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Publications

[ Feynman-Kac particle models ] [ Propagations of chaos] [ Central limit theorems] [ Large deviations] [ Stability of nonlinear semigroups]
[ Filtering and multiple object tracking] [ Bayesian Inference] [ Financial Mathematics] [ Biology and Chemistry]
[ Risk analysis and rare event simulation] [ Numerical physics] [ Sequential Monte Carlo methods]
[ Optimal Control and Regulation] [ Measure valued processes] [ Lectures] [ Preprints] [ Industrial applications]




See also my Google scholar user profile & a synthetic publication list by subjects

Google scholar classic paper in Probability and Statistics (ten most-cited articles published ten years earlier.)
Del Moral, P., Doucet A., Jasra A.. Sequential Monte Carlo Samplers

Journal of the Royal Statistical Society, Series B, vol. 68, no. 3, pp. 411-436 (2006).








    Research books






  1. A. Bishop, P. Del Moral, N. Angele.
    An Introduction to Wishart Matrix Moments
    Foundations and Trends® in Machine Learning: Vol. 11: No. 2, pp 97-218 (2018).




  2. P. Del Moral.
    Mean field simulation for Monte Carlo integration.
    Chapman & Hall/CRC Monographs on Statistics & Applied Probability [626p.] (2013). Introduction and references




  3. Pierre Del Moral, Peng Hu, Liming Wu
    On the concentration properties of Interacting particle processes HAL-INRIA RR-7677 (2011),
    Foundations and Trends in Machine Learning, Vol. 3, No. 3 - 4, 225-389 (2012). (167 pages)






  4. Del Moral P.
    Feynman-Kac formulae. Genealogical and interacting particle approximations
    Springer New York, [575p.] Series: Probability and Applications (2004).
    ( Springer-Verlag, Heidelberg)






  5. Del Moral P., Miclo L.
    Branching and Interacting Particle Systems Approximations of Feynman-Kac Formulae
    with Applications to Non-Linear Filtering.

    Séminaire de Probabilités XXXIV, Ed. J. Azéma and M. Emery and M. Ledoux and M. Yor.
    Lecture Notes in Mathematics, Springer-Verlag Berlin, Vol. 1729, 1-145 (2000).













    Pedagogical books


















  6. P. Del Moral, S. Penev.
    Stochastic Processes: From Applications to Theory
    Chapman & Hall/CRC Press (866p.) (2016).




  7. P. Del Moral, C. Vergé
    Modèles et Méthodes Stochastiques. Une introduction avec applications.
    Springer Series : Maths & Applications, SMAI, vol. 75, vol. 75 (2014).




  8. Del Moral P., Remillard B., Rubenthaler S.
    Introduction aux Probabilités
    Ellipses Edition. (2006).





  9. N. Bartoli, Del Moral P.
    Simulation et aux Algorithmes Stochastiques
    Cépaduès Edition. (2001).








    Direction of works




  10. R. Carmona, P. Del Moral, P. Hu, N. Oudjane
    Numerical Methods in Finance
    Series: Springer Proceedings in Mathematics, Vol. 12, XVII, 471 p. (2012).





  11. E. Tantar, A. Tantar, P. Bouvry., P. Del Moral, C. A. Coello Coello, P. Legrand, O. Schutze
    Evolve : A bridge between Probability, Set Oriented Numerics and Evolutionary Computation I.
    Springer Series: Studies in Computational Intelligence, Vol. 447, No. XII, 412 p. Springer (2013)





  12. O. Schutze, Carlos A. Coello Coello, A. Tantar, E. Tantar, P. Bouvry,
    P. Del Moral and P. Legrand.

    Evolve - A Bridge between Probability, Set Oriented Numerics, and Evolutionary Computation II.
    Advances in Intelligent Systems and Computing, 2013, Volume 175, Springer (2012).



  13. O. Schutze, C. A. Coello Coello, A. Tantar, E. Tantar, P.l Bouvry,
    P. Del Moral and P. Legrand.

    Evolve - A Bridge between Probability, Set Oriented Numerics, and Evolutionary Computation III.
    Springer, Studies in Computational Intelligence, volume 500 (2014).




  14. M. Emmerich, A. Deutz, O. Schutze, T. Back, A. Tantar, E. Tantar, P. Del Moral, P. Bouvry, A. Coello Coello
    Evolve - A Bridge between Probability, Set Oriented Numerics, and Evolutionary Computation IV.
    Springer, Advances in Intelligent Systems and Computing (2013).













    Book Chapters


  15. C. Verge, J. Morio, P. Del Moral, J.C Dolado Perez
    Probabilistic safety analysis of the collision between a space debris and a satellite with an island particle algorithm
    in Space Engineering: Modeling and Optimization with Case Studies, G. Fasano and J.D. Pinter (Eds). Springer (2016)

  16. P. Del Moral, J. Houssineau Particle association measures and multiple target tracking
    in Springer Briefs Spatial Temporal Modelling series (2016)

  17. P. Del Moral, E. Tantar, A. Tantar On the foundations and the applications of evolutionary computing
    [90p.] in Evolve : A bridge between Probability, Set Oriented Numerics and Evolutionary Computation.
    Series Studies in Computational Intelligence, Springer (2012).

  18. R. Carmona, P. Del Moral, P. Hu, N. Oudjane An introduction to particle methods in finance
    in Numerical Methods in Finance Springer New York, Series: Proceeding in Mathematics, (46p.)
    Volume 12, 2012, DOI: 10.1007/978-3-642-25746-9.

  19. P. Del Moral, B. Remillard, S. Rubenthaler.
    Monte Carlo approximations of american option that preserve monotonicity and convexity.
    in Numerical Methods in Finance Springer New York, Series: Proceeding in Mathematics, (28p.)
    Volume 12, 2012, DOI: 10.1007/978-3-642-25746-9.

