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ALEA INRIA team
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Website on Feynman-Kac models
]
Del Moral Pierre - Conferences
Conferences in Probability-Statistics
& Computer Sciences in Bordeaux
Workshop sur la modelisation stochastique et inference bayesienne pour l'épidemiologie.
Projet PEPII, ENS Paris et Inst. Maths Bordeaux, November 10, 2011
Machine Learning Summer School 2011.
ALEA INRIA team project workshops and conferences
Journees MAS et Journée en l'honneur de Jacques Neveu, August-Sept. 2010.
Workshop on Evolutionary Algorithms - Challenges in Theory and Practice, March, 2010.
Workshop on numerical methods for computing American style options, June 2010.
Journees de Probabilités et Statistique de Bordeaux. Rencontres CEA CESTA et Equipe CQFD INRIA 2008.
Journees de Probabilités et Statistique de Bordeaux. Rencontres EDF et Equipe CQFD INRIA 2009.
Journee SMAI-IMdR Mathematiques Appliquees et Surete de Fonctionnement, 6 Fevrier 2009.
Workshop on Multi-target tracking Bordeaux, France, May 14-15 2009.
41-iemes Journees de Statistique du 25 au 29 mai 2009 - Bordeaux.
Cinquieme Rencontre de Statistiques Mathematiques BORDEAUX-SANTANDER-TOULOUSE-VALLADOLID, June 3,4,5 2009.
Conferences, Summer Schools, Seminars & Workshops
2024
International Conference on Control, Automation and Information Sciences 2024
,
ICCAIS, Ho Chi Minh City 2024
Artificial Evolution 2024
,
INRIA, Talence 2024
Nelder Fellow Lecture Series
,
Imperial College London, March/April 2024
(
Part I
,
Part II
,
Part III
)
Seminar ERC Synergy Grant - Stochastic Transport in Upper Ocean Dynamics
,
Imperial College London, March 2024
(
Slides - EnKF/PF
)
SIAM Uncertainty Quantification, Trieste, Italy 27 Feb. 2024
11th World Congress in Probability and Statistics, August 12-16, Bochum (2024).
6th Workshop on Sequential Monte Carlo Methods, Edinburgh on 13-17 May (2024).
Summer School on Bayesian filtering: fundamental theory and numerical methods, Edinburgh on 6-10 May (2024).
2023
FoCM 2023. (semi-plenary-speaker) Workshop: Foundations of Data Assimilation and Inverse Problems, Paris 12-14 June 2023 [
Slides
].
Mean field limits for interacting particle systems: uniform propagation of chaos, phase transitions and applications.
Imperial College, July 4-6 (2023) [
Slides
].
64th ISI World Statistics Congress.
Session
Advanced Machine Learning Techniques For General Nonlinear And Non-Gaussian Problems
. Ottawa, Canada July 16-24 2023.
SSC Annual Meeting.
(SSC Presidential Invited Address). Carleton University, Ottawa, Canada May 28-31 2023. [
Slides in french
,
Slides in english
]
Japanese Association of Financial Econometrics and Engineering. JAFEE-ISM Symposium.
Tokyo, August 18-19 (2023).
Stats Seminar, UNSW.
Sydney, October 20th (2023).
MAC-MIGS Centre for Doctoral Training Event.
Tutorial lecture Bayes Center. Edinburgh, December 13rd (2023).
Seminar, University of Edinburgh.
Newhaven Lecture Theatre, Edinburgh, December 14th (2023).
2022
On Future Trends and Opportunities for Monte Carlo methods.
Warsaw, December 7-9, 2022 [
Slides
].
ICCAIS 2022.
Hanoi, Vietnam, November 21-24, 2022.
Heilbronn Colloquium 2022.
Bristol, September 14, 2022.
SMC 2022 Workshop, Univ. Carlos III Madrid University.
Madrid, May 4-6, 2022.
Data Assimilation - Mathematical Foundation and Applications.
Oberwolfach 20-26 Feb. 2022.
KAUST Stochastic Numerics meeting 2022.
Online-Zoom May. 2022.
Workshop ANR NOLO.
Pic Saint Loup; Montpellier, 1-3 Juin 2022.
2020-2021
Workshop ERNSI 2021, Rennes University.
Zoom-online, Sept. 20-21th 2021.
