Self-interacting diffusions: long-time behaviour and exit-problem in the convex case. A. Aleksia, P. Del Moral, A. Kurtzmann & J. Tugaut. (2024). ESAIM: Probability and Statistics. Vol 28, pp. 46-61. [Arxiv].
Geometric Convergence and Concentration Inequalities for the Feynman-Kac Genetic Algorithm, P. Del Moral, Xinyu Wang (2024).
Frontiers of Mathematics, Vol. 19, pp. 321--334.
Bayesian Parameter Inference for Partially Observed Diffusions using Multilevel Stochastic Runge-Kutta Methods. P. Del Moral, S. Hu, A. Jasra, H. Ruzayqat, X. Wang (to appear, 2024). International Journal for Uncertainty Quantification.
[Arxiv].
Quantum harmonic oscillators and Feynman-Kac path integrals for linear diffusive particles. P. Del Moral, E. Horton (2023). Communications in Mathematical Physics. [doi.org/10.1007/s00220-023-04772-z] [Arxiv 2021].
Robust Kalman and Bayesian Set-Valued Filtering and Model Validation for Linear Stochastic Systems, A. N. Bishop, P. Del Moral (2023). SIAM/ASA Journal on Uncertainty Quantification. Vol. 11, Iss. 2; DOI: 10.1137/22M1481270
A theoretical analysis of one-dimensional discrete generation ensemble Kalman particle filters. P. Del Moral & E. Horton. Annals of Applied Probability. Vol. 33, No. 2, pp. 1127-1172 (2023). [Arxiv].[DOI: 10.1214/22-AAP1843]
Backward Ito-Ventzell and stochastic interpolation formulae. P. Del Moral & S.S. Singh (2022). Stochastic Processes and their Applications, vol. 154, pp. 197--250 (2022).
[Arxiv-Hal-02161914 (2019)].(pdf)
A note on Riccati matrix difference equations. P. Del Moral & E. Horton (2022). SIAM Journal on Control and Optimization, Vol. 60, Iss. 3 (2022). [Arxiv].
Log-Normalization Constant Estimation using the Ensemble Kalman-Bucy Filter with Application to High-Dimensional Models. D. Crisan, P. Del Moral, A. Jasra, H. Ruzayqat (2022). Adv. Appl. Probab. (https://doi.org/10.1017/apr.2021.62). [Arxiv].
Backward Nonlinear Smoothing Diffusions. B. D. O. Anderson, A. Bishop, P. Del Moral, C. Palmier (2021). Theory of Probability and its Applications, TVP SIAM, vol. 66, no.2, pp. 245-262. [Arxiv].
Stochastic Epidemic Models inference and diagnosis with Poisson Random Measure Data Augmentation. B. Nguyen-Van-Yen, P. Del Moral, B. Cazelles (2021). Mathematical Biosciences, 335, 108583. [Arxiv].
Interacting Weighted Ensemble Kalman Filter applied to Underwater Terrain Aided Navigation. C. Palmier, K. Dahia, N. Merlinge, D. Laneuville, P. Del Moral (2021). American Control Conference (ACC), 1541-1546. DOI: 10.23919/ACC50511.2021.9482772.
Bathymetry and Atomic Gravimetry Sensor Fusion for Autonomous Underwater Vehicle. C. Palmier, K. Dahia, N. Merlinge, D. Laneuville, P. Del Moral (2021). FUSION IEEE
A duality formula and a particle Gibbs sampler for continuous time Feynman-Kac measures on path spaces. M. Arnaudon & P. Del Moral. (2020). Electronic Journal of Probability, 25, 1-54. [Arxiv]
A second order analysis of McKean-Vlasov semigroups. M. Arnaudon & P. Del Moral. (2020). Annals of Applied Probability, vol. 30, no. 6, 2613-2664. [Arxiv]
A Backward Ito-Ventzell formula with an application to stochastic interpolation. S. S. Singh & P. Del Moral (2020). C.R. Acad. Sci. Paris, 358 (7), 881-886. [CRAS Note] [extended version Arxiv]
A perturbation analysis of stochastic matrix Riccati diffusions. A. N. Bishop, P. Del Moral. & A. Niclas (2020). Annales de l'Institut Henri Poincaré Probab. & Statist. 56(2): 884-916. [Arxiv]
Uniform propagation of chaos and creation of chaos for a class of nonlinear diffusions. P. Del Moral & J. Tugaut (2019). Stochastic Analysis and Applications. https://doi.org/10.1080/07362994.2019.1622426[PDF]
Stability Properties of Systems of Linear Stochastic Differential Equations with Random Coefficients. A.N. Bishop & P. Del Moral (2019). SIAM Journal on Control and Optimization. https://doi.org/10.1137/18M1182759[Arxiv]
On one-dimensional Riccati diffusions. A.N. Bishop, P. Del Moral, K. Kamatani & B.
