DOI10.1016/S0246-0203(00)01064-5zbMath0990.60005OpenAlexW2112367503WikidataQ55881311 ScholiaQ55881311MaRDI QIDQ5937481
Pierre Del Moral, Alice Guionnet
Publication date: 31 July 2002
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=AIHPB_2001__37_2_155_0
Particle Motions in Absorbing Medium with Hard and Soft Obstacles,
Recursive Monte Carlo filters: algorithms and theoretical analysis,
Piecewise deterministic Markov processes for continuous-time Monte Carlo,
Exponential convergence to quasi-stationary distribution and \(Q\)-process,
Interacting and annealing particle filters: mathematics and a recipe for applications,
Exponential forgetting and geometric ergodicity for optimal filtering in general state-space models,
Computable infinite-dimensional filters with applications to discretized diffusion processes,
An Introduction to Particle Methods with Financial Applications,
Central limit theorem for sequential Monte Carlo methods and its application to Bayesian inference,
Asymptotic Hitting Time for a Simple Evolutionary Model of Protein Folding,
Stability and Uniform Particle Approximation of Nonlinear Filters in Case of Non Ergodic Signals,
On the Convergence of Quantum and Sequential Monte Carlo Methods,
A Survey of Sequential Monte Carlo Methods for Economics and Finance,
An ergodic theorem for filtering with applications to stability,
A note on exponential stability of the nonlinear filter for denumerable Markov chains,
Asymptotic genealogies of interacting particle systems with an application to sequential Monte Carlo,
Stability properties of some particle filters,
On the Behaviour of the Backward Interpretation of Feynman-Kac Formulae Under Verifiable Conditions,
Stability of optimal filter higher-order derivatives,
Large deviations for random dynamical systems and applications to hidden Markov models,
\(L^{1}\)-convergence of smoothing densities in non-parametric state space models,
Multilevel Particle Filters,
On the stability of positive semigroups,
Linear variance bounds for particle approximations of time-homogeneous Feynman-Kac formulae,
Exponential filter stability via Dobrushin's coefficient,
Non-asymptotic deviation inequalities for smoothed additive functionals in nonlinear state-space models,
Quantitative approximations of evolving probability measures and sequential Markov chain Monte Carlo methods,
Particle Filters for nonlinear data assimilation in high-dimensional systems,
Uniform convergence of penalized time-inhomogeneous Markov processes,
Coupled conditional backward sampling particle filter,
On the stability of nonlinear Feynman-Kac semigroups,
Twisted particle filters,
Stability and uniform approximation of nonlinear filters using the Hilbert metric and application to particle filters,
On discrete time ergodic filters with wrong initial data,
Analysis of error propagation in particle filters with approximation,
Comparison theorems for Gibbs measures,
Numerically stable online estimation of variance in particle filters,
Stability of the filter with Poisson observations,
A second order analysis of McKean-Vlasov semigroups,
Sequential Monte Carlo Samplers: Error Bounds and Insensitivity to Initial Conditions,
On the Foundations and the Applications of Evolutionary Computing,
Asymptotic properties of particle filter-based maximum likelihood estimators for state space models,
Merging for inhomogeneous finite Markov chains. II: Nash and log-Sobolev inequalities,
Random scale perturbation of an AR(1)-process and its properties as a non linear explicit filter,
Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime,
Computational advances for and from Bayesian analysis,
Inference on high-dimensional implicit dynamic models using a guided intermediate resampling filter,
Can local particle filters beat the curse of dimensionality?,
Leroux's method for general hidden Markov models,
Stability of nonlinear filters in nonmixing case,
Dynamiques recuites de type Feynman-Kac : résultats précis et conjectures,
A weighted random walk model, with application to a genetic algorithm,
Particle approximations of Lyapunov exponents connected to Schrödinger operators and Feynman–Kac semigroups,
Moderate deviations for particle filtering,
Uniform approximations of discrete-time filters,
Stability of the nonlinear filter for slowly switching Markov chains,
Deterministic Mean-Field Ensemble Kalman Filtering,
A duality formula and a particle Gibbs sampler for continuous time Feynman-Kac measures on path spaces,
Stable Approximation Schemes for Optimal Filters,
Long-term stability of sequential Monte Carlo methods under verifiable conditions,
Forest resampling for distributed sequential Monte Carlo,
Nudging the particle filter,
Particle Filters for Partially Observed Diffusions,
Forgetting the initial distribution for hidden Markov models,
Panel Data Analysis via Mechanistic Models,
Particle-based online estimation of tangent filters with application to parameter estimation in nonlinear state-space models,
Self-Interacting Markov Chains,
More on the long time stability of Feynman-Kac semigroups,
On the performance of particle filters with adaptive number of particles,
Uniform convergence over time of a nested particle filtering scheme for recursive parameter estimation in state-space Markov models,
Stability of the optimal filter in continuous time: beyond the Beneš filter,
Uniform time average consistency of Monte Carlo particle filters,
Error estimates on ergodic properties of discretized Feynman-Kac semigroups,
Bias of Particle Approximations to Optimal Filter Derivative,
Feynman-Kac Particle Integration with Geometric Interacting Jumps,
Backward Itô-Ventzell and stochastic interpolation formulae,
Uniform in time propagation of chaos for a Moran model,
A robustification approach to stability and to uniform particle approximation of nonlinear filters: the example of pseudo-mixing signals.,
Limit theory and robust evaluation methods for the extremal properties of GARCH\((p,q)\) processes,
A Convergent Interacting Particle Method and Computation of KPP Front Speeds in Chaotic Flows,
On the Hill relation and the mean reaction time for metastable processes,
On the differential equation satisfied by the random measure density of a jump-type Fleming–Viot process,
Convergence of a particle approximation for the quasi-stationary distribution of a diffusion process: Uniform estimates in a compact soft case