Del Moral Pierre

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:

The design of new particle methodologies, with a refined analysis of the mathematical foundations of these mean field type particle algorithms, with a special emphasis on the non asymptotic convergence analysis, their robustness and their stability properties as well as their long time behavior.
A series of software developments dedicated to computer engineering problems, including risk analysis, rare event simulation, regulation and stochastic control, financial mathematics,filtering and multiple target tracking models, as well as parameter estimation in hidden Markov chain problems.

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.

RADAR/SONAR/GPS signal processing : LAAS-CNRS, STCAN Toulon, DIGILOG-STERIA, and the DRET (1990-1993)
- H. Carvalho, P. Del Moral, A. Monin, and G. Salut. Optimal non linear filtering in gps/ins integration. IEEE-Trans. on Aerospace and electronic systems, 33(3) :835-850 (1997).
- P. Del Moral, J.C. Noyer, G. Rigal, and G. Salut. Resolution particulaire et traitement non linéaire du signal : application radar/sonar.
  Revue du Traitement du Signal, 12(4) :287-301 (1995).
- P. Del Moral, G. Rigal, and G. Salut. Estimation and nonlinear optimal control : An unified framework for particle solutions
  LAAS-CNRS, Toulouse, Research Report no. 91137, DRET-DIGILOG- LAAS/CNRS contract, April (1991).
- P. Del Moral, G. Rigal, and G. Salut. Nonlinear and non Gaussian particle filters applied to inertial platform repositioning.
  LAAS-CNRS, Toulouse, Research Report no. 92207, STCAN/DIGILOG-LAAS/CNRS Convention STCAN no. A.91.77.013, (94p.) September (1991).
- P. Del Moral, G. Rigal, and G. Salut. Estimation and nonlinear optimal control : Particle resolution in filtering and estimation. Experimental results.
  Convention DRET no. 89.34.553.00.470.75.01, Research report no.2 (54p.), January (1992).
- P. Del Moral, G. Rigal, and G. Salut. Estimation and nonlinear optimal control : Particle resolution in filtering and estimation. Theoretical results
  Convention DRET no. 89.34.553.00.470.75.01, Research report no.3 (123p.), October (1992).
- P. Del Moral, J.-Ch. Noyer, G. Rigal, and G. Salut. Particle filters in radar signal processing : detection, estimation and air targets recognition.
  LAAS-CNRS, Toulouse, Research report no. 92495, December (1992).
- P. Del Moral, G. Rigal, and G. Salut. Estimation and nonlinear optimal control : Particle resolution in filtering and estimation.
  Studies on : Filtering, optimal control, and maximum likelihood estimation. Convention DRET no. 89.34.553.00.470.75.01. Research report no.4 (210p.), January (1993).
Particle Filtering for underwater terrain-aided navigation using multi-sensor fusion : INRIA team ASTRAL ONERA Palaiseau, and Naval Group (2017-2021)
- Camille Palmier. New particle filters for underwater terrain-aided navigation using multi-sensor fusion.
  PhD Math. Institute Bordeaux. Camille Palmier (P. Del Moral, superviser 2018-2021)
- Camille Palmier; Karim Dahia; Nicolas Merlinge; Pierre Del Moral; Dann Laneuville; Christian Musso Adaptive Approximate Bayesian Computational Particle Filters for Underwater Terrain Aided Navigation.
  DOI: 10.23919/FUSION43075.2019.9011189, 22th International Conference on Information Fusion, IEEE FUSION (2019).
- Camille Palmier; Karim Dahia; Nicolas Merlinge; Dann Laneuville; Pierre Del Moral. Bathymetry and Atomic Gravimetry Sensor Fusion for Autonomous Underwater Vehicle..
  DOI: 10.23919/FUSION49465.2021.9626893, 24th International Conference on Information Fusion, IEEE FUSION (2021).
- Camille Palmier; Karim Dahia; Nicolas Merlinge; Dann Laneuville; Pierre del Moral Interacting Weighted Ensemble Kalman Filter applied to Underwater Terrain Aided Navigation.
  DOI: 10.23919/ACC50511.2021.9482772, American Control Conference ACC (2021).
Filtering and multiple targets tracking : DNCS-SIS Toulon, and the EPI ALEA (2008-2010)

F. Caron, P. Del Moral and M. Pace. Etude des filtres particulaires PHD.
Rapport de contrat no. 2009-DCNS-01 avec DCNS-SIS (2009).

M. Pace, P. Del Moral, Fr. Caron Comparison of implementations of Gaussian mixture PHD filters.
13th International Conference on Information. FUSION, EICC, Edinburgh, UK, 26-29 July (2010)

Fr. Caron, P. Del Moral, A. Doucet, and M. Pace. Particle approximations of a class of branching distribution flows arising in multi-target tracking HAL-INRIA RR-7233 [29p], (March 2010).
SIAM J. Control Optim. 49, pp. 1766-1792 (2011).

Fr. Caron, P. Del Moral, A. Doucet, and M. Pace. On the Conditional Distributions of Spatial Point Processes HAL-INRIA RR-7232 [16p], (March 2010).
Adv. in Appl. Probab., vol. 43, no. 2, 301-307 (2011).