Remillard (2019). Annals of Applied Probability.
volume 29, Number 2, pp. 1127-1187.[Arxiv]
Adaptive Approximate Bayesian Computational Particle Filters for Underwater Terrain-Aided Navigation.
C. Palmier, K. Dahia, N. Merlinge, P. Del Moral, D. Laneuville & C. Musso (2019). FUSION.
An introduction to Wishart matrix moments. A.N. Bishop, P. Del Moral & N. Angele. (2018). Foundations and Trends in Machine Learning.
vol. 11, no. 2, pp 97-218
On the Robustness of Riccati Flows to Complete Model Misspecification. A.N. Bishop & P. Del Moral (2018). Journal of the Franklin Institute.
vol. 355, no. 15, pp. 7178-7200
On the Stability and the Exponential Concentration of Extended Kalman-Bucy filters. P. Del Moral, A. Kurtzmann & J. Tugaut (2018). Electronic Journal of Probability. vol. 23, paper no. 91[PDF]
Perturbations and Projections of Kalman-Bucy Semigroups Motivated by Methods in Data Assimilation. A.N. Bishop, P. Del Moral & S.D. Pathiraja (2018). Stochastic Processes and their Applications. vol. 128, no. 9, pp. 2857-2904.[Arxiv]
On the stability and the uniform propagation of chaos properties of Ensemble Kalman-Bucy filters. P. Del Moral & J. Tugaut (2018). Annals of Applied Probability. vol. 28, no. 2, pp. 790-850[Arxiv]
A Taylor expansion of the square root matrix functional. P. Del Moral & A. Niclas (2018). Journal of Mathematical Analysis and Applications. vol. 465, no. 1, pp. 259-266[Arxiv]
Exponential mixing properties for time inhomogeneous diffusion processes with killing. P. Del Moral & D. Villemonais (2018). Bernoulli. vol. 24, no. 2, pp. 1010-1032 [Arxiv].
A Note on Random Walks with Absorbing barriers and Sequential Monte Carlo Methods. P. Del Moral & A. Jasra (2018).
Stochastic Analysis and Applications vol.36, no. 3, pp. 413-442 [Arxiv].
A sharp first order analysis of Feynman-Kac particle models, Part I: Propagation of chaos. P. Del Moral & A. Jasra (2018). Stochastic Processes and their Applications. vol. 128, no. 1, pp. 332-353
A sharp first order analysis of Feynman-Kac particle models, Part II: Particle Gibbs samplers. P. Del Moral & A. Jasra (2018). Stochastic Processes and their Applications. vol. 128, no. 1, pp. 354-371.
On the stability of Kalman-Bucy diffusion processes. A.N. Bishop & P. Del Moral (2017). SIAM Journal on Control and Optimization. vol. 55, no. 6, pp. 4015-4047.[Arxiv].
