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Research books
A. Bishop, P. Del Moral, N. Angele.
An Introduction to Wishart Matrix Moments
Foundations and TrendsĀ® in Machine Learning: Vol. 11: No. 2, pp 97-218 (2018).
P. Del Moral.
Mean field simulation for Monte Carlo integration.
Chapman & Hall/CRC Monographs on Statistics & Applied Probability [626p.] (2013).
Introduction and references
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)
Del Moral P.
Feynman-Kac formulae. Genealogical and interacting particle approximations
Springer New York, [575p.] Series: Probability and Applications (2004).
(
Springer-Verlag, Heidelberg
)
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
P. Del Moral, S. Penev.
Stochastic Processes: From Applications to Theory
Chapman & Hall/CRC Press
(866p.) (2016).
P. Del Moral, C. Vergé
Modèles et Méthodes Stochastiques. Une introduction avec applications.
Springer Series : Maths & Applications, SMAI, vol. 75,
vol. 75 (2014).
Del Moral P., Remillard B., Rubenthaler S.
Introduction aux Probabilités
Ellipses Edition.
(2006).
N. Bartoli, Del Moral P.
Simulation et aux Algorithmes Stochastiques
Cépaduès Edition.
(2001).
Direction of works
R. Carmona, P. Del Moral, P. Hu, N. Oudjane
Numerical Methods in Finance
Series: Springer Proceedings in Mathematics, Vol. 12, XVII, 471 p. (2012).
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)
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).
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).
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).