Workshop on Stochastic Analysis of the Neutron Transport Equation, Bath University.
Zoom-online, Sept. 16-17th 2021.
HIMR Workshop on Interaction Mechanisms in Monte Carlo: Beyond Resampling, Bristol University.
Zoom-online, Dec. 13-17th 2021.
Vega Institute Foundation, Moscow State University
Zoom-online, Advanced Monte Carlo Lecture series, September-December 2021.
ISI WSC Virtual 2021 Congress
Zoom-online, July 15th 2021.
Summer School, Institute for Advanced studies in mathematics of Harbin
Zoom-online, Series of lectures on advanced Monte Carlo methods, 19-30th July 2021.
Institute for Advanced studies in mathematics of Harbin
Zoom-online, Series of 6 lectures, April-July 2021.
Mathematics for Uncertainty Quantification at RWTH Aachen University.
Zoom-online, June 22th 2021.
Oxford Math. Institute Seminar.
Zoom-online, March 8th 2021.
2019
Maxwell Institute Colloquium
Edinburgh, Bayes Center, October 9th (2019).
MAC-MIGS Launch Event
Edinburgh, Bayes Center, October 10th (2019).
Workshop Chaire Stress Test
Paris, September 19th (2019).
Greek Stochastics meeting
Corfu, Greece, July (2019).
Data assimilation - the collaborative research centre SFB1294 .
Potsdam, Germany, Jan. (2019).
CCIMI Seminars, Cambridge University .
Cambridge, England, March (2019).
The 12th International Conference on Monte Carlo Methods and Applications.
Sydney, Australia, July
2018
The Mathematics of Data Science .
Rio de Janeiro, FGV Workshop Brasil (2018).
Advanced Monte Carlo methods .
Summer course, FGV - School of Applied Maths, Rio de Janeiro June-March (2018).
Seminar IMPA .
Rio de Janeiro, Feb 22th (2018).
XIV EBEB - Brazilian Meeting on Bayesian Statistics - Rio de Janeiro.
Rio de Janeiro, March(2018).
Course Stochastic processes.
UNSW, Sydney Australia, April-June (2018).
Seminar ENS Lyon.
Lyon, ENS April 5th (2018).
IMS - Bayesian Computation for High-Dimensional Statistical Models
Singapore, August-september (2018).
Special session MCQMC.
Rennes, MCQMC Conf, July (2018).
2017
Sixth Wellington Workshop in Probability and Mathematical Statistics.
Victoria University of Wellington, New Zealand dec 4-6th (2017).
UNSW-Macquarie Univ. Workshop. Risk modeling, optimization and inference.
UNSW Sydney, Australia, Dec 7 and 8 (2017).
Seminar Centre Recherche en Mathematique .
Montreal, Canada Oct. 19th (2017).
Seminar HEC .
Montreal, Canada Oct. 20th (2017).
Seminar McGill University, Seminaire informel de theorie des systemes (ISS) .
Montreal, Canada Oct. 18th (2017).
Seminar Sherbrooke University.
Sherbrooke, Canada Sept 27 (2017).
Sequential Monte Carlo workshop.
Uppsala, Sweden, Aug 30- Sept 1 (2017).
Interactions EDP/probabilités : équations cinétiques, temps long et propagation du chaos
(slides)
CIRM 18-22 april 2017
Lectures Stochastic Processes and their Applications
UNSW, Sydney, Australia April-May (2017).
UNSW & Sydney Univ. SDG meeting: Friday June 2 (2017)
(slides)
Seminar, Data 61, CISRO, Sydney June 2017
(slides)
2016
Seminar, department of Mathematics
Imperial College London, 15th November (2016).
CFM-Imperial Distinguished Lectures
Imperial College London, October-November (2016).
Lectures on advanced Monte Carlo methods
UNSW, Sydney, Australia August (2016).
World Congress in Probability and Statistics
(Medallion lecture). Fields Institute Toronto, July (2016).
IRMAR Seminar
IRMAR Rennes May (2016).
Labex Louis Bachelier - Thematic Cycle on Monte-Carlo techniques
IHP Paris, January-March (2016).
2015
Maxwell Colloqium
.University of Edinburgh, Scotland, February (2015).
Mini-course on particle methods
, University of Edinburgh, Scotland, February (2015)
First UNSW Workshop on data sciences
.University of New South Wales, Australia, March (2015).