Multilevel SMC samplers for normalizing constants. P. Del Moral, A. Jasra, K. Law & Y. Zhou (2017). ACM Transactions on Modeling and Computer Simulation. vol. 27, no. 3 [Arxiv]
Unbiased multi-index Monte Carlo. D. Crisan, P. Del Moral, J. Houssineau, A. Jasra, A., (2017). Stochastic Analysis and Applications. vol. 36, pp. 257-273 [Arxiv]
On the stability and the uniform propagation of chaos of a Class of Extended Ensemble Kalman-Bucy filters. P. Del Moral, A. Kurtzmann & J. Tugaut (2017). SIAM Journal Control & Optimization. vol. 55, no. 1, pp. 119--155 [Arxiv].
Multilevel Sequential Monte Carlo: Mean Square Error Bounds under Verifiable Conditions. P. Del Moral, A. Jasra & K. Law (2017). Stochastic Analysis and Applications. vol. 35, pp. 478-498 [Hal]
Non-Asymptotic Analysis of Adaptive and Annealed Feynman-Kac Particle Models. P. Del Moral & F Giraud, (2017). Bernoulli. vol. 23, no. 1, pp. 670-709. [Arxiv]
Convergence Properties of Weighted Particle Islands with Application to the Double Bootstrap Algorithm. P. Del Moral E. Moulines, J. Olsson & C. Vergé (2017). Stochastic Systems. vol. 6, no. 2 pp. 367-419. [Hal]
Stochastic Processes: From Applications to Theory. P. Del Moral & S. Penev. (2016). Chapman & Hall/CRC Press.
Biased Bayesian online parameter estimation. P. Del Moral, A. Jasra & Y. Zhou (2016). Methodology and Computing in Applied Probability. vol. 19, no. 3, pp 727-749
On particle Gibbs samplers. P. Del Moral, R. Kohn & F. Patras (2016). Annales de l'Institut Henri Poincaré Probab. & Statist. vol 52, no. 4, pp. 1687-1733 [Arxiv]
An island particle Markov chain Monte Carlo algorithm for safety analysis. C. Vergé, J. Morio & P Del Moral (2016). Reliability Engineering & System Safety.
vol. 149, pp. 63-75 [Arxiv]
Valuation of Barrier Options using Sequential Monte Carlo. P. Shevchenko & P. Del Moral (2016). Journal of Computational Finance.
vol. 20, no. 4, pp. 1-29 [Arxiv]
Sequential Monte Carlo with Highly Informative Observations. P. Del Moral & L. Murray (2015). SIAM/ASA Journal on Uncertainty Quantification. vol. 3, no. 1, pp. 969--997. [Arxiv]
The Alive Particle Filter and its use in particle Markov Chain Monte Carlo. P. Del Moral, A. Jasra, A. Lee, C. Yau, & X. Zhang. (2015). Stochastic Analysis and Applications. vol. 33, no. 6, pp. 943-974. [Arxiv]
A duality formula for Feynman-Kac path particle models. P. Del Moral, R. Kohn & F. Patras. (2015). C.R. Acad. Sci. Paris. vol. 353, no. 5, pp. 465-469.
On parallel implementation of Sequential Monte Carlo
methods: the island particle model. C. Vergé, C. Dubarry, P. Del Moral & E. Moulines (2015). Statistics and Computing. vol. 25, no. 2, pp 243-260. [Arxiv]
Uniform stability of a particle approximation of the optimal filter derivative. P. Del Moral, A. Doucet & S.S. Singh (2015). SIAM Journal on Control and Optimization. vol.53, no. 3, pp. 1278-1304 [Arxiv]
A Sequential Monte Carlo Approximation of the HISP Filter. D. Clark, P. Del Moral & J. Houssineau (2015). 23rd European Signal Processing Conf.