  20. Pierre Del Moral, Frederic Patras, Sylvain Rubenthaler
    A Mean Field Theory of Nonlinear Filtering
    HAL-INRIA RR-6437 [39p], Oxford Handbook of Nonlinear Filtering, Eds D. Crisan and B. Rosovsky. Oxford University Press (2011)

  21. Pierre Del Moral, Frederic Patras
    Interacting path systems for credit portfolios risk analysis
    HAL-INRIA RR-7196 [9p]. Extended version in : Recent Advancements in the Theory and Practice of Credit Derivatives. D. Brigo, T. Bielecki, F. Patras Eds. Bloomberg Press (2011).

  22. P. Del Moral, P., A. Doucet and A. Jasra.
    Sequential Monte Carlo for Bayesian Computation. (preliminary version)
    Bayesian Statistics 8, Oxford University Press (2006).

  23. Del Moral P., Lezaud P.
    Branching and interacting particle interpretation of rare event probabilities.
    Stochastic Hybrid Systems: Theory and Safety Critical Applications, eds. H. Blom and J. Lygeros. Springer-Verlag, Heidelberg (2006).

  24. Dawson D.A. and Del Moral P.
    Large deviations for interacting processes in the strong topology.
    Statistical Modeling and Analysis for Complex Data Problem
    P. Duchesne and B. Rémillard Editors, pp. 179--209, Springer (2005).


  25. Gentil I., Rémillard B., and Del Moral, P.
    Filtering of Images for Detecting Multiple Targets Trajectories.
    Statistical Modeling and Analysis for Complex Data Problem
    P. Duchesne and B. Rémillard Editors, pp. 267--281, Springer (2005).


  26. Del Moral P., Jacod J.
    Interacting Particle Filtering With Discrete Observations
    Sequential Monte Carlo Methods in Practice, pp. 43-77, Statistics for Engineering and Information Science. Springer. Eds. A. Doucet, J. F. G. de Freitas, N. J. Gordon. (2001).

  27. Del Moral P., Jacod J.
    Interacting particle filtering with discrete-time observations: asymptotic behaviour in the Gaussian case.
    Stochastics in finite/infinite dimensions (in honor of G. Kallianpur), pp. 101-123.
    Trends in Mathematics, Birkhauser, Eds. Hida T., Karandikar R., Kunita H., Rajput B., Watanabe S. and Xiong J. (2001).


  28. Del Moral P.
    Maslov Optimization Theory: Optimality Versus Randomness.
    Appendix of the book : Idempotency Analysis and its Applications, V.N. Kolokoltsov and V.P. Maslov, pages 243-302
    Volume 401, Kluwer Academic Publishers, Dordrecht/Boston/London, Mathematics and its Applications (1997).


  29. Del Moral P.
    Maslov Optimization Theory: Topological Aspects.
    Idempotency, Editor J. Gunawardena, Cambridge University Press, Publications of the Newton Institute, 354-383 (1998).

  30. Del Moral P., Salut G.
    Random particle methods in (max,+) optimization problems.
    Idempotency, Editor J. Gunawardena, Cambridge University Press, Publications of the Newton Institute, 383--392 (1998).
















    Journals



  31. Marc Arnaudon, Pierre Del Moral
    A variational approach to nonlinear and interacting diffusions
    ArXiv:1812.04269 (2018). Stochastic Analysis and Applications (to appear - 2019).

  32. Adrian N. Bishop, Pierre Del Moral, Angele Niclas
    A perturbation analysis of stochastic matrix Riccati diffusions
    ArXiv:1709.05071 (2017). Annales de l'Institut Henri Poincaré Probab. Statist. (to appear - 2019).

  33. Adrian N. Bishop, Pierre Del Moral
    An explicit Floquet-type representation of Riccati aperiodic exponential semigroups
    Arxiv 1805.02127 (2018). International Journal of Control (TCON) (to appear - 2019).

  34. Adrian N. Bishop, Pierre Del Moral
    Stability Properties of Systems of Linear Stochastic Differential Equations with Random Coefficients
    Arxiv 1804.09349 (2018). SIAM Journal on Control and Optimization (to appear - 2019).

  35. Pierre Del Moral, Julian Tugaut
    Uniform propagation of chaos and creation of chaos for a class of nonlinear diffusions
    Stochastic Analysis and Applications, (to appear - 2019).

  36. Adrian N. Bishop, Pierre Del Moral, Kengo Kamatani, and Bruno Remillard
    On one-dimensional Riccati diffusions
    Arxiv 1711.10065 (2017). Annals of Applied Probability, Vol. 29, No. 2, pp. 1127--1187 (2019).

  37. Adrian N. Bishop, Pierre Del Moral
    On the Robustness of Riccati Flows to Complete Model Misspecification
    Journal of the Franklin Institute, vol. 355, no. 15, pp. 7178--7200 (2018)

  38. Pierre Del Moral, Aline Kurtzmann, Julian Tugaut
    On the Stability and the Exponential Concentration of Extended Kalman-Bucy filters.
    Electronic Journal of Probability, Volume 23, paper no. 91 (2018).

  39. Adrian N. Bishop, Pierre Del Moral, Sahani D. Pathiraja
    Perturbations and Projections of Kalman-Bucy Semigroups Motivated by Methods in Data Assimilation
    arXiv:1701.05978 (2017). Stochastic Processes and their Applications, vol. 128, no. 9, pp. 2857--2904. (2018)

  40. P. Del Moral, J. Tugaut
    On the stability and the uniform propagation of chaos properties of Ensemble Kalman-Bucy filters
    Arxiv: 1605.09329 (2016). Annals of Applied Probability, vol. 28, no. 2, pp. 790--850 (2018).

  41. Pierre Del Moral, Angele Niclas
    A Taylor expansion of the square root matrix functional.
    Journal of Mathematical Analysis and Applications, vol. 465, no. 1, pp. 259-266 (2018).

