181 citations · 446 across the 49 of their papers we have counts for
4 papers · 2 filters
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…
Nonasymptotic analysis of adaptive and annealed Feynman-Kac particle models
François Giraud, Pierre Del Moral
Sequential and quantum Monte Carlo methods, as well as genetic type search algorithms can be interpreted as a mean field and interacting particle approximations of Feynman-Kac mode…
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…
Fluctuations of Interacting Markov Chain Monte Carlo Methods
Bernard Bercu, Pierre Del Moral, Arnaud Doucet
We present a multivariate central limit theorem for a general class of interacting Markov chain Monte Carlo algorithms used to solve nonlinear measure-valued equations. These algor…