Proceedings EUSIPCO Conf. Nice [PDF]
Modèles et Méthodes Stochastiques. Une introduction avec applications. P. Del Moral, C. Vergé (2014). Springer Series : Maths & Applications. SMAI, vol. 75,
A Lognormal Central Limit Theorem for Particle Approximations of Normalizing Constants. J. Bérard, P Del Moral & A. Doucet. (2014). Electronic Journal of Probability. vol.19, article no. 94, pp. 1-28 [Arxiv]
Approximate Bayesian Computation for Smoothing. J. S. Martina, A. Jasra, S. S. Singh, N. Whiteley, P. Del Moral & E. McCoy (2014). Stochastic Analysis and Applications. vol.32, Issue 3, pp. 397-422
Evolve - A Bridge between Probability, Set Oriented Numerics, and Evolutionary Computation III. O. Schutze, C. A. Coello Coello, A. Tantar, E. Tantar, P.l Bouvry, P. Del Moral & P. Legrand. (2014). Springer, Studies in Computational Intelligence. DOI 10.1007/978-3-319-01460-9
BiiPS : a software for Bayesian inference in graphical models using Sequential Monte Carlo methods. A Todeschini, M. Fuentes, F. Caron, P. Legrand & P. Del Moral (2014). First meeting R, Bordeaux. [Arxiv]
Feynman-Kac particle integration with geometric interacting jumps. P Del Moral, P. Jacob, A. Lee, L. Murray & G.W. Peters (2013). Stochastic Analysis and Applications. vol. 31, no. 5, pp. 830-871 [Arxiv]
Advanced Interacting Sequential Monte Carlo
Sampling for Inverse Scattering. F. Giraud, P. Minvielle & P. Del Moral. (2013). IOP Inverse Problems. vol. 29, no. 9 [Arxiv]
Mean-field PHD filters based on generalized Feynman-Kac flow. M. Pace & P. Del Moral (2013). IEEE Journal of Selected Topics in Signal Processing. vol. 7, no. 3, pp. 484-495 [Hal]
Discrete Time Markovian Agents Interacting Through a Potential. A. Budhiraja, P. Del Moral & S. Rubenthaler (2013). ESAIM Probability & Statistics. vol. 17, pp. 614-634 [Hal]
An Adaptive Interacting Wang-Landau Algorithm for Automatic Density Exploration. L. Bornn, P. Jacob, P. Del Moral, & A. Doucet (2013). IEEE Journal of Computational and Graphical Statistics. vol. 22, no. 3, pp. 749-773 [Arxiv]
Evolve : A bridge between Probability, Set Oriented Numerics and Evolutionary Computation I. E. Tantar, A. Tantar, P. Bouvry., P. Del Moral, C. A. Coello Coello, P. Legrand & O. Schutze (2013). Springer Series: Studies in Computational Intelligence. vol. 447, No. XII, 412 p.
Evolve - A Bridge between Probability, Set Oriented Numerics, and Evolutionary Computation IV. M. Emmerich, A. Deutz, O. Schutze, T. Back,
A. Tantar, E. Tantar, P. Del Moral, P. Bouvry & A. Coello Coello (2013). Advances in Intelligent Systems and Computing. DOI 10.1007/978-3-319-01128-8
Snell envelope with small probability criteria. P. Del Moral, P. Hu & N. Oudjane (2012). Applied Mathematics and Optimization. vol. 66, no. 3, pp. 309-330 [Hal]
Modal parameter estimation using interacting Kalman filters. M. Zghal, L. Mevel & P. Del Moral (2012). Journal of Mechanical Systems and Signal Processing. vol. 47, no. 1-2-3, pp. 139-150 [Hal]
Fluctuations of Interacting Markov Chain Monte Carlo Models. B. Bercu, P. Del Moral & A. Doucet (2012). Stochastic Processes and their Applications. vol. 122, no. 4, pp. 1304-1331 [Arxiv]
On Adaptive Resampling Procedures for Sequential Monte Carlo Methods. P. Del Moral, A. Doucet & A. Jasra (2012). Bernoulli. vol. 18, no. 1, pp. 252-278 [Hal]
An Adaptive Sequential Monte Carlo Method for
Approximate Bayesian Computation. P. Del Moral, A. Doucet & A. Jasra (2012). Statistics and Computing. vol 22, no. 5, pp 1009-1020
Numerical Methods in Finance. R. Carmona, P. Del Moral, P. Hu & N. Oudjane (2012). Springer Proceedings in Mathematics. vol. 12, XVII, 471 p.
