144 citations · 329 across the 21 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…