Research graph
References from On the Concentration Properties of Interacting Particle Processes. Local targets link to admitted publications; unresolved targets remain external evidence.
A tail inequality for suprema of unbounded empirical processes with applications to Markov chains
2008 · External reference
Particle Markov chain Monte Carlo methods
10.1111/j.1467-9868.2009.00736.x · 2010 · External reference
Unresolved reference
2000 · External reference
Unresolved reference
2000 · External reference
Quantum Monte Carlo simulations of fermions. A mathematical analysis of the fixed-node approximation
2006 · External reference
Interacting particle systems for the computation of rare credit portfolio losses
10.1007/s00780-009-0098-8 · 2009 · External reference
Simulation particulaire, dimensionnement en conditions extrêmes
2010 · External reference
Genealogical models in entrance times rare event analysis
2006 · External reference
Sequential Monte Carlo for rare event estimation
2011 · External reference
Some recent improvements to importance splitting
2006 · External reference
Stochastic evolution equations and related measure processes
10.1016/0047-259x(75)90054-8 · 1975 · External reference
Unresolved reference
1993 · External reference
10.1007/0-387-24555-3_10
10.1007/0-387-24555-3_10 · 2005 · External reference
Unresolved reference
1996 · External reference
Non linear filtering: Interacting particle solution
1996 · External reference
Measure valued processes and interacting particle systems. Application to nonlinear filtering problems
10.1214/aoap/1028903535 · 1998 · External reference
10.1007/978-1-4684-9393-1
10.1007/978-1-4684-9393-1 · 2004 · External reference
10.1007/978-3-540-40004-2_19
10.1007/978-3-540-40004-2_19 · 2003 · External reference
Particle motions in absorbing medium with hard and soft obstacles
10.1081/sap-200026444 · 2004 · External reference
Unresolved reference
2012 · External reference
Sequential Monte Carlo samplers
10.1111/j.1467-9868.2006.00553.x · 2006 · External reference
An adaptive sequential Monte Carlo method for approximate Bayesian computation
2008 · External reference
A backward particle interpretation of Feynman-Kac formulae
10.1051/m2an/2010048 · 2010 · External reference
Forward smoothing using sequential Monte Carlo
2010 · External reference
Uniform stability of a particle approximation of the optimal filter derivative
2011 · External reference
Genealogical particle analysis of rare events
10.1214/105051605000000566 · 2005 · External reference
Simulations of rare events in fiber optics by interacting particle systems
2006 · External reference
Large deviations for interacting particle systems. Applications to nonlinear filtering problems
10.1016/s0304-4149(98)00057-x · 1998 · External reference
A central limit theorem for nonlinear filtering using interacting particle systems
10.1214/aoap/1029962742 · 1999 · External reference
On the stability of measure valued processes with applications to filtering
1999 · External reference
On the stability of interacting processes with applications to filtering and genetic algorithms
10.1016/s0246-0203(00)01064-5 · 2001 · External reference
Moderate deviations for mean field particle models
2011 · External reference
Unresolved reference
2002 · External reference
The Monte-Carlo method for filtering with discrete-time observations
10.1007/pl00008786 · 2001 · External reference
On a class of discrete generation interacting particle systems
2001 · External reference
On the convergence and the applications of empirical processes for interacting particle systems and nonlinear filtering
10.1023/a:1007743111861 · 2000 · External reference
Unresolved reference
2006 · External reference
Unresolved reference
2000 · External reference
Particle approximations of Lyapunov exponents connected to Schrödinger operators and Feynman-Kac semigroups
2003 · External reference
Concentration inequalities for mean field particle models
10.1214/10-aap716 · 2011 · External reference
A note on Laplace-Varadhan’s integral lemma
10.3150/bj/1068129010 · 2003 · External reference
An approximation for the nonlinear filtering problem with error bounds
10.1080/17442508508833342 · 1985 · External reference
Moderate deviations for particle filtering
10.1214/105051604000000657 · 2005 · External reference
10.1007/978-1-4757-3437-9
10.1007/978-1-4757-3437-9 · 2001 · External reference
10.1090/crmm/006
10.1090/crmm/006 · 1994 · External reference
Diffusion Monte Carlo method: Numerical analysis in a simple case
10.1051/m2an:2007017 · 2007 · External reference
Unresolved reference
1995 · External reference
Unresolved reference
