265 citations
- Institut national de recherche en sciences et technologies du numériqueFR15 papers
- Institut de Mathématiques de BordeauxFR8 papers
- Centre Inria de l'université de BordeauxFR7 papers
- Geometric (India)IN3 papers
- Laboratoire Bordelais de Recherche en InformatiqueFR3 papers
- Orange (France)FR3 papers
- Centre de Recherche en Économie et StatistiqueFR2 papers
- Centre National de la Recherche ScientifiqueFR2 papers
- Institut de Recherche en Informatique et Systèmes AléatoiresFR2 papers
- Laboratoire de Mathématiques de VersaillesFR2 papers
- Laboratoire d'Informatique Algorithmique: Fondements et ApplicationsFR2 papers
- Nantes UniversitéFR2 papers
Showing 2012 · math.PRShow all
3 papers · 2 filters
math.PR2012
Feynman-Kac particle integration with geometric interacting jumps
Pierre Del Moral, Pierre E. Jacob, Anthony Lee +2
This article is concerned with the design and analysis of discrete time Feynman-Kac particle integration models with geometric interacting jump processes. We analyze two general ty…
math.PR2012★ 38 cited
Concentration inequalities for mean field particle models
Pierre Del Moral, Emmanuel Rio
This article is concerned with the fluctuations and the concentration properties of a general class of discrete generation and mean field particle interpretations of nonlinear meas…
math.PR2012★ 3 cited
Moderate Deviations for Mean Field Particle Models
Pierre Del Moral, Shulan Hu, Liming Wu
This article is concerned with moderate deviation principles of a general class of mean eld type interacting particle models. We discuss functional moderate deviations of the occup…