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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- On particle methods for parameter estimation in state-space models
- Finding the best resolution for the Kingman-Tajima coalescent: theory and applications
- Uniform Stability of a Particle Approximation of the Optimal Filter Derivative
- Augmentation schemes for particle MCMC
- Augmented pseudo-marginal Metropolis-Hastings for partially observed diffusion processes
- Particle filters
- 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
- Filtering via approximate Bayesian computation
- 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
- Interaction particle systems for the computation of rare credit portfolio losses
- Bayesian inference for Markov jump processes with informative observations
- Parameter estimation for hidden Markov models with intractable likelihoods
- Nonlinear filters for chaotic oscillatory systems
- Bandwidth selection in pre-smoothed particle filters
- Stability of noisy Metropolis-Hastings
- Convergence of \(U\)-statistics for interacting particle systems
- Combinatorial analysis of the adaptive last particle method
- Particle-kernel estimation of the filter density in state-space models
- Sequential Monte Carlo methods for Bayesian elliptic inverse problems
- A Two-Step Branching Splitting Model Under Cost Constraint for Rare Event Analysis
- On nonlinear Markov chain Monte Carlo
- Inference on high-dimensional implicit dynamic models using a guided intermediate resampling filter
- Tree based functional expansions for Feynman--Kac particle models
- Particle Markov Chain Monte Carlo Methods
- Lookahead strategies for sequential Monte Carlo
- A stable particle filter for a class of high-dimensional state-space models
- On sequential Monte Carlo, partial rejection control and approximate Bayesian computation
- Stability properties of some particle filters
- A multi-resolution, non-parametric, Bayesian framework for identification of spatially-varying model parameters
- A combined splitting-cross entropy method for rare-event probability estimation of queueing networks
- Bayesian inference for nonlinear structural time series models
- Interacting multiple try algorithms with different proposal distributions
- A general theory of particle filters in hidden Markov models and some applications
- A non‐conservative Harris ergodic theorem
- Bayesian model comparison with un-normalised likelihoods
- A survey of sequential Monte Carlo methods for economics and finance
- Interacting sequential Monte Carlo samplers for trans-dimensional simulation
- Monte Carlo algorithms for computing \(\alpha \)-permanents
- On parallel implementation of sequential Monte Carlo methods: the island particle model
- Mean field simulation for Monte Carlo integration
- A duality formula for Feynman-Kac path particle models
- Perturbative expansion technique for non-linear FBSDEs with interacting particle method
- Limit theorems for weighted samples with applications to sequential Monte Carlo methods
- On the rate of convergence for the mean-field approximation of controlled diffusions with large number of players
- The sample size required in importance sampling
- A backward particle interpretation of Feynman-Kac formulae
- Numerically stable online estimation of variance in particle filters
- 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
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