- Book Review: Fundamentals of stochastic filtering
- Parallel sequential Monte Carlo samplers and estimation of the number of states in a hidden Markov model
- Static-parameter estimation in piecewise deterministic processes using particle Gibbs samplers
- Stochastic boosting algorithms
- Stochastic boosting algorithms
- A Rao-blackwellized particle filter for joint parameter estimation and biomass tracking in a stochastic predator-prey system
- Equilibrium sampling from nonequilibrium dynamics
- Dynamic filtering of static dipoles in magnetoencephalography
- Predictive control of discrete time stochastic nonlinear state space dynamical systems: a particle nonparametric approach
- The stability of conditional Markov processes and Markov chains in random environments
- On the convergence of two sequential Monte Carlo methods for maximum a posteriori sequence estimation and stochastic global optimization
- Rare Event Simulation Using Reversible Shaking Transformations
- Multilevel ensemble Kalman filtering
- Simulation-based optimal sensor scheduling with application to observer trajectory planning
- Randomized algorithms with splitting: Why the classic randomized algorithms do not work and how to make them work
- Accelerating inference for stochastic kinetic models
- A note on auxiliary particle filters
- Nonlinear filtering for stochastic systems with fixed delay: approximation by a modified Milstein scheme
- Nonequilibrium Markov processes conditioned on large deviations
- Uniform ergodicity of the particle Gibbs sampler
- Bayesian static parameter estimation for partially observed diffusions via multilevel Monte Carlo
- Trend to equilibrium and particle approximation for a weakly selfconsistent Vlasov-Fokker-Planck equation
- Multilevel Particle Filters
- Quantitative approximations of evolving probability measures and sequential Markov chain Monte Carlo methods
- The interacting-particle algorithm with dynamic heating and cooling
- Empirical measure and small noise asymptotics under large deviation scaling for interacting diffusions
- Inference for a class of partially observed point process models
- Sequential Monte Carlo methods for mixtures with normalized random measures with independent increments priors
- Likelihood computation for hidden Markov models via generalized two-filter smoothing
- Linear variance bounds for particle approximations of time-homogeneous Feynman-Kac formulae
- On the use of smoothing to improve the performance of the splitting method
- Multiplicative ergodic theorem for a non-irreducible random dynamical system
- Particle system algorithm and chaos propagation related to non-conservative McKean type stochastic differential equations
- Multilevel sequential Monte Carlo samplers
- Gradient-based simulated maximum likelihood estimation for Lévy-driven Ornstein-Uhlenbeck stochastic volatility models
- Sequential Monte Carlo samplers for capital allocation under copula-dependent risk models
- A method for high-dimensional smoothing
- Subsampling MCMC -- an introduction for the survey statistician
- Fast randomized iteration: diffusion Monte Carlo through the Lens of numerical linear algebra
- On the performance of particle filters with adaptive number of particles
- Asymptotic analysis of model selection criteria for general hidden Markov models
- Analysis and simulation of extremes and rare events in complex systems
- Study of new rare event simulation schemes and their application to extreme scenario generation
- Convergence of the SMC implementation of the PHD filter
- Nonexchangeable random partition models for microclustering
- Theory of segmented particle filters
- Normalizing constants of log-concave densities
- On the role of interaction in sequential Monte Carlo algorithms
- Ensemble Kalman inversion: mean-field limit and convergence analysis
- Limit theorems for cloning algorithms
- Analysis and optimization of weighted ensemble sampling
- A Berry-Esseen theorem for Feynman-Kac and interacting particle models
- Rare event simulation for stochastic dynamics in continuous time
- Inference via low-dimensional couplings
- Feynman-Kac particle integration with geometric interacting jumps
- Central limit theorems for coupled particle filters
- Optimal potential functions for the interacting particle system method
- A duality formula and a particle Gibbs sampler for continuous time Feynman-Kac measures on path spaces
- Simple conditions for convergence of sequential Monte Carlo genealogies with applications
- Optimizing Weighted Ensemble Sampling of Steady States
- On resampling schemes for particle filters with weakly informative observations
- Asymptotic genealogies of interacting particle systems with an application to sequential Monte Carlo
- Practical criteria for \(R\)-positive recurrence of unbounded semigroups
- On the stability and the uniform propagation of chaos of a class of extended ensemble Kalman-Bucy filters
- An introduction to particle methods with financial applications
- A second order analysis of McKean-Vlasov semigroups
- A practical example for the non-linear Bayesian filtering of model parameters
- Snell envelope with small probability criteria
- A methodology for probabilistic model-based prognosis
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4819702)