Evolve - A Bridge between Probability, Set Oriented Numerics, and Evolutionary Computation II. O. Schutze, Carlos A. Coello Coello, A. Tantar, E. Tantar, P. Bouvry, P. Del Moral & P. Legrand. (2012). Advances in Intelligent Systems and Computing.. AISC vol. 175, Springer.
Rao-Blackwellised Interacting Markov Chain Monte Carlo for Electromagnetic Scattering Inversion. F. Giraud, P Minvielle, M Sancandi & P Del Moral (2014). Journal of Physics. Conf. Series 386, n. 1 [PDF]
On the concentration properties of Interacting particle processes. P. Del Moral,
P. Hu & L. Wu (2011). Foundations and Trends in Machine Learning. vol. 3, No. 3-4, pp. 225--389 [Hal]
On the Stability and the Approximation of Branching Distribution Flows, with Applications to Nonlinear Multiple Target Filtering. F. Caron, P. Del Moral, M. Pace & B.N. Vo (2011). Stochastic Analysis and Applications. vol. 29, no. 6, pp. 951-997 [Arxiv]
On the Robustness of the Snell envelope. P. Del Moral, P. Hu, N. Oudjane & B. Remillard (2011). SIAM Journal on Financial Mathematics. vol. 2, no. 1, pp. 587-626 [Hal]
On nonlinear Markov chain Monte Carlo via Self-interacting approximations. C. Andrieu, A. Jasra, A. Doucet & P. Del Moral (2011). Bernoulli. vol. 17, no. 3, pp. 987-1014 [Arxiv]
Particle approximations of a class of branching distribution flows arising in multi-target tracking. F. Caron, P. Del Moral, A. Doucet & M. Pace (2011). SIAM Journal on Control and Optimization. vol. 49, no 4, pp. 1766-1792 [Hal]
The Reality of Neandertal Symbolic Behavior at the Grotte du Renne, Arcy-sur-Cure, France. F. Caron, F. d'Errico, P. Del Moral, F. Santos & J. Zilhao. (2011). PLoS ONE. PLoS ONE 6(6)
Convergence of U-statistics for interacting particle systems. P. Del Moral, F. Patras & S. Rubenthaler (2011). Journal of Theoretical Probability. 24:1002, dec. [Arxiv]
On the Conditional Distributions of Spatial Point Processes. F. Caron, P. Del Moral, A. Doucet & M. Pace (2011). Advances in Applied Probability. vol. 43, no. 2, pp. 301-307 [Hal]
Sequential Monte Carlo for Rare event estimation. F. Cerou, P. Del Moral, T. Furon & A. Guyader (2011). Statistics and Computing. vol. 22, no. 3, pp 795-808 [Hal]
Concentration Inequalities for Mean Field Particle Models. P. Del Moral & E. Rio (2011). Annals of Applied Probability. vol. 21, no. 3, pp. 1017-1052. [Arxiv]
Stability of Feynman-Kac formulae with path-dependent potentials. P. Del Moral, N. Chopin & S. Rubenthaler (2011). Stochastic Processes and their Applications. vol. 121, no. 1, pp. 38-60 [Arxiv]
A non asymptotic variance theorem for unnormalized Feynman-Kac particle models. F. Cerou, P. Del Moral & A. Guyader (2011). Annales de l'Institut Henri Poincaré Probab. & Statist. vol. 47, no. 3, pp. 629-649 [Hal]
Sequential Monte Carlo Methods for Option Pricing. P. Del Moral & A. Jasra (2011). Stochastic Analysis and Applications. vol. 29, no. 2, pp. 292-316 [Arxiv]
Sequentially Interacting Markov chain Monte Carlo. A. Brockwell, P. Del Moral & A. Doucet (2010). Annals of Statistics. vol. 38, no. 6, pp. 3387-3411 [Arxiv]
Fundamentals of stochastic filtering by Alan Bain and Dan Crisan. P. Del Moral (2010). Bulletin of the American Mathematical Society. Book Review
An Introduction to probabilistic methods, with applications. P. Del Moral & N. Hadjiconstantinou (2010). M2AN. vol 44, no. 5, pp. 805-830.
