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hal-00151039v1  Journal articles
Pierre del MoralSamy Tindel. A Berry-Esseen theorem for Feynman-Kac and interacting particle models
Annals of Applied Probability, Institute of Mathematical Statistics (IMS), 2005, 15 (1B), pp.941-962
inria-00375134v3  Journal articles
Pierre del MoralEmmanuel Rio. Concentration Inequalities for Mean Field Particle Models
Annals of Applied Probability, Institute of Mathematical Statistics (IMS), 2011, 21 (3), pp.1017-1052. ⟨10.1214/10-AAP716⟩
hal-01079281v1  Book sections
Pierre del MoralG.W. PetersC. Vergé. An Introduction to Stochastic Particle Integration Methods: With Applications to Risk and Insurance
Springer Proceedings in Mathematics & Statistics, 65, Springer, pp.39-81, 2013, Monte Carlo and Quasi-Monte Carlo Methods 2012, 978-3-642-41095-6. ⟨10.1007/978-3-642-41095-6_3⟩
inria-00227534v5  Journal articles
Bernard BercuPierre del MoralArnaud Doucet. A Functional Central Limit Theorem for a Class of Interacting Markov Chain Monte Carlo Models
Electronic Journal of Probability, Institute of Mathematical Statistics (IMS), 2009, 14 (73), pp.2130-2155
hal-00756117v1  Book sections
Pierre del MoralEmilia TantarAlexandru-Adrian Tantar. On the foundations and the applications of evolutionary computing
E. Tantar and A.A. Tantar and P. Bouvry and P. Del Moral and P. Legrand and C.A. Coello Coello and O. Schutze. Evolve : A bridge between Probability, Set Oriented Numerics and Evolutionary Computation, Springer, pp.3-89, 2013
hal-00932211v1  Books
Pierre del Moral. Mean field simulation for Monte Carlo integration
Chapman&Hall, pp.626, 2013, Monographs on Statistics & Applied Probability
hal-00641132v1  Book sections
René CarmonaPierre del MoralPeng HuNadia Oudjane. An Introduction to Particle Methods with Financial Applications
R. Carmona and P. Del Moral and P. Hu and N. Oudjane. Numerical methods in finance, 12, Springer, pp.3-49, 2012, Proceedings in mathematics
inria-00516507v1  Journal articles
Francois CaronPierre del MoralMichele PaceBa-Ngu Vo. On the Stability and the Approximation of Branching Distribution Flows, with Applications to Nonlinear Multiple Target Filtering
Stochastic Analysis and Applications, Taylor & Francis: STM, Behavioural Science and Public Health Titles, 2011, 29 (6), ⟨10.1080/07362994.2011.598797⟩
inria-00537141v1  Journal articles
Pierre del MoralArnaud Doucet. A new class of interacting Markov chain Monte Carlo methods
Comptes Rendus. Mathématique, Académie des sciences (Paris), 2010, 348 (1-2), pp.79-83. ⟨10.1016/j.crma.2009.11.006⟩
inria-00410165v2  Journal articles
Pierre del MoralArnaud DoucetSumeetpal Singh. A Backward Particle Interpretation of Feynman-Kac Formulae
ESAIM: Mathematical Modelling and Numerical Analysis, EDP Sciences, 2010, 44 (5), pp.947-975. ⟨10.1051/m2an/2010048⟩
inria-00464130v1  Journal articles
François CaronPierre del MoralArnaud DoucetMichele Pace. Particle approximations of a class of branching distribution flows arising in multi-target tracking
SIAM Journal on Control and Optimization, Society for Industrial and Applied Mathematics, 2011, 49 (4), pp.1766-1792. ⟨10.1137/100788987⟩
hal-00932284v1  Journal articles
Michele PacePierre del Moral. Mean-Field PHD Filters Based on Generalized Feynman-Kac Flow
IEEE Journal of Selected Topics in Signal Processing, IEEE, 2013, 7 (3), ⟨10.1109/JSTSP.2013.2250909⟩
inria-00531099v1  Conference papers
Michele PacePierre del MoralFrancois Caron. Comparison of implementations of Gaussian Mixture PHD filters
International Conference on Information Fusion, Jul 2010, Edinburgh, United Kingdom
hal-00641452v1  Journal articles
Pierre del MoralP. HuNadia OudjaneBruno Rémillard. On the Robustness of the Snell envelope
SIAM Journal on Financial Mathematics, Society for Industrial and Applied Mathematics 2011, 2, pp.951-997. ⟨10.1137/100798016⟩
hal-00641465v1  Directions of work or proceedings
René CarmonaPierre del MoralP. HuNadia Oudjane. Numerical methods in finance
Springer. 12, Springer, 471 p., 2012, Proceedings in mathematics, ⟨10.1007/978-3-642-25746-9⟩
hal-00758901v1  Books
Pierre del MoralPeng HuLiming Wu. On the Concentration Properties of Interacting Particle Processes
NEW PUBL INC, 3, pp.167, 2012, Foundations and Trends in Machine Learning, 9781601985125. ⟨10.1561/2200000026⟩