Pierre Del Moral

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Arnaud DoucetProfessor of Statistics, University of Oxford & Research Scientist, Google DeepMindVerified email at stats.ox.ac.uk
Ajay JasraProfessor of Data Science, The Chinese University of Hong Kong, ShenzhenVerified email at cuhk.edu.cn
Laurent MicloCNRS and University of ToulouseVerified email at math.cnrs.fr
Adrian N. BishopCSIROVerified email at csiro.au
François CaronUniversity of OxfordVerified email at stats.ox.ac.uk
Frederic CerouInriaVerified email at inria.fr
Alice GuionnetUniversité de Lyon, ENSLVerified email at ens-lyon.fr
Sumeetpal Sidhu SinghTibra Foundation Chair in Mathematical Sciences, School of Mathematics, University of WollongongVerified email at uow.edu.au
Sylvain RubenthalerUniversité Nice Sophia Antipolis, laboratoire J. A. DieudonnéVerified email at unice.fr
Dan CrisanProfessor of Mathematics, Imperial College LondonVerified email at imperial.ac.uk
Arnaud GuyaderSorbonne UniversitéVerified email at upmc.fr
Bruno N. RemillardProfessor, HEC MontrealVerified email at hec.ca
Michele PacePost Doc Researcher IRIDIA - Artificial Intelligence research laboratory of the Université Libre de BruxellesVerified email at iridia.ulb.ac.be
Peng HuResearch fellow, University of OxfordVerified email at oxford-man.ox.ac.uk
Prof. Dr. Gareth W. PetersDuncan Endowed Chair Actuarial & Professor of Statistics for Risk & InsuranceVerified email at ucsb.edu
Emilia TantarBlack Swan LUX, LuxembourgVerified email at uni.lu
Alexandru-Adrian TANTARLuxembourg Institute of Science and Technology, LuxembourgVerified email at list.lu
Eric MoulinesProfesseur, Ecole Polytechnique, Membre de l'Académie des SciencesVerified email at polytechnique.edu
Josselin GarnierEcole PolytechniqueVerified email at polytechnique.edu
Teddy FuronINRIA Rennes - IRISAVerified email at inria.fr

Pierre Del Moral

Research Director, INRIA Bordeaux - Sud Ouest

Verified email at inria.fr - Homepage

Probability theory Stochastic analysis Stochastic processes Monte Carlo methods Particle methods


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Sequential Monte Carlo samplers P Del Moral, A Doucet, A Jasra Journal of the Royal Statistical Society: Series B 68 (3), 411-436, 2006	2182	2006
Feynman-Kac formulae: Genealogical and interacting particle systems with applications, Probability and its applications P Del Moral Springer, New York, 2004	1748*	2004
Filtrage non-linéaire par systèmes de particules en interaction P Del Moral Comptes Rendus de l'Academie des Sciences-Serie I-Mathematique 325 (6), 653-658, 1997	747*	1997
Nonlinear Filtering: Interacting Particle Solution P Del Moral Markov Processes and Related Fields 2 (4), 555--580, 1996	668	1996
An adaptive sequential Monte Carlo method for approximate Bayesian computation P Del Moral, A Doucet, A Jasra Statistics and computing 22, 1009-1020, 2012	613	2012
Branching and interacting particle systems approximations of Feynman-Kac formulae with applications to non-linear filtering P Del Moral, L Miclo Seminaire de Probabilites XXXIV, Lecture notes in Mathematics, 1-145, 2000	395	2000
Mean field simulation for Monte Carlo integration P Del Moral CRC Press, 2013	319	2013
On the stability of interacting processes with applications to filtering and genetic algorithms P Del Moral, A Guionnet Annales de l'Institut Henri Poincaré (B) Probability and Statistics 37 (2 …, 2001	313	2001
Sequential Monte Carlo for rare event estimation F Cérou, P Del Moral, T Furon, A Guyader Statistics and computing 22 (3), 795-808, 2012	272	2012
On adaptive resampling procedures for sequential Monte Carlo methods P Del Moral, A Doucet, A Jasra Bernoulli 18 (1), 252-278, 2012	248*	2012
The reality of Neandertal symbolic behavior at the Grotte du Renne, Arcy-sur-Cure, France F Caron, F d'Errico, P Del Moral, F Santos, J Zilhão PloS one 6 (6), e21545, 2011	245	2011
Optimal nonlinear filtering in GPS/INS integration P H. Carvalho, P. Del Moral, A Monin, G Salut IEEE Transactions on Aerospace and Electronic Systems 33 (3), 835, 1997	235	1997
Discrete filtering using branching and interacting particle systems D Crisan, P Del Moral, T Lyons Markov Processes and Related Fields 5 (3), 293--318, 1999	230	1999
The Monte-Carlo method for filtering with discrete-timeobservations P Del Moral, J Jacod, P Protter Cornell University Operations Research and Industrial Engineering, 2001	193	2001
Genealogical particle analysis of rare events P Del Moral, J Garnier Annals of Applied Probability 15 (4), 2496-2534, 2005	185	2005
Measure-valued processes and interacting particle systems. Application to nonlinear filtering problems P Del Moral The Annals of Applied Probability 8 (2), 438-495, 1998	180	1998
Sequential Monte Carlo for Bayesian Computation P Del Moral, A Doucet, A Jasra Bayesian Statistics 8 (1), 34, 2007	162*	2007
Central limit theorem for nonlinear filtering and interacting particle systems P Del Moral, A Guionnet Annals of Applied Probability, 275-297, 1999	158	1999
A non asymptotic variance theorem for unnormalized Feynman-Kac particle models F Cérou, P Del Moral, A Guyader Ann. Inst. H. Poincaré Probab. Statist. 47 (3), 629-649, 2008	149*	2008
Genetic genealogical models in rare event analysis F Cérou, P Del Moral, F Le Gland, P Lezaud ALEA Lat. Am. J. Probab. Math. Stat. 1, 181--203, 2006	140	2006

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