A Backward Particle Interpretation of Feynman-Kac Formulae. P. Del Moral, A. Doucet & S.S. Singh (2010). M2AN. vol 44, no. 5, pp. 947-976. [Hal]
Interacting Markov Chain Monte Carlo Methods For Solving Nonlinear Measure-Valued Equations. P. Del Moral & A. Doucet (2010). Annals of Applied Probability. vol. 20, no. 2, pp. 593-639 [Arxiv]
A new class of interacting Markov chain Monte Carlo methods. P. Del Moral & A. Doucet (2010). C.R. Acad. Sci. Paris. vol. 348, no. 1-2, pp. 79-83 []
Analysis of Approximated PCRLBs for Nonlinear Dynamics Using Different Moments of State Estimate. M. Lei, P. Del Moral & C. Baehr (2010). IEEE
International Conference on Control & Automation. Proceedings of the 8th IEEE
International Conference on Control & Automation. [PDF]
A Functional Central Limit Theorem for a Class of Interacting Markov Chain Monte Carlo Models. B. Bercu, P. Del Moral & A. Doucet (2009). Electronic Journal of Probability. vol. 14, no. 73, pp. 2130-2155 [Hal]
Tree based functional expansions for Feynman?Kac particle models. P. Del Moral, F. Patras & S. Rubenthaler (2009). Annals of Applied Probability. vol. 19, no. 2, pp. 778-825. [Arxiv]
The convergence to equilibrium of neutral genetic models. P. Del Moral, L. Miclo, F. Patras & S. Rubenthaler (2009). Stochastic Analysis and Applications. vol. 28, no. 1, pp. 123-143 [Hal]
A note on convergence of the equi-energy sampler. C. Andrieu, A. Jasra, A. Doucet & P. Del Moral (2008). Stochastic Analysis and Applications. vol. 26, no. 2, 298-312 [Arxiv]
Strong propagations of chaos in Moran's type particle interpretations of Feynman-Kac measures. P. Del Moral & L. Miclo (2007). Stochastic Analysis and Applications. vol. 25, no. 3, 519-575 [PDF]
Sharp Propagations of Chaos Estimates for Feynman-Kac particle Models. P. Del Moral, A. Doucet & G.W. Peters (2007). Probability Theory and its Applications. SIAM, vol. 51, no. 3, pp. 459-485 [PDF]
Nonlinear Markov chain Monte Carlo. C. Andrieu, A. Jasra, A. Doucet & P. Del Moral (2007). ESAIM Proc. Conference Oxford sur les methodes de Monte Carlo sequentielles, pp. 79--84, vol. 19. EDP Sci., Les Ulis.
Convergence of the equi-energy sampler. C. Andrieu, A. Jasra, A. Doucet & P. Del Moral (2007). ESAIM Proc. Conference Oxford sur les methodes de Monte Carlo sequentielles, pp. 1-5, vol. 19. EDP Sci., Les Ulis.