IASC-ARS 2015 Singapore(advisor board)
, National University Singapore, december 17-19 (2015).
Vth Conference on Statistoical Science
, National University Singapore, April 8th (2015).
Evolve 2015
, Iasi, Romania, 18-24th June 8th (2015).
2014
Risk: modeling, optimization, inference
. UNSW - CSIRO Workshop UNSW, Sydney, december (2014).
STM and CSM 2014
, Institute of Statistical Mathematics, Tokyo, Japan July 28th (2014). [
Slides Multiple object tracking
,
Particle MCMC
]
Summer School Probability and Statistics. Ho Chi Minh City, Saigon, Vietnam, 12-22 july (2014).
ABC in Sydney
, Workshop July 3-4 (2014). [
Slides
]
BIG DATA, Workshop UNSW
, july 1st (2014). [
Slides
]
IMS ASC Conference (Bayesian Statistics Session)
, july 7-10 (2014). [
Slides
]
Seminar Macquarie University
, March 13th (2014). [
Slides
]
Seminar Sydney University
, March 28th (2014). [
Slides
]
2013
9th IMACS Seminar on Monte Carlo
, Annecy-Le Vieux, July (2013).
Ecological Modeling for Ecosystems Sustainability in the Context of Global Changes
The 19th bienal ISEM Conference. Meteo France, Toulouse, October (2013).
Risques et modelisation
Seminaire thematiques
Laboratoire interdisciplinaire des energies de demain
, January 22th (2013).
Genetic models and quasi-stationarity
CIRM Luminy, March 5-8 (2013) [
Slides
]
Conference : EVOLVE 2013
Leiden, July (2013).
V Congreso international de formacion y modelacion en ciencas basicas
Medellin, Colombia May (2013).
Academy of Mathematics and Systems Science, Summer School Probability
Beijing, China July (2013).
ICCAIS 2013
Nah Trang, Vietnam, November (2013).
2012
Journée scientifique événements rares.
[
Slides
] Journée organisée dans le cadre de l'ARF Stochastique. ONERA Palaiseau, Nov 15th (2012).
Algorithmes particulaires et méthodes de Monte-Carlo séquentielles avec leurs applications en physique, biologie, analyse de risques et traitement du signal. Mini-Cours (10h), CNRS-INLN Sophia-Antipolis, december 10-14, 2012
[
Introduction
,
Lecture 1
,
Lecture 2
,
Lecture 3
,
Lecture 4
,
Lecture 5
]
Particle methods in statistical inference and uncertainty propagations. CEA-CESTA Seminar November 13rd (2012).
[
Slides
]
Particle methods in multiple object non linear filtering. Toulouse Mathematical Institute. Seminar November 21st (2012).
[
Slides
]
Journées MAS, SMAI, Concentration et Applications, Clermont Ferrand, August 29-31, 2012
Sequential Monte Carlo methods and Efficient simulation in Finance Polytechnique School, Paris, France, October 10th-12th, 2012
MCQMC 2012, International Conference on Monte Carlo and Quasi-Monte Carlo Methods, Sydney Australia. Feb. 2012.
(
sunday tutorial
,
plenary talk
)
Ecole d'été ENS Lyon. Evénements rares pour les systemes dynamiques complexes, avec applications en physique, chimie, biophysique et turbulence.
Centre Blaise Pascal ENS Lyon (11-15th June 2012). (
lecture notes
)
Seminar LPMA, Pierre et Marie Curie and Denis Diderot Universities
Paris (May, 6-th 2012).
(lecture notes)
1-eres Rencontres R : Bordeaux University, June (2012) (
Biips, a new software for bayesian graphical models
)
ICREM Workshop : Monte Carlo Methods in the Physical and Biological Sciences.
Brown University (Oct 29 - Nov 2, 2012).
8-th World Congress in Probability and Statistics, Istanbul, July 2012.
(
lecture notes
)
Journées MAS 2012, SMAI, Clermont Ferrand (August-Sept 2012).
CISRO Sydney Seminar : Stochastic models and methods in risk analysis
CISRO, Sydney University (Feb. 20, 2012). (
lecture notes
)
Rencontres INRIA INDUSTRIE Finance
(April 2012) (
slides
,
The software BiiPS
).
