The software BIIPS is a general software developed by the INRIA team ALEA
for bayesian inference with interacting particle systems, a.k.a. Sequential Monte Carlo methods.
A demonstration of the BiiPS software for estimating the stochastic volatility of financial data can be found in
- Advanced Learning Evolutionary Algorithms (ALEA project, Centre INRIA Bordeaux Sud-Ouest)
- Molecular and Multi-scale Modeling (MICMAC, joint project-team of INRIA and Ecole des Ponts ParisTech)
- Modélisation pour l'évolution du vivant (MEV research team, CMAP Polytechnique Paris)
- Mathematical and Theoretical Biology (Wikipedia website)
Molecular chemistry
(see also the link Feynman-Kac models in physics)- Particle approximations of Lyapunov exponents
connected to Schroedinger operators and Feynman-Kac semigroups.
Del Moral P., Miclo L. ESAIM: Probabilités et Statistiques. (2003).
- Particle Motions in Absorbing Medium with Hard and Soft Obstacles.
Del Moral P., Doucet A.
Stochastic Anal. Appl., 22(5) :1175-1207 (2004))
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On the Control of an Interacting Particle Estimation of Schrodinger Ground States
(M. Rousset, CERMICS)
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Interacting Particle System Approach for Molecular Dynamics (M. Rousset, G. Stoltz, CERMICS France)
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Macromolecular Chemistry and polymerization (Oskar Friedrich Olaj and Gerhard Zifferer,
Institut fur Physikalische
Chemie der Universitat Wien, Austria )
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Complex Systems and lattice polymers
(P. Grassberger, John von Neumann Institute for Computing, Julich)
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Proteins, molecular biophysics,
(Junni L. Zhang and Jun S. Liu, The Journal of Chemical Physics)
Population dynamics
- Genetic Mutation-Selection Balance with Applications to Aging
(D. Steinsaltz, S.N. Evans, K.W. Wachter)
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The convergence to equilibrium of neutral genetic models (Pierre Del Moral, Laurent Miclo, Frederic Patras, Sylvain Rubenthaler (HAL-INRIA RR-6442 (2008),
Stochastic Analysis and Applications. Volume 28 Issue 1, 123-143 (2009)).
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A continuous stochastic maturation model
(Djalil Chafai and Didier Concordet 2006)
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On the Convergence and the Applications of the Generalized
Simulated Annealing. ( Del Moral P., Miclo L.;
SIAM Journal on Control and Optimization, Vol. 37, No. 4, 1222-1250, (1999)).
- Stochastic Dynamical Structure (SDS) of Nonequilibrium Processes in the Absence of Detailed Balance (P. Ao)
- Emerging of Stochastic Dynamical Equalities and Steady State Thermodynamics from Darwinian Dynamics (P. Ao)
- Stochastic Dynamical Structure (SDS) of Nonequilibrium Processes in the Absence of Detailed Balance (P. Ao)
Quasi-invariant measures, Yaglom distributions, Feynman-Kac equilibrium measures
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On the stability of interacting processes with applications
to filtering and genetic algorithms
(Del Moral P., Guionnet A. Annales de l'Institut Henri Poincaré, Vol. 37, No. 2, 155-194 (2001)).
- Branching and Interacting Particle Systems Approximations
of Feynman-Kac Formulae with Applications to Non-Linear Filtering
(Del Moral P., Miclo L.) 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).
- Particle approximations of Lyapunov exponents
connected to Schrodinger operators and Feynman-Kac semigroups.
Del Moral P., Miclo L., ESAIM: Probabilités et Statistiques. (2003).
- Particle Motions in Absorbing Medium with Hard and Soft Obstacles.
Del Moral P., Doucet A. (Nice-Sophia Antipolis Univ. and UBC Vancouver; Stochastic Anal. Appl., 22(5) :1175?1207 (2004))
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On the Stability and the Approximation of Branching Distribution Flows, with Applications to Nonlinear Multiple Target Filtering
(Francois Caron, Pierre Del Moral, Arnaud Doucet, and B.-N. Vo (HAL-INRIA RR-7376) [50p]. (short version) Stoch. Analysis and Applications (2011)).
- Interacting particle processes and approximation of Markov processes conditioned to not be killed ( Denis Villemonais (2011)).
( Francois Caron, Pierre Del Moral, Arnaud Doucet, and Michele Pace (HAL-INRIA RR-7233 (2010)) [29p], SIAM J. Control Optim. 49, pp. 1766-1792 (2011)).
