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Del Moral Pierre - Grants and Industrial transfert

The highly interconnected contemporary world is faced with an immense range of serious challenges in statistics and engineering sciences which make critical the development of stochastic methods for complex estimation problems and decision making; to name a few, critical rare events analysis in environmental studies and financial risk problems, nonlinear filtering problems in advanced signal processing, massive data set statistical problems, and many others. My approach to this interdisciplinary challenge is based on recent developments in stochastic analysis and Monte Carlo particle computational methods, as well as on the fast development of computer engineering.

Since the beginning of the 1990', I have been developping a work program which will lead to significant breakthroughs in fundamental mathematical research as well as in computer and engineering sciences with two main directions: It is important to mention that the design of stochastic particle models and the choice of the tuning parameters is intimately related to the stability properties of the limiting measure valued models so that the theoretical work is really employed as building bricks of robust and numerically stable particle search algorithms.

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