Météo-France, Toulouse, Seminar on particle methods and data assimilation (January 2012).
International Conference on Ensemble Methods in Geophysical Sciences
, Météo-France, Toulouse
[Scientific commitee] (November 2012)
.
Conference : EVOLVE 2012
Mexico city, August 2012.
Recent Advances in Sequential Monte Carlo
[
lecture notes
]- Warwick University, September 19-21, 2012.
Conference on Data Assimilation
Oxford University 24th-28th September, 2012. ((
poster
)
International Conference on Control, Automation and Information Sciences, ICCAIS 2012
(IEEE Conf ID No. 20340), Ho Chi Minh City, Vietnam, November 26- 29, 2012.
2011
Horizon Maths, Les maths se devoilent aux industriels; Fondation Science Maths de Paris, Tour AREVA, dec. 2011.
(programme)
(
(lecture notes)
&
(presentation video)
)
INRIA Workshop on Statistical Learning Institut Henri Poincaré Paris, December 5-6, 2011
(
(lecture notes)
)
8th International Conference on Electrical Engineering, Computing Science and Automatic Control. (CCE 2011) Merida, Mexico, Oct. 24-28, 2011.
Workshop on Computational Methods in Applied Sciences, Department of Statistics, Columbia University, New York, September 23-25, 2011.
Workshop on Stochastic modeling and applications. (LPMA Paris and the Math Institute of the Chinese Academy of Sciences) Beijing, China, June 27-30, 2011.
Sino-French Summer Institute 2011.Beijing, China, June 13-25, 2011.
(
(lecture note 1)
,
(lecture note 2)
(lecture note 3)
)
European Geosciences Union General Assembly 2011 Vienna, Austria, April 2011.
(
(lecture notes)
)
CSC Doctorate School: "Advanced Optimisation Techniques : Post-Graduate Course, Evolutionary particle methods: an introduction with applications. Luxembourg University, Feb-March 2011.
(post-graduate courese :
lectures 1 and 2
,
lectures 3
,
lectures 4
)
CMAP's seminar, April 2011.
(
Lecture notes
)
Symposium of the ICIAM 2011 -- 7th International Congress on Industrial and Applied Mathematics. Vancouver, July 2011.
Workshop Filtering, MCMC and ABC methods, Lille, France, March 2011.
(
(lecture notes)
)
Evolve, Conference on evolutionary stochastic processes, Luxembourg, May 2011.
(
lecture notes
)
Computational Methods in Applied Science, Columbia University, New York, Sept. 2011.
Workshop on Probability and Statistics, in Mexico, CINVESTAV, and in the PIT of Monterrey Feb-March 2011.
(
lecture notes
)
Joint seminar between the ILIAS Seminar (CSC) and Probability Seminar (Mathematics Research Unit), Luxembourg University, Feb. 2011. (
seminar
)
On the Approximations of Multiple targe filtering equations
Stochastic Analysis Seminar, Imperial College, London, Feb. 2011.
(lecture notes)
2010
Workshop on numerical methods for solving the filtering problem and high order methods for solving parabolic PDEs, Sept. 2010.
(lecture notes)
University of Cambridge, Statistics Laboratory seminar, Feb. 2010.
(lecture notes)
Workshop on Evolutionary Algorithms - Challenges in Theory and Practice, March, 2010.
(lecture notes)
Workshop on numerical methods for computing American style options, June 2010.
workshop MODECOL : modelling clonal plant growth : from ecological concepts to mathematics , Rennes June 2010.
Isaac Newton Institute for Mathematical Sciences, Workshop on filtering. June 2010
(lecture notes)
&
(presentation video)
13th International Conference on Information. FUSION, EICC, Edinburgh, UK, 26-29 July
8th IEEE International Conference on Control & Automation (ICCA2010), Xiamen, China, June 9-11 (
article 1
,
article 2
)
Analysis and Probability in Nice, 3rd workshop, Nov. 2010.
(lecture notes)
Workshop OPUS on rare events, Institut Henri Poincare, June 2010.
(lecture notes)
ICM, International Congress of Mathematicians
Satellite Conference on Probability and Stochastic Processes at the Indian Statistical Institute,
Bangalore, August, 2010.
(lecture notes)
2009
Journees 2009 du GDR Statistique et Sante. Univ. Paris-Descartes October 2009.
