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Feynman-Kac measures and Interacting Particle systems :

Selected applications on : Biology & Chemistry

(see also : Analysis and Probability in Nice ( lecture 2008, lecture 2010 ), Computational Mathematics, Numerical methods in molecular simulation, Bonn 2008 , 2011-Sino-French Summer Institute (lecture 1, lecture 2, and lecture 3) & other application areas)

This webpage presents an overview of resources concerned with stochastic particle methods in Biology and Chemistry. This list of topics is clearly far from being exhaustive, and it is partially biased towards my work on stochastic particle models. More references and links to this subject can be added on demand. This webpage also contains some articles on the particle and sequential Monte Carlo methodology, and the performance analysis of these algorithms.

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