Introduction aux Probabilités. P. Del Moral, B. Remillard, S. Rubenthaler (2006). Ellipses Edition. ISBN 272983043x
[Hal]
Simulations of rare events in fiber optics by interacting particle systems. P. Del Moral, & J. Garnier (2006). Optics Communications. vol. 267, no. 1, pp. 205-214
Sequential Monte Carlo Samplers. P. Del Moral, A. Doucet & A. Jasra (2006). Journal of the Royal Statistical Society, Series B. vol. 68, no. 3, pp. 411-436 [Arxiv]
Open-loop regulation and tracking control based on a genealogical decision tree. K. Najim, E. Ikonen & P. Del Moral (2006). Neural Computing and Applications. vol. 15, no. 3/4, pp. 339-349 [PDF]
Dynamiques de Feynman-Kac recuites. P. Del Moral & L. Miclo (2006). ESAIM Probability and Statistics. vol. 10, pp. 76-140 [PDF]
Self Interacting Markov chains. P. Del Moral & L. Miclo (2006). Stochastic Analysis and Applications. vol. 24, no. 3, pp. 615-660
Genetic Genealogical models in rare event analysis. F. Cerou, P. Del Moral, F. Le Gland & P. Lezaud (2006). Alea, Latin American Journal of Probability And Mathematical Statistics. Alea 1, pp. 181-203 [Hal]
Sequential Monte Carlo for Bayesian Computation. P. Del Moral, A. Doucet & A. Jasra (2006). Oxford University Press Bayesian Statistics 8, [PDF]
Sequential Monte Carlo Samplers for Rare Events. A. M. Johansen, P. Del Moral & A. Doucet (2006). Proceedings of 6th International Workshop on Rare Event Simulation, Bamberg, [PDF]
Some recent improvements to importance splitting. F. Cerou, P. Del Moral, A. Guyader, F. LeGland, P. Lezaud & H. Topart (2006). Proceedings of 6th International Workshop on Rare Event Simulation, Bamberg, [PDF]
Genealogical Particle Analysis of Rare events. P. Del Moral & J. Garnier (2005). Annals of Applied Probability. vol. 15, no. 4, 2496--2534 [Arxiv]
A Berry-Esseen theorem
for Feynman-Kac and interacting particle models. P. Del Moral & S. Tindel (2005). Annals of Applied Probability. vol. 15, no. 1B, pp. 941-962 [Hal]
Limit Theorems for multilevel
splitting algorithms in the simulation of rare events. F. Cerou, P. Del Moral, F. LeGland & P. Lezaud (2005). Proc. of the 2005 Winter Simulation
Conference. [PDF]
Particle Motions in Absorbing Medium
with Hard and Soft Obstacles. P. Del Moral & A. Doucet (2004). Stochastic Analysis and Applications. vol. 22, no. 5, pp. 1175-1207. [PS]
On contraction properties of Markov kernels. P. Del Moral, M. Ledoux & L. Miclo (2003). Probability Theory and Related Fields. vol. 126, no.3, pp. 395-420. [PDF]
On convergence of chains with time empirical self-interactions. P. Del Moral & L. Miclo (2003). Proc. Royal Soc. Lond. A. vol. 460, pp. 325--346 [PDF]
Particle approximations of Lyapunov exponents
connected to Schr\"odinger operators and Feynman-Kac semigroups. P. Del Moral & L. Miclo (2003). ESAIM: Probabilités et Statistiques. t. 7, pp. 171-208 [PS]
An improved version of the McMurtry-Fu Reinforcement Learning Scheme. N. Kaddour, P. Del Moral & E. Ikonen (2003). International Journal of Systems Science. vol. 34, no.1,
pp. 37-47
Méthodes Monte Carlo Séquentielles
Pour l'Analyse Spectrale Bayesienne. M. Davy and P. Del Moral & A. Doucet (2003). Proc. XIX Colloque GRETSI. [PDF]
On the Stability of Non Linear Semigroup of Feynman-Kac Type. P. Del Moral & L. Miclo (2002). Annales de la Facult\'e des Sciences de Toulouse. serie 6, t. 11, no.2, pp. 135-175 [PDF]
Simulation & Algorithmes Stochastiques. N. Bartoli & P. Del Moral (2001). Cépaduès Edition. ISBN 2854285603
Genealogies and Increasing Propagations of Chaos
for Feynman-Kac and Genetic Models. P. Del Moral & L. Miclo (2001). Annals of Applied Probability. vol. 11, No. 4, pp. 1166-1198 [PS]
The Monte-Carlo Method for filtering with discrete-time observations. P. Del Moral J. Jacod & P. Protter (2001). Probability Theory and Related Fields. vol. 120, no. 3, pp.