  42. P. Del Moral, D. Villemonais
    Exponential mixing properties for time inhomogeneous diffusion processes with killing
    arXiv:1412.2627, Bernoulli, Volume 24, Number 2, 1010--1032 (May 2018).

  43. Pierre Del Moral, Ajay Jasra
    A Note on Random Walks with Absorbing barriers and Sequential Monte Carlo Methods
    Arxiv:1611.03177 (2016). Stochastic Analysis and Applications, vol.36, no. 3, pp. 413--442 (2018)

  44. A. N. Bishop, P. Del Moral
    On the stability of Kalman-Bucy diffusion processes
    Arxiv:1610.04686 (2016). SIAM Journal Control & Optimization, vol. 55, no. 6, pp. 4015--4047. (2017).

  45. Del Moral, P. & Jasra, A.
    First order analysis of F-K models, Part I. Stoch. Proc. Appl. (2017)

  46. Del Moral, P. & Jasra, A.
    First order analysis of F-K models, Part II. Stoch. Proc. Appl. (2017)

  47. Del Moral, P., Jasra, A., Law KJH. & Zhou, Y.
    Multilevel SMC samplers for normalizing constants. TOMACS (2017)

  48. Pierre Del Moral, Aline Kurtzmann, Julian Tugaut
    On the stability and the uniform propagation of chaos of a Class of Extended Ensemble Kalman-Bucy filters
    Arxiv:1606.08256 (2016). SIAM Journal Control & Optimization, vol. 55, no. 1, pp. 119--155 (2017).

  49. Del Moral, P, Jasra, A. & Law KJH
    Multilevel Sequential Monte Carlo: Mean Square Error Bounds under Verifiable Conditions.
    Stochastic Analysis and Applications 35, 478--498 (2017)

  50. F Giraud, P Del Moral
    Non-Asymptotic Analysis of Adaptive and Annealed Feynman-Kac Particle Models,
    arXiv preprint arXiv:1209.5654. Bernoulli, Volume 23, Number 1, pp. 670--709. (2017).

  51. P. Del Moral, E. Moulines, J. Olsson, C. Vergé.
    Convergence Properties of Weighted Particle Islands with Application to the Double Bootstrap Algorithm
    Stochastic Systems, Volume 6 Issue 2, March 2017, pp. 367-419 (2017).

  52. Zhou Y., Jasra A. & Del Moral, P.
    Biased Bayesian online parameter estimation.
    Methodol Comput Appl Probab (2016). doi:10.1007/s11009-016-9511-x (2016)

  53. Del Moral P., Kohn R., Patras F.
    On particle Gibbs samplers
    Annales de l'Institut Henri Poincaré Probab. Statist., vol 52, no. 4, pp. 1687--1733 (2016).

  54. C. Vergé, J. Morio, P Del Moral
    An island particle Markov chain Monte Carlo algorithm for safety analysis Hal-INRIA 00834987 (2013).
    Reliability Engineering & System Safety, vol. 149, pp. 63--75 (2016)

  55. P. Del Moral, L. Murray
    Sequential Monte Carlo with Highly Informative Observations
    SIAM/ASA Journal on Uncertainty Quantification, vol. 3, no. 1, pp. 969--997. (2015).


  56. Del Moral, P., Jasra, A., Lee, A., Yau, C. & Zhang X.
    The alive particle filter.
    Stoch. Anal. Appl. 33, 943-974 (2015)

  57. P. Shevchenko, P. Del Moral
    Valuation of Barrier Options using Sequential Monte Carlo
    Journal of Computational Finance, 20(4), 1--29 DOI: 10.21314/JCF.2016.324 (2016).

  58. Del Moral P., Kohn R., Patras F.
    A duality formula for Feynman-Kac path particle models
    C.R. Acad. Sci. Paris, Volume 353, Issue 5, pp. 465-469 (2015).

  59. C. Vergé, C. Dubarry, P. Del Moral, E. Moulines
    On parallel implementation of Sequential Monte Carlo methods: the island particle model,
    arXiv preprint arXiv:1306.3911 (2013). Statistics and Computing, vol. 25, no. 2, pp 243-260 (2015).

  60. Del Moral, P. and Doucet, A. and Singh, S.S.
    Uniform stability of a particle approximation of the optimal filter derivative.
    SIAM J. Control Optim., 53(3), 1278-1304. (27 pages) (2015)

  61. P. Del Moral, S. Hu, L. Wu.
    Moderate Deviations for Interacting Processes.
    (DOI:10.5705/ss.2013.134). Statistica Sinica, vol. 25, no. 3, pp. 921-951 (2015).

  62. J. Bérard, P Del Moral, A. Doucet.
    A Lognormal Central Limit Theorem for Particle Approximations of Normalizing Constants.
    ArXiv 0749332. (DOI: 10.1214/EJP.v19-3428)
    Electronic Journal of Probability (EJP), vol.19, article no. 93, pp. 1-28 (2014).


  63. J. S. Martina, A. Jasra, S. S. Singh, N. Whiteley, P. Del Moral, E. McCoy.
    Approximate Bayesian Computation for Smoothing,
    Stochastic Analysis and Applications, Volume 32, Issue 3, pp. 397-422 (2014).

  64. P Del Moral, P. Jacob, A. Lee, L. Murray, G.W. Peters
    Feynman-Kac particle integration with geometric interacting jumps,
    arXiv preprint arXiv:1211.7191 (2012). Stochastic Analysis and Applications, vol. 31, no. 5, pp. 830--871 (2013).

  65. F. Giraud, P. Minvielle, P. Del Moral.
    Advanced Interacting Sequential Monte Carlo Sampling for Inverse Scattering
    IOP Inverse Problems, vol. 29, no. 9, sept. (2013).

  66. M. Pace, P. Del Moral
    Mean-field PHD filters based on generalized Feynman-Kac flow
    IEEE Journal of Selected Topics in Signal Processing. Special Issue on Multi-target tracking, vol. 7, no. 3, pp. 484-495 (2013).

