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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- Efficient inference for stochastic differential equation mixed-effects models using correlated particle pseudo-marginal algorithms
- Likelihood-free Bayesian inference for \(\alpha\)-stable models
- Coupled quantum harmonic oscillators and Feynman-Kac path integrals for linear diffusive particles
- Probabilistic solutions to ordinary differential equations as nonlinear Bayesian filtering: a new perspective
- Annealed Feynman-Kac models
- Particle methods: an introduction with applications
- A high order time discretization of the solution of the non-linear filtering problem
- Approximate Bayesian Computation for a Class of Time Series Models
- Stability of sequential Monte Carlo samplers via the Foster-Lyapunov condition
- 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
- Controlled sequential Monte Carlo
- Sequential state inference of engineering systems through the particle move-reweighting algorithm
- 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
- Effective branching splitting method under cost constraint
- Bayesian parameter inference for partially observed stopped processes
- Particle efficient importance sampling
- Statistical inference for dynamical systems: a review
- Computing return times or return periods with rare event algorithms
- Bayes factor estimation for nonlinear dynamic state space models
- Weak convergence of non-neutral genealogies to Kingman's coalescent
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- Unbiased estimation of the solution to Zakai's equation
- Computation of extreme values of time averaged observables in climate models with large deviation techniques
- Fractional generalization of Kac integral
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- Diffusion Monte Carlo method: Numerical Analysis in a Simple Case
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- Large deviations for Markov jump processes with uniformly diminishing rates
- Asymptotic properties of particle filter-based maximum likelihood estimators for state space models
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- On particle methods for parameter estimation in state-space models
- Finding the best resolution for the Kingman-Tajima coalescent: theory and applications
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- Augmentation schemes for particle MCMC
- Augmented pseudo-marginal Metropolis-Hastings for partially observed diffusion processes
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- Delayed acceptance particle MCMC for exact inference in stochastic kinetic models
- Error bounds and normalising constants for sequential Monte Carlo samplers in high dimensions
- On some properties of Markov chain Monte Carlo simulation methods based on the particle filter
- Sequential Monte Carlo smoothing for general state space hidden Markov models
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- A nonasymptotic theorem for unnormalized Feynman-Kac particle models
- Particle filters for continuous likelihood evaluation and maximisation
- Computing transition rates for the 1-D stochastic Ginzburg-Landau-Allen-Cahn equation for finite-amplitude noise with a rare event algorithm
- Sequential Monte Carlo sampling in hidden Markov models of nonlinear dynamical systems
- Efficient sampling of conditioned Markov jump processes
- Particle Metropolis-Hastings using gradient and Hessian information
- On particle Gibbs sampling
- Robust filtering: correlated noise and multidimensional observation
- Smoothing algorithms for state-space models
- Sequential Monte Carlo smoothing with application to parameter estimation in nonlinear state space models
- Genealogical particle analysis of rare events
- A generalized model of mutation-selection balance with applications to aging
- Sequential Monte Carlo for rare event estimation
- Twisted particle filters
- Importance sampling: intrinsic dimension and computational cost
- Enhanced consistency of the resampled convolution particle filter
- On the stability of sequential Monte Carlo methods in high dimensions
- Panel Data Analysis via Mechanistic Models
- Quasilimiting behavior for one-dimensional diffusions with killing
- Twisting the alive particle filter
- On the convergence of adaptive sequential Monte Carlo methods
- On adaptive resampling strategies for sequential Monte Carlo methods
- Stochastic enumeration method for counting NP-hard problems
- A class of measure-valued Markov chains and Bayesian nonparametrics
- Time-varying combinations of predictive densities using nonlinear filtering
- Long-term stability of sequential Monte Carlo methods under verifiable conditions
- Model-based structural health monitoring of naval ship hulls
- Sequential Monte Carlo with Highly Informative Observations
- Efficient Monte Carlo simulation via the generalized splitting method
- Multivariable feedback particle filter
- Antithetic sampling for sequential Monte Carlo methods with application to state-space models
- The Gibbs cloner for combinatorial optimization, counting and sampling
- On the efficiency of pseudo-marginal random walk Metropolis algorithms
- Concentration inequalities for mean field particle models
- Dimension-free Wasserstein contraction of nonlinear filters
- Efficient learning via simulation: a marginalized resample-move approach
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