3 citations · 4 across the 3 of their papers we have counts for
3 papers
math.PR2015
Introduction to labeled island particle models and their asymptotic properties
Cécile Ichard, Christelle Vergé
Estimation of stochastic processes evolving in a random environment is of crucial importance for example to predict aircraft trajectories evolving in an unknown atmosphere. For fix…
stat.CO2014★ 1 cited
Convergence properties of weighted particle islands with application to the double bootstrap algorithm
Pierre Del Moral, Eric Moulines, Jimmy Olsson +1
Particle island models (Vergé et al., 2013) provide a means of parallelization of sequential Monte Carlo methods, and in this paper we present novel convergence results for algorit…
q-fin.CP2012★ 3 cited
An introduction to particle integration methods: with applications to risk and insurance
P. Del Moral, G. W. Peters, Ch. Vergé
Interacting particle methods are increasingly used to sample from complex and high-dimensional distributions. These stochastic particle integration techniques can be interpreted as…