  67. Bornn, L., Jacob, P., Del Moral, P., Doucet, A
    An Adaptive Interacting Wang-Landau Algorithm for Automatic Density Exploration
    arXiv:1109.3829v2 [stat.CO] ArXiv April. 2012 [33p] . Journal of Computational and Graphical Statistics (2013)

  68. Del Moral, P., Hu, P., Oudjane, N.
    Snell envelope with small probability criteria
    HAL-INRIA, August 2010 Applied Mathematics and Optimization, vol. 66, Issue 3, pp. 309-330 (2012)

  69. M. Zghal, L. Mevel, P. Del Moral
    Modal parameter estimation using interacting Kalman filters
    Journal of Mechanical Systems and Signal Processing, dec. (2012) [37p] .

  70. Amarjit Budhiraja, Pierre Del Moral, Sylvain Rubenthaler.
    Discrete Time Markovian Agents Interacting Through a Potential
    HAL-00601151 (2011) Journal ESAIM Probability & Statistics http://dx.doi.org/10.1051/ps/2012014 (2012).

  71. Bernard Bercu, Pierre Del Moral, Arnaud Doucet
    Fluctuations of Interacting Markov Chain Monte Carlo Models
    HAL-INRIA RR-6438 [28p] (Feb. 2008). Revised version [27p] (Dec. 2011). (ArXiv Jan. 2012)
    Stochastic Processes and their Applications, Volume 122, Issue 4, April, Pages 1304-1331 (2012)

  72. Pierre Del Moral, Arnaud Doucet, Ajay Jasra
    On Adaptive Resampling Procedures for Sequential Monte Carlo Methods
    (HAL-INRIA RR-6700) [46p], (Oct. 2008). Bernoulli, Vol. 18, No. 1, pp. 252-278 (2012).

  73. Pierre Del Moral, Arnaud Doucet , Ajay Jasra
    An Adaptive Sequential Monte Carlo Method for Approximate Bayesian Computation
    (preliminary version) (DOI: 10.1007/s11222-011-9271-y) Statistics and Computing, vol. 1-12, August 03, (2011).

  74. Francois Caron, Pierre Del Moral, Michele Pace, and B.-N. Vo
    On the Stability and the Approximation of Branching Distribution Flows, with Applications to Nonlinear Multiple Target Filtering
    (HAL-INRIA RR-7376) [50p]. (short version) Stoch. Analysis and Applications Volume 29, Issue 6, pages 951-997 (2011).

  75. Pierre Del Moral, Peng Hu, Nadia Oudjane, Bruno Remillard
    On the Robustness of the Snell envelope
    (HAL-INRIA RR-7303 (2010)) [35p]. SIAM Journal on Financial Mathematics, vol.2, 587-626 (2011).

  76. Christophe Andrieu, Ajay Jasra, Arnaud Doucet, Pierre Del Moral
    On nonlinear Markov chain Monte Carlo via Self-interacting approximations
    Technical Report, Imperial College of London [50p], (Oct. 2007). Bernoulli Volume 17, Number 3, 987-1014 (2011).

  77. Francois Caron, Pierre Del Moral, Arnaud Doucet, and Michele Pace
    Particle approximations of a class of branching distribution flows arising in multi-target tracking
    (HAL-INRIA RR-7233 (2010)) [29p], SIAM J. Control Optim. 49, pp. 1766-1792 (2011).

  78. F. Caron, F. d'Errico, P. Del Moral, F. Santos, J. Zilhao.
    The Reality of Neandertal Symbolic Behavior at the Grotte du Renne, Arcy-sur-Cure, France.
    PLoS ONE 6(6): e21545. doi:10.1371/journal.pone.0021545 (2011)

  79. Pierre Del Moral, Frederic Patras, Sylvain Rubenthaler
    Convergence of U-statistics for interacting particle systems
    (HAL-INRIA RR-6966 (2009)) [23p]
    Journal of Theoretical Probability, DOI: 10.1007/s10959-011-0355-6, (2011).


  80. Francois Caron, Pierre Del Moral, Arnaud Doucet, and Michele Pace
    On the Conditional Distributions of Spatial Point Processes
    (HAL-INRIA RR-7232) Adv. in Appl. Probab. Volume 43, Number 2, 301-307. (2011).

  81. F. Cerou, P. Del Moral, T. Furon, A. Guyader
    Sequential Monte Carlo for Rare event estimation (HAL-INRIA RR-6792 (2009))
    Statistics and Computing, DOI: 10.1007/s11222-011-9231-6 (2011).

  82. Pierre Del Moral, Rio Emmanuel.
    Concentration Inequalities for Mean Field Particle Models
    (HAL-INRIA RR-6901) Ann. Appl. Probab. Volume 21, Number 3, 1017-1052. (2011).

  83. Pierre Del Moral, Nicolas Chopin, Sylvain Rubenthaler
    Stability of Feynman-Kac formulae with path-dependent potentials,
    Stochastic Processes and their Applications, 121, 38-60 (2011).

  84. Frederic Cerou, Pierre Del Moral, Arnaud Guyader
    A non asymptotic variance theorem for unnormalized Feynman-Kac particle models
    (HAL-INRIA RR-6716 (2008)). Ann. Inst. H. Poincaré Probab. Statist. Volume 47, Number 3, 629-649 (2011).

  85. Jasra, Ajay, Del Moral, Pierre
    Sequential Monte Carlo Methods for Option Pricing, [37p.]
    Stoch. Analysis and Applications, Volume 29, Issue 2, 2011, Pages 292 - 316 (2011)

  86. Anthony Brockwell, Pierre Del Moral, Arnaud Doucet
    Sequentially Interacting Markov chain Monte Carlo
    Technical Report UBC Vancouver (2008) Ann. Statist. Volume 38, Number 6, pp. 3387-3411. (2010)

  87. Pierre Del Moral
    Fundamentals of stochastic filtering by Alan Bain and Dan Crisan
    Book Review [13p.], Bulletin of the American Mathematical Society (Oct. 2010).

