most citedTree based functional expansions for Feynman--Kac particle models

24 citations · 25 across the 3 of their papers we have counts for

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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…

math.PR2009★ 24 cited

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…