1948 · External reference
Unresolved reference
1948 · External reference
10.1525/9780520411586-018
10.1525/9780520411586-018 · 1951 · External reference
Existence of quasi stationary distributions. A renewal dynamical approach
10.1214/aop/1176988277 · 1995 · External reference
On the conditional distributions of spatial point processes
2011 · External reference
Particle approximations of a class of branching distribution flows arising in multi-target tracking
10.1137/100788987 · 2011 · External reference
On the stability and the approximation of branching distribution flows, with applications to nonlinear multiple target filtering
10.1080/07362994.2011.598797 · 2011 · External reference
On the use of smoothing to improve the performance of the splitting method
10.1080/15326349.2011.614188 · 2011 · External reference
Unresolved reference
1997 · External reference
Asymptotic behavior of absorbing Markov chains conditional on nonabsorption for applications in conservation biology
10.1214/aoap/998926993 · 2001 · External reference
Stochastic particle approximations for generalized Boltzmann models and convergence estimates
10.1214/aop/1024404281 · 1997 · External reference
Unresolved reference
1999 · External reference
Simulation and estimation of extreme quantiles and extreme probabilities
10.1007/s00245-011-9135-z · 2011 · External reference
A class of Markov processes associated with nonlinear parabolic equations
1966 · External reference
Unresolved reference
1975 · External reference
Unresolved reference
1967 · External reference
Unresolved reference
2006 · External reference
Best constants in moment inequalities for linear combinations of independent and exchangeable random variables
10.1214/aop/1176993078 · 1985 · External reference
On distributions of certain Wiener functionals
10.1090/s0002-9947-1949-0027960-x · 1949 · External reference
Concentration around the mean for maxima of empirical processes
10.1214/009117905000000044 · 2005 · External reference
Filtering for nonlinear systems driven by nonwhite noises: An approximating scheme
1983 · External reference
10.1007/978-3-0348-8683-3
10.1007/978-3-0348-8683-3 · 1999 · External reference
On Talagrand’s deviation inequalities for product measures
10.1051/ps:1997103 · 1996 · External reference
Unresolved reference
2001 · External reference
10.1007/978-3-642-20212-4
10.1007/978-3-642-20212-4 · 1991 · External reference
A theoretical foundation for the Stein-Winter Probability Hypothesis Density (PHD) multi-target tracking approach
2000 · External reference
Multi-target Bayes filtering via first-order multi-target moments
10.1109/taes.2003.1261119 · 2003 · External reference
Unresolved reference
1996 · External reference
Convergence of the fluctuations for interacting diffusions with jumps associated with Boltzmann equations
10.1080/17442509808834148 · 1998 · External reference
Unresolved reference
1998 · External reference
Stochastic approximations of the solution of a full Boltzmann equation with small initial data
10.1051/ps:1998102 · 1998 · External reference
The Monte Carlo method
10.1080/01621459.1949.10483310 · 1949 · External reference
Unresolved reference
1984 · External reference
10.1214/cbms/1462061091
10.1214/cbms/1462061091 · 1990 · External reference
10.1007/bfb0093178
10.1007/bfb0093178 · 1996 · External reference
Unresolved reference
1991 · External reference
Local invariance principles and their applications to density estimation
10.1007/bf01311347 · 1994 · External reference
On the control of an interacting particle approximation of Schrödinger ground states
10.1137/050640667 · 2006 · External reference
Unresolved reference
1994 · External reference
Unresolved reference
2005 · External reference
Markov mortality models: Implications of quasistationarity and varying initial distributions
10.1016/j.tpb.2003.10.007 · 2004 · External reference
Unresolved reference
1991 · External reference
Concentration of measure and isoperimetric inequalities in product spaces
10.1007/bf02699376 · 1995 · External reference
New concentration inequalities in product spaces
10.1007/s002220050108 · 1996 · External reference
A new look at independence
10.1214/aop/1042644705 · 1996 · External reference
10.1007/978-1-4757-2545-2
10.1007/978-1-4757-2545-2 · 1996 · External reference
Estimating generalized Lyapunov exponents for products of random matrices
10.1103/physreve.81.036701 · 2010 · External reference
Nonlinear filtering in discrete time: A particle convolution approach
2004 · External reference
The island model genetic algorithm: On separability, population size and convergence
1999 · External reference