  88. Pierre Del Moral, Arnaud Doucet and Sumeetpal S. Singh
    A Backward Particle Interpretation of Feynman-Kac Formulae
    (HAL-INRIA RR-7019 (07-2009)) vol 44, no. 5, pp. 947--976 M2AN (sept. 2010)

  89. Pierre Del Moral and N. Hadjiconstantinou
    An Introduction to probabilistic methods, with applications
    vol 44, no. 5, pp. 805--830 M2AN (sept. 2010)

  90. Pierre Del Moral, Arnaud Doucet
    Interacting Markov Chain Monte Carlo Methods For Solving Nonlinear Measure-Valued Equations
    (HAL-INRIA RR-6435 (2008)) The Annals of Applied Probability, Vol. 20, No. 2, 593-639 (2010)


  91. Pierre Del Moral, Arnaud Doucet
    A new class of interacting Markov chain Monte Carlo methods
    Comptes rendus Académie des Sciences, Série : Mathématiques, Vol. 348 - N� 1-2, p. 79-83 (2010).


  92. Bernard Bercu, Pierre Del Moral, Arnaud Doucet
    A Functional Central Limit Theorem for a Class of Interacting Markov Chain Monte Carlo Models (HAL-INRIA RR-6436 (2008))
    Electronic Journal of Probability. Vol. 14, Paper no. 73, pages 2130-2155 (2009).


  93. Pierre Del Moral, Frederic Patras and Sylvain Rubenthaler
    Coalescent tree based functional representations for some Feynman-Kac particle models (preliminary version)
    Annals of Applied Probability, Vol. 19, No. 2, pages 1--50 (2009)


  94. Pierre Del Moral, Laurent Miclo, Frederic Patras, Sylvain Rubenthaler
    The convergence to equilibrium of neutral genetic models ((HAL-INRIA RR-6442 (2008)).
    Stochastic Analysis and Applications. Volume 28 Issue 1, 123-143 (2009).


  95. Andrieu, Christophe; Jasra, Ajay; Doucet, Arnaud; Del Moral, Pierre
    A note on convergence of the equi-energy sampler. (preliminary version)
    Stoch. Anal. Appl. vol. 26, no. 2, 298--312 (2008)

  96. Del Moral, P., Miclo, L.
    Strong propagations of chaos in Moran's type particle interpretations of Feynman-Kac measures.
    (preliminary version)
    Stoch. Anal. Appl., vol. 25, no. 3, 519--575 (2007).

  97. Del Moral, P., Doucet A., Peters G.W.
    Sharp Propagations of Chaos Estimates for Feynman-Kac particle Models (preliminary version)
    Probability Theory and its Applications, SIAM, vol. 51, no. 3, pp. 459--485 (2006).

  98. Del Moral, P., Garnier J.
    Simulations of rare events in fiber optics by interacting particle systems (preliminary version)
    Optics Communications, Elsevier eds, to appear (2006)

  99. Del Moral, P., Doucet A., Jasra A.
    Sequential Monte Carlo Samplers (preliminary version)
    Journal of the Royal Statistical Society, Series B, vol. 68, no. 3, pp. 411-436 (2006).

  100. K. Najim, E. Ikonen and P. Del Moral
    Open-loop regulation and tracking control based on a genealogical decision tree (preliminary version)
    Neural Computing and Applications, vol. 15, no. 3/4, pp. 339-349, Springer London (2006)

  101. Del Moral P., Miclo L.
    Dynamiques de Feynman-Kac recuites (preliminary version)
    ESAIM Probability and Statistics, vol. 10, pp. 76-140 (2006).

  102. Del Moral P., Miclo L.
    Self Interacting Markov chains (preliminary version)
    Stochastic Analysis and Applications, vol. 24, no. 3, pp. 615--660 (2006).

  103. F. Cerou, Del Moral P. Le Gland F., Lezaud P.
    Genealogical Models in Entrance Times Rare Event Analysis
    Alea, Latin American Journal of Probability And Mathematical Statistics (2006).

  104. Del Moral, P., Garnier J.
    Genealogical Particle Analysis of Rare events.
    (preliminary version)
    Annals of Applied Probability, vol. 15, no. 4, 2496--2534 (2005).

  105. Del Moral, P., Tindel S.
    A Berry-Esseen theorem for Feynman-Kac and interacting particle models.(preliminary version)
    Annals of Applied Probability, vol. 15, no. 1B, 941--962 (2005).

  106. Del Moral P. and Doucet L.
    Particle Motions in Absorbing Medium with Hard and Soft Obstacles.
    Stochastic Analysis and Applications, vol. 22, no. 5, (2004).

  107. Del Moral P. and Ledoux M. and Miclo L.
    Contraction properties of Markov kernels.
    Probab. Theory and Related Fields, vol. 126, pp. 395-420, (2003).

  108. Del Moral P. and Miclo L.
    Annealed Feynman-Kac Models.
    Communications in Mathematical Physics, vol. 235, no. 2, pp.191--214 (2003).

  109. Del Moral P. and Doucet A.
    On a class of genealogical and interacting Metropolis Models.
    Séminaire de Probabilités XXXVII, Ed. J. Azéma and M. Emery and M. Ledoux and M. Yor, Lecture Notes in Mathematics 1832, Springer-Verlag Berlin, pp. 415--446 (2003).

  110. Del Moral P., Zajic T.
    A note on Laplace-Varadhan's integral lemma.
    Bernoulli, vol.9, no. 1, pp. 49--65 (2003).

  111. Del Moral P., Miclo L.
    On convergence of chains with time empirical self-interactions.
    Proc. Royal Soc. Lond. A., vol. 460, pp. 325--346 (2003).