(lecture notes)
Recent Advancements in the Theory and Practice of Credit Derivatives.
Laboratoire J.A. Dieudonne CNRS et Universite de Nice Sophia Antipolis, September 2009.
(lecture notes)
Seminar, Department of Mathematics, Bristol University. October 2009.
(lecture notes)
Ecole Optimisation et Controle des Ecoulements et des Transferts 2009 du 1 au 6 Fevrier 2009, Roscoff.
(lecture notes)
Workshop on Multi-target tracking Bordeaux, France, May 14-15 2009.
7th ISAAC Congress, Imperial College London. July 2009
2008
Rencontres GdR MASCOT-NUM, CEA Cadarache, 12, 13 et 14 mars 2008.
(slides)
Colloquium du MAP5 (March 28th, 2008), Universite Paris Descartes
(slides)
Rencontres EDP/Probas a l'Institut Henri Poincare, (Amphithéatre Hermite), 1 rue Pierre et Marie Curie - Paris 5eme.
(slides)
Computational Mathematics, Numerical methods in molecular simulation Bonn, April 7-11th 2008.
(slides)
Conference on Monte Carlo methods Theory and applications, Brown University, April 25-26, 2008.
(slides)
Workshop on Probability and Statistics, Wuhan University, May 30, 2008.
(slides)
Workshop on Probability and Statistics, Capital Normal University, Beijing, June 2, 2008.
(slides)
Colloque : Modelisation pour les Ressources Naturelles, INRA Montpellier, June 18-20, 2008.
(slides)
Analysis and Probability in Nice, June 23-28, 2008.
(slides)
International Workshop: Credit Risk, Evry, June 25-27, 2008.
(slides)
SIAM Conference on Nonlinear Waves and Coherent Structures (NW08) July 21-24, 2008 Universita di Roma La Sapienza, Rome, Italy.
Mathematical modeling of optical communication systems.
Workshop on Numerics and Stochastics, Helsinki University, August 25-29, 2008
(slides)
Opening workshop, Sequential Monte Carlo Methods, SAMSI, Duke Univ. September 7-10th, 2008.
(slides)
10th Machine Learning summer school, September 1-15th, 2008.
(slides)
Journees de Probabilités et Statistique de Bordeaux. Rencontres CEA CESTA et Equipe CQFD INRIA 2008.
Stochastic Analysis Seminar, Mathematical Institute, Oxford december 2008.
(slides)
Stochastic Analysis Seminar, Warwick University, december 2008.
(slides)
Department of Statistics, University of Oxford, december 2008.
(slides)
Seminaire de Statistique et Sante Publique de l IFR 99, Bordeaux 2, december 2008.
(slides)
Workshop AST&Risk project, Approches Spatioï¿œTemporelles pour la modélisation du Risque, Lyon Univ., december 2008.
(slides)
Seminaire UMPA, ENS Lyon, december 2008.
(slides)
2007
Workshop on Stochastic Processes and Algorithms (September 3-7) 2007, Haussdorff Research Institute
Congres National de Mathematiques Appliquees et Industrielles, SMAI Congress, (June 4-8) 2007, Praz sur Arly
Bioinformatics, Genetics and Stochastic Computation: Bridging the Gap, Banff (July 1-6) 2007
Oxford Conference on Sequential Monte Carlo methods
Workshop : New directions in Monte Carlo Methods, Fleurance (June 25-29) 2007
Polymer Models and Related Topics (February 2007)
ANR Project : Probabilites et Interactions, Chaire d'Excellence Persi Diaconis
(slides)
Rencontres Nicoise de Mecanique des Fluides, Lab. Cassiopee, Observatoire de Nice (January 2007)
(slides)
2006
Recent Advances in Monte Carlo Based Inference, Issac Newton Institute Workshop (Cambridge, October-November 2006)
Numerical and Sochastic Models (Paris, October 2006)(
abstract
,
slides
)
6th International Workshop on Rare Event Simulation (Bamberg, October 2006)
(
article 1
,
article 2
)
DMV Symposium on Stochastic Algorithms and Markov Processes (Bonn, September 2006)
(
Slides
)
6th International Workshop on Rare Event Simulation, Bamberg, Germany (
article 1
,
article 2
)
Journees MASS de la SMAI (Lille, Septembre 2006)
(
session Méthodes particulaires appliquées à la physique et à l'ingénierie
)
2005
