scientific article; zbMATH DE number 2106098
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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?)
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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)
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- Efficiency of delayed-acceptance random walk metropolis algorithms
- Data assimilation: the Schrödinger perspective
- Full likelihood inference from the site frequency spectrum based on the optimal tree resolution
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- Optimisation of interacting particle systems for rare event estimation
- A generalized parallel replica dynamics
- Predictive coarse-graining
- Correlated pseudo-marginal schemes for time-discretised stochastic kinetic models
- Sequential Monte Carlo simulated annealing
- On the stability and the uniform propagation of chaos properties of ensemble Kalman-Bucy filters
- Second order probabilistic parametrix method for unbiased simulation of stochastic differential equations
- Bayesian estimation of dynamic asset pricing models with informative observations
- Adaptive Semiparametric Bayesian Differential Equations Via Sequential Monte Carlo
- Optimal SIR algorithm vs. fully adapted auxiliary particle filter: a non asymptotic analysis
- A central limit theorem for temporally nonhomogenous Markov chains with applications to dynamic programming
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- Computing return times or return periods with rare event algorithms
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- Stable approximation schemes for optimal filters
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- Multilevel ensemble Kalman filtering for spatio-temporal processes
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- Sequential Monte Carlo as approximate sampling: bounds, adaptive resampling via \(\infty\)-ESS, and an application to particle Gibbs
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- Book Review: Fundamentals of stochastic filtering
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- 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
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- Randomized algorithms with splitting: Why the classic randomized algorithms do not work and how to make them work
- Accelerating inference for stochastic kinetic models
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