  112. Del Moral P. and Miclo L.
    Particle approximations of Lyapunov exponents connected to Schr\"odinger operators and Feynman-Kac semigroups.
    ESAIM: Probabilités et Statistiques.,(2003)

  113. N. Kaddour, Del Moral P., E. Ikonen
    An Improved version of the McMurtry-Fu Reinforcement Learning Scheme.
    International Journal of Systems Science,vol. 34, no.1, pp. 37-47 (2003)

  114. Del Moral P., Jacod J.
    The Monte-Carlo Method for filtering with discrete time observations. Central Limit Theorems.
    The Fields Institute Communications, Numerical Methods and Stochastics, Ed. T.J. Lyons, T.S. Salisbury, American Mathematical Society, (2002).

  115. Del Moral P., Zajic T.
    On Laplace-Varadhan's integral lemma.
    C.R. Acad. Sci. Paris, t. 334, Serie I, pp. 1-6 (2002).

  116. Del Moral P.and Miclo L.
    On the Stability of Non Linear Semigroup of Feynman-Kac Type.
    Annales de la Facult\'e des Sciences de Toulouse, vol.11,no.2, pp. (2002)

  117. Del Moral P., Miclo L.
    Genealogies and Increasing Propagations of Chaos for Feynman-Kac and Genetic Models.
    Annals of Applied Probability, vol. 11, No. 4, pp. 1166-1198 (2001).

  118. Del Moral P., Jacod J. and Protter Ph.
    The Monte-Carlo Method for filtering with discrete-time observations.
    Probability Theory and Related Fields, vol. 120, pp. 346--368 (2001).

  119. Del Moral P., Kouritzin M.A. and Miclo L.
    On a class of discrete generation interacting particle systems.
    Electronic Journal of Probability , no. 16, 26 pp. (electronic). (2001).

  120. Del Moral P., Guionnet A.
    On the stability of interacting processes with applications to filtering and genetic algorithms.
    Annales de l'Institut Henri Poincaré, Vol. 37, No. 2, 155-194 (2001).

  121. Del Moral P., Kallel L. and Rowe J.
    Modeling genetic algorithms with interacting particle systems.
    Revista de Matematica, Teoria y aplicaciones, Vol.8, No. 2, July (2001).

  122. Del Moral P., Doisy M.
    On the Applications of Maslov Optimization Theory.
    Russian Mathematical Notes, vol. 69, No.2, p. 232--244. Feb. (2001).


  123. Del Moral P., Miclo L.
    A Moran particle system approximation of Feynman-Kac formulae.
    Stochastic Processes and their Applications Vol. 86, 193-216 (2000).

  124. Del Moral P., Ledoux M.
    On the Convergence and the Applications of Empirical Processes for Interacting Particle Systems and Nonlinear Filtering.
    Journal of Theoret. Probability, Vol. 13, No. 1, 225-257 (2000).


  125. Del Moral P., Guionnet A.
    On the stability of Measure Valued Processes with Applications to filtering.
    C.R. Acad. Sci. Paris, t. 329, Serie I, pp. 429-434 (1999).


  126. Del Moral P., Guionnet A.
    A Central Limit Theorem for Non Linear Filtering using Interacting Particle Systems.
    Annals of Applied Probability, Vol. 9, No. 2, 275-297 (1999).

  127. Crisan D., Del Moral P. and Lyons T.
    Discrete Filtering Using Branching and Interacting Particle Systems.
    Markov Processes and Related Fields, Vol. 5, No. 3, 293--318 (1999).

  128. Crisan D., Del Moral P. and Lyons T.
    Interacting Particle Systems Approximations of the Kushner Stratonovitch Equation.
    Advances in Applied Probability, vol.31, no.3, 819-838 (1999).

  129. Del Moral P., Miclo L.
    On the Convergence and the Applications of the Generalized Simulated Annealing.
    SIAM Journal on Control and Optimization, Vol. 37, No. 4, 1222-1250, (1999).

  130. Del Moral P., Doisy M.
    Maslov Idempotent Probability Calculus, part II.
    Theor. Prob. Appl. vol. 44, No.2, 384 - 400 (1999).

  131. Del Moral P.
    Measure Valued Processes and Interacting Particle Systems. Application to Non Linear Filtering Problems.
    Annals of Applied Probability 8 , no. 2, 438-495 (1998).

  132. Del Moral P., Guionnet A.
    Large Deviations for Interacting Particle Systems. Applications to Non Linear Filtering Problems.
    Stochastic Processes and their Applications 78 (1998) 69-95.

  133. Del Moral P.
    A Uniform Convergence Theorem for the Numerical Solving of the Non Linear Filtering Problem.
    Journal of Applied Probability, 35, 873-884 (1998).

  134. Del Moral P., Doisy M.
    Maslov Idempotent Probability Calculus, part I.
    Theor. Prob. Appl. vol. 43, No.4, 735 - 751 (1998).

  135. Del Moral P.
    Non Linear Filtering Using Interacting Particle Systems.
    C.R. Acad. Sci. Paris, t. 325, Serie I, p. 653-658 (1997).

  136. Del Moral P. and Salut G.
    Particle interpretation of non-linear filtering and optimization.
    Russian Journal of Mathematical Physics, Vol. 5 , No. 3, 355--372 (1997).

  137. Carvalho H., Del Moral P., Monin A., Salut G.
    Optimal Non-linear Filtering in GPS/INS Integration.
    IEEE-Trans. on Aerospace and electronic systems, Vol. 33 (3), 835-850 (1997).

  138. Del Moral P.
    Non Linear Filtering: Interacting Particle Solution.
    Markov Processes and Related Fields, Volume 2 Number 4, 555--580 (1996).

  139. Del Moral P.
    Non-linear Filtering using Random Particles.
    Theory of Probability and Its Applications, vol.40, No 4, 690-701 (1996).

  140. Del Moral P. and Salut G.
    Non-linear Filtering using Monte Carlo Particle methods.
    C.R. Acad. Sci. Paris, t. 320, Serie I, p. 1147-1152 (1995).

