181 citations · 446 across the 49 of their papers we have counts for
3 papers · 2 filters
Interacting Markov chain Monte Carlo methods for solving nonlinear measure-valued equations
Pierre Del Moral, Arnaud Doucet
We present a new class of interacting Markov chain Monte Carlo algorithms for solving numerically discrete-time measure-valued equations. The associated stochastic processes belong…
On the Stability and the Approximation of Branching Distribution Flows, with Applications to Nonlinear Multiple Target Filtering
Francois Caron, Pierre Del Moral, Michele Pace +1
We analyse the exponential stability properties of a class of measure-valued equations arising in nonlinear multi-target filtering problems. We also prove the uniform convergence p…
Convergence of U-statistics for interacting particle systems
P. Del Moral, F. Patras, S. Rubenthaler
The convergence of U-statistics has been intensively studied for estimators based on families of i.i.d. random variables and variants of them. In most cases, the independence assum…