activity
20052012
most citedPerfect simulation for the Feynman-Kac law on the path space

1 citations · 2 across the 5 of their papers we have counts for

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Showing 2009Show all

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stat.CO2009

Comments on "Particle Markov chain Monte Carlo" by C. Andrieu, A. Doucet, and R. Hollenstein

Pierre Jacob, Nicolas Chopin, Christian P. Robert +1

This is the compilation of our comments submitted to the Journal of the Royal Statistical Society, Series B, to be published within the discussion of the Read Paper of Andrieu, Dou…

math.PR2009

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…