113 citations · 209 across the 21 of their papers we have counts for
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Stability of Feynman-Kac formulae with path-dependent potentials
Nicolas Chopin, Pierre Del Moral, Sylvain Rubenthaler
Several particle algorithms admit a Feynman-Kac representation such that the potential function may be expressed as a recursive function which depends on the complete state traject…
Tree based functional expansions for Feynman--Kac particle models
Pierre Del Moral, Frédéric Patras, Sylvain Rubenthaler
We design exact polynomial expansions of a class of Feynman--Kac particle distributions. These expansions are finite and are parametrized by coalescent trees and other related comb…
Expansion of the propagation of chaos for Bird and Nanbu systems
Sylvain Rubenthaler
The Bird and Nanbu systems are particle systems used to approximate the solution of the mollied Boltzmann equation. In particular, they have the propagation of chaos property. Foll…