24 citations · 25 across the 3 of their papers we have counts for
3 papers
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…
A Backward Particle Interpretation of Feynman-Kac Formulae
Pierre Del Moral, Arnaud Doucet, Sumeetpal S. Singh
We design a particle interpretation of Feynman-Kac measures on path spaces based on a backward Markovian representation combined with a traditional mean field particle interpretati…
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…