346--368 [PDF]
On a class of discrete generation interacting particle systems. P. Del Moral M. Kouritzin & L. Miclo (2001). Electronic Journal of Probability. vol.6, no. 16, 26 pp. [PDF]
On the stability of interacting processes with applications
to filtering and genetic algorithms. P. Del Moral & A. Guionnet (2001). Annales de l'Institut Henri Poincaré Probab. & Statist. vol. 37, No. 2, pp. 155-194 [PDF]
Modeling genetic algorithms with interacting particle systems. P. Del Moral L. Kallel & J. Rowe (2001). Revista de Matematica, Teoria y aplicaciones. vol.8, no. 2 [PDF]
On the applications of Maslov optimization theory. P. Del Moral & M. Doisy (2001). Russian Mathematical Notes. vol. 69, No.2, p. 232--244. [PDF]
A Moran particle system approximation of Feynman-Kac formulae. P. Del Moral & L. Miclo (2000). Stochastic Processes and their Applications. vol. 86, no.2, pp. 193-216 [PDF]
Convergence and the Applications of Empirical Processes
for Interacting Particle Systems and Nonlinear Filtering. P. Del Moral & M. Ledoux (2000). Journal of Theoretical Probability. vol. 13, no. 1, pp. 225-257 [PDF]
On the stability of Measure Valued Processes with Applications to filtering. P. Del Moral & Guionnet (1999). C.R. Acad. Sci. Paris. t. 329, Serie I, pp. 429-434
A Central Limit Theorem for Non Linear Filtering using Interacting Particle Systems. P. Del Moral & Guionnet (1999). Annals of Applied
Probability. vol. 9, no. 2, pp. 275-297 [PDF]
Discrete Filtering Using Branching and Interacting Particle Systems. D. Crisan, P. Del Moral & T.J. Lyons (1999). Markov Processes and Related Fields. vol. 5, no. 3, pp. 293-318 [PDF]
Interacting Particle Systems Approximations of the
Kushner Stratonovitch Equation. D. Crisan, P. Del Moral & T.J. Lyons (1999). Advances in Applied Probability. vol. 31, no. 3, pp. 819-838 [PDF]
On the Convergence and the Applications of the Generalized
Simulated Annealing. P. Del Moral & L. Miclo (1999). SIAM Journal on Control and Optimization. vol. 37, no. 4, pp. 1222--1250 [PDF]
Maslov Idempotent Probability Calculus, part I. P. Del Moral & M. Doisy (1999). Probability Theory and its Applications. SIAM, vol. 43, no.4, pp. 562-576
Maslov Idempotent Probability Calculus, part II. P. Del Moral & M. Doisy (1999). Probability Theory and its Applications. SIAM, vol. 44, no.2, pp. 319-332
Measure Valued Processes and Interacting Particle Systems. Application to Non Linear
Filtering Problems. (1998). Annals of Applied Probability. vol. 8 , no. 2, pp. 438-495 [PDF]
Large Deviations for Interacting Particle Systems.
Applications to Non Linear Filtering Problems. P. Del Moral & A. Guionnet (1998). Stochastic Processes and their Applications. vol. 78, no. 1, pp. 69-95. [PDF]
A Uniform Convergence Theorem for the Numerical Solving
of the Non Linear Filtering Problem. P. Del Moral (1998). Journal of Applied Probability. vol. 35, no.4, pp. 873-884 [PDF]
Nonlinear filtering: Interacting particle resolution. P. Del Moral (1997). C.R. Acad. Sci. Paris. t. 325, Serie I, pp. 653-658
Particle interpretation of non-linear filtering and optimization. P. Del Moral & G. Salut (1997). Russian Journal of Mathematical Physics. vol. 5 , no. 3, pp. 355-372
Optimal Non-linear Filtering in GPS/INS Integration. H. Carvalho, P. Del Moral, A, Monin & G. Salut (1997).
IEEE-Trans. on Aerospace and electronic systems. vol. 33, no. 3, pp. 835-850 [PDF]
Non-linear Filtering using Monte Carlo Particle methods. P. Del Moral & G. Salut (1995). C.R. Acad. Sci. Paris. t. 320, serie I, pp. 1147-1152
Resolution particulaire et traitement non lineaire du signal :
Application radar/sonar. P. Del Moral, J.C. Noyer & G. Salut (1995). Revue du Traitement du Signal. [PDF]