181 citations · 446 across the 49 of their papers we have counts for
7 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…
Rao-Blackwellised Interacting Markov Chain Monte Carlo for Electromagnetic Scattering Inversion
François Giraud, Pierre Minvielle, Marc Sancandi +1
The following electromagnetism (EM) inverse problem is addressed. It consists in estimating local radioelectric properties of materials recovering an object from the global EM scat…
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…
Approximate Bayesian Computation for Smoothing
James S. Martin, Ajay Jasra, Sumeetpal S. Singh +2
We consider a method for approximate inference in hidden Markov models (HMMs). The method circumvents the need to evaluate conditional densities of observations given the hidden st…
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…
On adaptive resampling strategies for sequential Monte Carlo methods
Pierre Del Moral, Arnaud Doucet, Ajay Jasra
Sequential Monte Carlo (SMC) methods are a class of techniques to sample approximately from any sequence of probability distributions using a combination of importance sampling and…
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…