  141. Del Moral P., J.C. Noyer, G. Salut
    Resolution particulaire et traitement non lineaire du signal : Application radar/sonar.
    Revue du Traitement du Signal, Septembre (1995).



    Proceedings (in peer review conferences)

  142. D. Clark, P. Del Moral, J. Houssineau A Sequential Monte Carlo Approximation of the HISP Filter
    Proceedings EUSIPCO Conf. Nice, to appear (2015-2016)

  143. P. Del Moral, A. Doucet
    Particle Methods: An introduction with applications
    HAL-INRIA RR-6991 ESAIM Proceedings (2014).

  144. J. Houssineau, P. Del Moral, D. E. Clark
    General multi-object filtering and association measure
    Computational Advances in Multi-Sensor Adaptive Processing, IEEE CAMSAP (2013)


  145. F. Giraud, P. Del Moral
    On the convergence of Quantum and Sequential Monte Carlo methods.
    To appear in Josef Dick, Frances Y. Kuo, Gareth W. Peters, and Ian H. Sloan (eds.).
    Monte Carlo and Quasi-Monte Carlo Methods, Sydney 2012, Springer-Verlag. (2013)

  146. P. Del Moral, G. W. Peters, C. Vergé
    An introduction to particle integration methods: with applications to risk and insurance, arXiv preprint arXiv:1210.3851 (2012).
    To appear in Josef Dick, Frances Y. Kuo, Gareth W. Peters, and Ian H. Sloan (eds.).
    Monte Carlo and Quasi-Monte Carlo Methods, Sydney 2012, Springer-Verlag. (2013)


  147. F. Giraud, P Minvielle, M Sancandi, P Del Moral
    Rao-Blackwellised Interacting Markov Chain Monte Carlo for Electromagnetic Scattering Inversion.

    Journal of Physics: Conf. Seri. 386 (1), (2012)

  148. Z. Guede, P. Del Moral, E. Tantar, and A. Tantar
    Application of a particle filter based subset simulation metho to the reliability assessment of marine structure.
    Proceedings of the 31th International Conference on Ocean, Offshore and Artic Engineering, OMAE2012, July 1-6, 2012, Rio de Janeiro, Brazil (2012)

  149. A Todeschini, Fr. Caron, P. Legrand, P. Del Moral
    BiiPS : a software for Bayesian inference in graphical models using Sequential Monte Carlo methods.
    First meeting R, Bordeaux France (2012).

  150. M. Pace, P. Del Moral, Fr. Caron
    Comparison of implementations of Gaussian mixture PHD filters.
    13th International Conference on Information. FUSION, EICC, Edinburgh, UK, 26-29 July (2010)

  151. M. Lei, P. Del Moral and C. Baehr
    Fisher Information Matrix-based Nonlinear System Conversion for State Estimation
    Technical Report. (2009).
    Proceedings of the 8th IEEE International Conference on Control & Automation (ICCA2010), Xiamen, China, on June 9-11, (2010).

  152. M. Lei, P. Del Moral and C. Baehr
    Analysis of Approximated PCRLBs for Nonlinear Dynamics Using Different Moments of State Estimate
    Technical Report. (2009).
    Proceedings of the 8th IEEE International Conference on Control & Automation (ICCA2010), Xiamen, China, on June 9-11, (2010).

  153. Andrieu, Christophe; Jasra, Ajay; Doucet, Arnaud; Del Moral, Pierre
    Nonlinear Markov chain Monte Carlo.
    Conference Oxford sur les methodes de Monte Carlo sequentielles
    ESAIM Proc., pp. 79--84, vol. 19, EDP Sci., Les Ulis (2007).


  154. Andrieu, Christophe; Jasra, Ajay; Doucet, Arnaud; Del Moral, Pierre
    Convergence of the equi-energy sampler.
    Conference Oxford sur les methodes de Monte Carlo sequentielles
    ESAIM Proc., pp. 1--5, vol. 19, EDP Sci., Les Ulis (2007).


  155. A. M. Johansen, P. Del Moral, and A. Doucet
    Sequential Monte Carlo Samplers for Rare Events (preliminary version)
    Proceedings of 6th International Workshop on Rare Event Simulation, Bamberg, Germany (2006).

  156. F. Cerou, P. Del Moral, A. Guyader, F. LeGland, P. Lezaud, H. Topart
    Some recent improvements to importance splitting (preliminary version)
    Proceedings of 6th International Workshop on Rare Event Simulation, Bamberg, Germany (2006).

  157. E. Ikonen, K. Najim, and P. Del Moral
    Application of genealogical decision trees for open-loop tracking control. (preliminary version)
    Proceedings of the16th IFAC World Congress, Prague, Czech (2005).

  158. E. Ikonen, P. Del Moral, and K. Najim.
    A genealogical decision tree solution to optimal control problems.
    In IFAC Workshop on Advanced Fuzzy/Neural Control, Oulu, Finland, pages 169-174 (2004).

  159. F. Cerou, P. Del Moral, F. LeGland, P. Lezaud
    Limit Theorems for multilevel splitting algorithms in the simulation of rare events (preliminary version)
    Proceedings of the 2005 Winter Simulation Conference M. E. Kuhl, N. M. Steiger, F. B. Armstrong, and J. A. Joines, eds. (2005).

  160. M. Davy and P. Del Moral and A. Doucet
    Méthodes Monte Carlo Séquentielles Pour l'Analyse Spectrale Bayesienne.
    XIX Colloque GRETSI, 8-11 September 2003, Paris. , (2003).

  161. Del Moral P., Miclo L.
    Asymptotic Results for Genetic Algorithms with Applications to Non Linear Estimation.
    Proceedings Second EvoNet Summer School on Theoretical Aspects of Evolutionary Computing, Ed. B. Naudts, L. Kallel. Natural Computing Series, Springer (2000).