Fr. Caron, P. Del Moral, M. Pace and B.N. Vo. On the Stability and the Approximation of Branching Distribution Flows, with Applications to Nonlinear Multiple Target Filtering. HAL-INRIA RR-7376 [52p] (2010). Stochastic Analysis and Applications, 29 :6, pp. 951-997 (2011).
Passive radar processing and multiple target tracking : THALES , ECOMER EXAVISION , DNCS-SIS Toulon, and the EPI ALEA
(ANR PROPAGATION)
Stochastic optimisation under constraints : CEA-CESTA, and the EPI ALEA (2009).

Interacting Particle Systems and Evolutionary Algorithms for Sparse Antenna Arrays

F. Caron, P. Del Moral, Fr. Giraud, and M. Pace Méthodes stochastiques pour l'optimisation globale sous contraintes [95p.],
Contrat Recherche & Développement CEA-INRIA, Rapport de contrat no. 2009-CEA-01 (2009).
Signal deconvolution, bayesian inference, and advanced Monte Carlo methods : CEA-CESTA, and the EPI ALEA (2010-2012).

B. Bercu, Fr. Caron, P. Del Moral. Déconvolution de signaux par des méthodes bayésienne et algorithmes de Monte Carlo avancés.
Rapports de contrats Lots 1,2,3 Contrat CEA CESTA-INRIA 2011-CEA-01 (2011).
Rare event simulation, and uncertainty propagations in numerical codes : IFREMER, Brest, and the EPI ALEA (2009-2010).

Fr. Caron, P. Del Moral, A et E. Tantar. Simulation particulaire, Dimensionnement en conditions extremes (80p.)
Contrat INRIA-IFREMER, 2010-IFREMER-01 (2010).
Financial option pricing and advanced Monte Carlo methods : EDF R&D Clamart, and the EPI ALEA (2010-2012).

R. Carmona, P. Del Moral, P. Hu, N. Oudjane. Numerical Methods in Finance.
Springer New York, Series : Proceeding in Mathematics, (460p.) (to appear 2012).

P. Del Moral, P. Hu, N. Oudjane, Br. Rémillard. On the Robustness of the Snell envelope (HAL-INRIA RR-7303 2010) [35p].
SIAM Journal on Financial Mathematics, vol.2, 587-626 (2011).

R. Carmona, P. Del Moral, P. Hu, N. Oudjane An introduction to particle methods in finance in Numerical Methods in Finance (43p.).
Springer New York, Series : Proceeding in Mathematics, (to appear 2011-2012).

P. Del Moral, B. Rémillard, S. Rubenthaler. Monte Carlo approximations of american option that preserve monotonicity and convexity.
Numerical Methods in Finance (28p.). Springer New York, Series : Proceeding in Mathematics, (to appear 2011-2012).

P. Del Moral, P. Hu, and N. Oudjane. Snell Envelope with path dependent multiplicative optimality criteria, HAL-INRIA RR 7360 [18p] (2010).

P. Del Moral, P. Hu Méthodes de Monte Carlo pour le pricing d'options américaines. Lot 2 et 3. Confection et analyse de nouveaux algorithmes de Monte Carlo avancés.
Contrat EDF OSIRIS-INRIA (2010).

P. Del Moral, P. Hu, D. Weng. Méthodes de Monte Carlo pour le pricing d?options américaines. Lot 1. Comparaisons d'algorithmes.
Contrat EDF OSIRIS-INRIA (2010).
Interacting Kalman filters : EPI I4S, Dassault Aviation, and the EPI ALEA (2011).

M. Zghal, L. Mevel, and P. Del Moral. Interacting Kalman filter for modal identification of time varying systems.
Submitted to MSSP Special Issue on the Identification of Time Varying Structures and Systems. (2011).
Nuclear plant security, Risk analysis : EDF R&D Chatou, and the EPI ALEA (since 2011).

Industrial Research Reports

L. Mevel, M. Zghal, P. Del Moral. INRIA Rennes Depot Logiciel APP.
Suivi de parametres vibratoires a partir de donnees transientes - algorithmes Kalman et particulaires. (2012).

F. Caron, P. Del Moral and M. Pace. Etude des filtres particulaires PHD.
Rapport de contrat no. 2009-DCNS-01 avec DCNS-SIS (2009).

B. Bercu, Fr. Caron, P. Del Moral. Déconvolution de signaux par des méthodes bayésienne et algorithmes de Monte Carlo avancés.
Rapports de contrats Lot 1, Contrat CEA CESTA-INRIA 2011-CEA-01 (2011).

B. Bercu, Fr. Caron, P. Del Moral. Déconvolution de signaux par des méthodes bayésienne et algorithmes de Monte Carlo avancés.
Rapports de contrats Lot 2, Contrat CEA CESTA-INRIA 2011-CEA-02 (2011).