Colloque a l'Assemblee generale du departement MIA (Mathematique et Informatique Appliquees), INRA (Agde, Octobre 2005)
(
slides
)
Colloque Statistique des processus, Applications au traitement du signal et de l'image (Angers, Septembre 2005)
(
slides
)
Journees de Statistique et applications en biologie (Rennes, Septembre 2005)
(
slides
)
Journees de Statistique sur les modeles a donnees manquantes (Marne la Vallee, January)
(
slides
)
the 2005 Winter Simulation Conference
the 16-th IFAC World Congress, Prague, Czech
2004
VI World Congress Bernoulli Society for Mathematical Statistics and Probability (Barcelona, July 2004)
(
slides
)
Segundo Congreso Latinoamericano de Matematicos (Cancun, June 2004)
(
slides
)
Approximations Stochastiques et Methodes Particulaires (Toulouse, June 2004)
XXXVI Journees de Statistiques (Montpellier, Mai 2004)
(
Report
) (
slides
)
Colloquium du Centre de Mathématiques et leurs Applications (E.N.S. Cachan, Mai 2004)
Seminaire Methodes particulaires en estimation et commande optimale, E.D.F./R & D, Clamart, Mars 2004,
(
prog.
,
slides
)
IFAC Workshop on Advanced Fuzzy/Neural Control, Oulu, Finland
2003
Mathematical Society, Bloomington USA (April 2003)
(
slides
)
2002
Stochastic Processes and their Applications, Melbourne, Australia (July 2002)
(
slides
)
The 24th Finnish Summer School on Probability Theory (May 2002)
(
slides
)
Filtering Theory and Applications, Jasper, Canada
Journee en probabilite CRM, Universite de Montreal
(
slides
) (
slides
)
Journees Thematiques (GdR ISIS) Filtrage Particulaire (Institut Henri Poincare), Paris, France (December 2002)
2001
IHP Workshop on Particle methods and filtering
Congreso Latino Americano de Probabilidades Clapem VIII, La Havana, Cuba, November.
International Statistical Institute, 53-rd session Seoul, August.
Workshop on discrete and continuous Stochastic Evolutions, Warwick Angleterre, March.
2000
International Society for Bayesian Analysis, 6th World Meeting ISBA, Hersonissos-Heraklion, Crete, June.
4th International Conference on Operation Research, Optimization, Probability and Statistics, Mathematical Economics and Algorithms, La Havana, Cuba, March.
1999
Workshop on Practical and Theoretical Aspects of Particle Filters, Cambridge Angleterre, December 1999.
The Second EvoNet Summer School on Theoretical Aspects of Evolutionary Computing, Anvers, Belgique, September.
Colloquium Department of Mathematical Sciences University of Alberta, Edmonton Canada, April
Workshop on Numerical Methods and Stochastics, Fields Institute, Toronto canada, April.
Workshop on Non Linear Filtering, Uniqueness and Approximation Techniques for Solutions of Filtering Equations. Dipartimento di ingeneria elettrica, universita' degli studi dell'aquila, L'Aquila - Italia.
1998
International Conference on Stochastic Analysis, Institut Henri Poincare, Paris June.
International Conference dedicated to the 90th Anniversary of L.S. Pontryagin, Moscow Russie, September.
1997
Symposium on Stochastic Control and Nonlinear Filtering, University of Southern California, Los Angeles USA, December
International Conference on Stochastic Analysis, University of Barcelona, Spain, July.
1995
XI Conf. Internationale sur l'analyse et l'optimisation des systemes, Ecole des Mines, Sophia Antipolis, France.
XXXIV IEEE Conference on Decision and Control, New Orleans, CDC, december.
1994
Workshop on Idempotency Analysis, Newton Institute,Hewlett-Packard's Basic Research Institute in Mathematical Sciences (BRIMS) Bristol, October
1993
XIV Colloque GRETSI , Traitement du Signal et des Images, September, Juan les Pins, France.
1991
Séance du GDR Automatique du CNRS, pôle non linéaire. Ecole des Mines, Paris, february 8-th.
Séance du GDR Automatique du CNRS, pôle non linéeaire. November 8-th. Paris
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