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
9 papers · 1 filter
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…
Bayesian nonparametric models for ranked data
Francois Caron, Yee Whye Teh
We develop a Bayesian nonparametric extension of the popular Plackett-Luce choice model that can handle an infinite number of choice items. Our framework is based on the theory of…
Sequentially interacting Markov chain Monte Carlo methods
Anthony Brockwell, Pierre Del Moral, Arnaud Doucet
Sequential Monte Carlo (SMC) is a methodology for sampling approximately from a sequence of probability distributions of increasing dimension and estimating their normalizing const…
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…
Plackett-Luce regression: A new Bayesian model for polychotomous data
Cedric Archambeau, Francois Caron
Multinomial logistic regression is one of the most popular models for modelling the effect of explanatory variables on a subject choice between a set of specified options. This mod…
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…