B. Bercu, Fr. Caron, P. Del Moral. Déconvolution de signaux par des méthodes bayésienne et algorithmes de Monte Carlo avancés.
Rapports de contrats Lot 3 Contrat CEA CESTA-INRIA 2011-CEA-03 (2011).

F. Caron, P. Del Moral, Fr. Giraud, and M. Pace Méthodes stochastiques pour l'optimisation globale sous contraintes [95p.],
Contrat Recherche & Développement CEA-INRIA, Rapport de contrat no. 2009-CEA-01 (2009).

Fr. Caron, P. Del Moral, A et E. Tantar. Simulation particulaire, Dimensionnement en conditions extremes (80p.)
Contrat INRIA-IFREMER, 2010-IFREMER-01 (2010).

P. Del Moral, P. Hu, D. Weng. Méthodes de Monte Carlo pour le pricing d'options américaines. Lot 1. Comparaisons d'algorithmes.
Contrat EDF OSIRIS-INRIA (2010).

P. Del Moral, P. Hu Méthodes de Monte Carlo pour le pricing d'options américaines. Lot 2. Confection et analyse de nouveaux algorithmes de Monte Carlo avancés.
Contrat EDF OSIRIS-INRIA (2010).

P. Del Moral, P. Hu Méthodes de Monte Carlo pour le pricing d'options américaines. Lot 3. Confection et analyse de nouveaux algorithmes de Monte Carlo avancés.
Contrat EDF OSIRIS-INRIA (2010).

P. Del Moral, G. Rigal, and G. Salut. Estimation et commande optimale non-linéaire : un cadre unifié pour la résolution particulaire.
LAAS-CNRS, Toulouse, Report no. 91137, DRET-DIGILOG- LAAS/CNRS contract, April 1991.

P. Del Moral, G. Rigal, and G. Salut. Estimation et commande optimale non-linéaire : un cadre unifié pour la résolution particulaire.
LAAS-CNRS, Toulouse, Report no. 91137, DRET-DIGILOG- LAAS/CNRS contract, April 1991.

P. Del Moral, G. Rigal, and G. Salut. Estimation et commande optimale non-linéaire : La résolution particulaire en estimation/filtrage.
Compléments de filtrage, commande optimale, et maximum de vraisemblance. Convention DRET no. 89.34.553.00.470.75.01,
Rapport intermédiaire, no.4 (210p.), January (1993).

P. Del Moral, G. Rigal, and G. Salut. Estimation et commande optimale non-linéaire : La résolution particulaire en estimation/filtrage.
Résultats expérimentaux. Convention DRET no. 89.34.553.00.470.75.01, Rapport intermédiaire, no.2 (54p.), January (1992).

P. Del Moral, G. Rigal, and G. Salut. Estimation et commande optimale non-linéaire : La résolution particulaire en estimation/filtrage.
Résultats théoriques. Convention DRET no. 89.34.553.00.470.75.01, Rapport intermédiaire, no.3 (123p.), October (1992).

P. Del Moral, J.-Ch. Noyer, G. Rigal, and G. Salut. Traitement particulaire du signal radar : détection, estimation et reconnaissance de cibles aériennes.
LAAS-CNRS, Toulouse, Report no. 92495, December (1992).

P. Del Moral, G. Rigal, and G. Salut. Filtrage non-linéaire non-gaussien appliqué au recalage de plates-formes inertielles : Mise en équations spécifique
LAAS-CNRS, Toulouse, Report no. 92207, STCAN/DIGILOG-LAAS/CNRS Convention STCAN no. A.91.77.013, Rapport intermédiaire (94p.) September (1991).

Del Moral Pierre - Grants and Industrial transfert

RADAR/SONAR/GPS signal processing : LAAS-CNRS, STCAN Toulon, DIGILOG-STERIA, and the DRET (1990-1993)

Particle Filtering for underwater terrain-aided navigation using multi-sensor fusion : INRIA team ASTRAL ONERA Palaiseau, and Naval Group (2017-2021)

Filtering and multiple targets tracking : DNCS-SIS Toulon, and the EPI ALEA (2008-2010)

Passive radar processing and multiple target tracking : THALES , ECOMER EXAVISION , DNCS-SIS Toulon, and the EPI ALEA (ANR PROPAGATION)

Stochastic optimisation under constraints : CEA-CESTA, and the EPI ALEA (2009).

Signal deconvolution, bayesian inference, and advanced Monte Carlo methods : CEA-CESTA, and the EPI ALEA (2010-2012).

Rare event simulation, and uncertainty propagations in numerical codes : IFREMER, Brest, and the EPI ALEA (2009-2010).

Financial option pricing and advanced Monte Carlo methods : EDF R&D Clamart, and the EPI ALEA (2010-2012).

Interacting Kalman filters : EPI I4S, Dassault Aviation, and the EPI ALEA (2011).

Nuclear plant security, Risk analysis : EDF R&D Chatou, and the EPI ALEA (since 2011).

Industrial Research Reports

Passive radar processing and multiple target tracking : THALES , ECOMER EXAVISION , DNCS-SIS Toulon, and the EPI ALEA
(ANR PROPAGATION)