144 citations · 329 across the 21 of their papers we have counts for
4 papers · 1 filter
Matrix product moments in normal variables
Pierre Del Moral, Adrian N. Bishop
Let be a random matrix associated with a centered -column centered Gaussian vector with a covariance matrix . In this article we compute expectati…
Sequentially interacting Markov chain Monte Carlo methods
Anthony Brockwell, Pierre Del Moral, Arnaud Doucet
Sequential Monte Carlo (SMC) is a methodology for sampling approximately from a sequence of probability distributions of increasing dimension and estimating their normalizing const…
On nonlinear Markov chain Monte Carlo
Christophe Andrieu, Ajay Jasra, Arnaud Doucet +1
Let be the space of probability measures on a measurable space . In this paper we introduce a class of nonlinear Markov chain Monte Carlo (MCMC) m…
Uniform Stability of a Particle Approximation of the Optimal Filter Derivative
Pierre Del Moral, Arnaud Doucet, Sumeetpal Singh
Sequential Monte Carlo methods, also known as particle methods, are a widely used set of computational tools for inference in non-linear non-Gaussian state-space models. In many ap…