  162. Del Moral P., Noyer J.C. and Salut G.
    Maslov Optimization Theory : Stochastic Interpretation, Particle Resolution.
    Proceedings XI Conf. Internationale sur l'analyse et l'optimisation des systèmes, Ecole des mines, Sophia Antipolis. Lecture Note in Control and Information Sciences 199. Springer-Verlag, 312-318 (1995).

  163. Del Moral P.
    On the stability of Maslov optimization processes.
    Proceedings XXXIV IEEE Conference on Decision and Control, New Orleans, CDC (1995).

  164. Del Moral P., Noyer J.C., Rigal G. and Salut G.
    Traitement non-linéaire du signal par réseau particulaire: Application RADAR.
    Proceedings XIV Colloque GRETSI , Traitement du Signal et des Images, Juan les Pins (France), 399--402, Sept. (1993).




    Industrial Research Reports



  165. L. Mevel, M. Zghal, P. Del Moral. INRIA Rennes Depot Logiciel APP.
    Suivi de parametres vibratoires a partir de donnees transientes - algorithmes Kalman et particulaires. (2012).

  166. F. Caron, P. Del Moral and M. Pace. Etude des filtres particulaires PHD.
    Rapport de contrat no. 2009-DCNS-01 avec DCNS-SIS (2009).

  167. B. Bercu, Fr. Caron, P. Del Moral. Déconvolution de signaux par des méthodes bayésienne et algorithmes de Monte Carlo avancés.
    Rapports de contrats Lot 1, Contrat CEA CESTA-INRIA 2011-CEA-01 (2011).

  168. B. Bercu, Fr. Caron, P. Del Moral. Déconvolution de signaux par des méthodes bayésienne et algorithmes de Monte Carlo avancés.
    Rapports de contrats Lot 2, Contrat CEA CESTA-INRIA 2011-CEA-02 (2011).

  169. B. Bercu, Fr. Caron, P. Del Moral. Déconvolution de signaux par des méthodes bayésienne et algorithmes de Monte Carlo avancés.
    Rapports de contrats Lot 3 Contrat CEA CESTA-INRIA 2011-CEA-03 (2011).

  170. F. Caron, P. Del Moral, Fr. Giraud, and M. Pace Méthodes stochastiques pour l'optimisation globale sous contraintes [95p.],
    Contrat Recherche & Développement CEA-INRIA, Rapport de contrat no. 2009-CEA-01 (2009).

  171. Fr. Caron, P. Del Moral, A et E. Tantar. Simulation particulaire, Dimensionnement en conditions extremes (80p.)
    Contrat INRIA-IFREMER, 2010-IFREMER-01 (2010).

  172. P. Del Moral, P. Hu, D. Weng. Méthodes de Monte Carlo pour le pricing d'options américaines. Lot 1. Comparaisons d'algorithmes.
    Contrat EDF OSIRIS-INRIA (2010).

  173. P. Del Moral, P. Hu Méthodes de Monte Carlo pour le pricing d'options américaines. Lot 2. Confection et analyse de nouveaux algorithmes de Monte Carlo avancés.
    Contrat EDF OSIRIS-INRIA (2010).

  174. P. Del Moral, P. Hu Méthodes de Monte Carlo pour le pricing d'options américaines. Lot 3. Confection et analyse de nouveaux algorithmes de Monte Carlo avancés.
    Contrat EDF OSIRIS-INRIA (2010).

  175. P. Del Moral, G. Rigal, and G. Salut. Estimation et commande optimale non-linéaire : un cadre unifié pour la résolution particulaire.
    LAAS-CNRS, Toulouse, Report no. 91137, DRET-DIGILOG- LAAS/CNRS contract, April 1991.


  176. P. Del Moral, G. Rigal, and G. Salut. Estimation et commande optimale non-linéaire : un cadre unifié pour la résolution particulaire.
    LAAS-CNRS, Toulouse, Report no. 91137, DRET-DIGILOG- LAAS/CNRS contract, April 1991.


  177. P. Del Moral, G. Rigal, and G. Salut. Estimation et commande optimale non-linéaire : La résolution particulaire en estimation/filtrage.
    Compléments de filtrage, commande optimale, et maximum de vraisemblance. Convention DRET no. 89.34.553.00.470.75.01,
    Rapport intermédiaire, no.4 (210p.), January (1993).


  178. P. Del Moral, G. Rigal, and G. Salut. Estimation et commande optimale non-linéaire : La résolution particulaire en estimation/filtrage.
    Résultats expérimentaux. Convention DRET no. 89.34.553.00.470.75.01, Rapport intermédiaire, no.2 (54p.), January (1992).


  179. P. Del Moral, G. Rigal, and G. Salut. Estimation et commande optimale non-linéaire : La résolution particulaire en estimation/filtrage.
    Résultats théoriques. Convention DRET no. 89.34.553.00.470.75.01, Rapport intermédiaire, no.3 (123p.), October (1992).


  180. P. Del Moral, J.-Ch. Noyer, G. Rigal, and G. Salut. Traitement particulaire du signal radar : détection, estimation et reconnaissance de cibles aériennes.
    LAAS-CNRS, Toulouse, Report no. 92495, December (1992).


  181. P. Del Moral, G. Rigal, and G. Salut. Filtrage non-linéaire non-gaussien appliqué au recalage de plates-formes inertielles : Mise en équations spécifique
    LAAS-CNRS, Toulouse, Report no. 92207, STCAN/DIGILOG-LAAS/CNRS Convention STCAN no. A.91.77.013, Rapport intermédiaire (94p.) September (1991).













    Press articles




  182. P. Del Moral. Les Algorithmes à l'épreuve de Darwin
    Journal du CNRS, no. 268, p.25, La nature pour modèle. Septembre-Octobre (2012).



  183. P. Del Moral. La chance de gagner au loto francais est de 1 sur 14 millions
    Libération (February 13-th, 2004).





  184. P. Del Moral. Au Loto, la loi des séries n'existe pas
    Le Parisien (April 17-th, 2004).































    Preprints