Dispersion and collapse in stochastic velocity fields on a cylinder (2009)
Celani, Antonio, Rubenthaler, Sylvain, Vincenzi, Dario
The dynamics of fluid particles on cylindrical manifolds is investigated. The velocity field is obtained by generalizing the isotropic Kraichnan ensemble, and is therefore Gaussian and decorrelated...
Dispersion and collapse in stochastic velocity fields on a cylinder (2009)
Celani, Antonio, Rubenthaler, Sylvain, Vincenzi, Dario
The dynamics of fluid particles on cylindrical manifolds is investigated. The velocity field is obtained by generalizing the isotropic Kraichnan ensemble, and is therefore Gaussian and decorrelated...
Dispersion and collapse in stochastic velocity fields on a cylinder (2009)
Celani, Antonio, Rubenthaler, Sylvain, Vincenzi, Dario
The dynamics of fluid particles on cylindrical manifolds is investigated. The velocity field is obtained by generalizing the isotropic Kraichnan ensemble, and is therefore Gaussian and decorrelated...
Stability of Feynman-Kac formulae with path-dependent potentials (2009)
Chopin, Nicolas, Del Moral, Pierre, Rubenthaler, Sylvain
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 trajectory. An important...
Tree based functional expansions for Feynman--Kac particle models (2009)
Del Moral, Pierre, Patras, Frédéric, Rubenthaler, Sylvain
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 combinatorial...
Expansion of the propagation of chaos for Bird and Nanbu systems. (2009)
The Bird and Nanbu systems are particle systems used to approximate the solution of Boltzmann mollified equation. In particular, they have the propagation of chaos property. Following [GM94], we use...
Expansion of the propagation of chaos for Bird and Nanbu systems (2009)
The Bird and Nanbu systems are particle systems used to approximate the solution of Boltzmann mollified equation. In particular, they have the propagation of chaos property. Following [GM94], we use...
Expansion of the propagation of chaos for Bird and Nanbu systems. (2009)
The Bird and Nanbu systems are particle systems used to approximate the solution of the mollified Boltzmann equation. In particular, they have the propagation of chaos property. Following [GM94], we...
Expansion of the propagation of chaos for Bird and Nanbu systems. (2009)
The Bird and Nanbu systems are particle systems used to approximate the solution of the mollified Boltzmann equation. In particular, they have the propagation of chaos property. Following [GM94], we...
Expansion of the propagation of chaos for Bird and Nanbu systems (2009)
Les systèmes de Bird et Nanbu sont des systèmes de particules utilisés pour approcher la solution de l'équation de Boltzmann mollifiée. En particulier, ces systèmes ont la propriété de...
Expansion of the propagation of chaos for Bird and Nanbu systems (2009)
Les systèmes de Bird et Nanbu sont des systèmes de particules utilisés pour approcher la solution de l'équation de Boltzmann mollifiée. En particulier, ces systèmes ont la propriété de...
Expansion of the propagation of chaos for Bird and Nanbu systems (2009)
Les systèmes de Bird et Nanbu sont des systèmes de particules utilisés pour approcher la solution de l'équation de Boltzmann mollifiée. En particulier, ces systèmes ont la propriété de...
Expansion of the propagation of chaos for Bird and Nanbu systems (2009)
Les systèmes de Bird et Nanbu sont des systèmes de particules utilisés pour approcher la solution de l'équation de Boltzmann mollifiée. En particulier, ces systèmes ont la propriété de...
Expansion of the propagation of chaos for Bird and Nanbu systems. (2009)
The Bird and Nanbu systems are particle systems used to approximate the solution of Boltzmann mollified equation. In particular, they have the propagation of chaos property. Following [GM94], we use...
Expansion of the propagation of chaos for Bird and Nanbu systems. (2009)
The Bird and Nanbu systems are particle systems used to approximate the solution of Boltzmann mollified equation. In particular, they have the propagation of chaos property. Following [GM94], we use...
Expansion of the propagation of chaos for Bird and Nanbu systems. (2009)
The Bird and Nanbu systems are particle systems used to approximate the solution of Boltzmann mollified equation. In particular, they have the propagation of chaos property. Following [GM94], we use...
Expansion of the propagation of chaos for Bird and Nanbu systems. (2009)
The Bird and Nanbu systems are particle systems used to approximate the solution of Boltzmann mollified equation. In particular, they have the propagation of chaos property. Following [GM94], we use...
Expansion of the propagation of chaos for Bird and Nanbu systems. (2009)
The Bird and Nanbu systems are particle systems used to approximate the solution of Boltzmann mollified equation. In particular, they have the propagation of chaos property. Following [GM94], we use...
Expansion of the propagation of chaos for Bird and Nanbu systems. (2009)
The Bird and Nanbu systems are particle systems used to approximate the solution of Boltzmann mollified equation. In particular, they have the propagation of chaos property. Following [GM94], we use...
Expansion of the propagation of chaos for Bird and Nanbu systems. (2009)
The Bird and Nanbu systems are particle systems used to approximate the solution of Boltzmann mollified equation. In particular, they have the propagation of chaos property. Following [GM94], we use...
Convergence of U-statistics for interacting particle systems (2009)
Del Moral, Pierre, Patras, Frédéric, Rubenthaler, Sylvain
The convergence of U-statistics has been intensively studied for estimators based on families of i.i.d. random variables and variants of them. In most cases, the independence assumption is crucial....
Convergence of U-statistics for interacting particle systems (2009)
Del Moral, Pierre, Patras, Frédéric, Rubenthaler, Sylvain
The convergence of U-statistics has been intensively studied for estimators based on families of i.i.d. random variables and variants of them. In most cases, the independence assumption is crucial....
Expansion of the propagation of chaos for Bird and Nanbu systems. (2009)
The Bird and Nanbu systems are particle systems used to approximate the solution of Boltzmann mollified equation. In particular, they have the propagation of chaos property. Following [GM94], we use...
Expansion of the propagation of chaos for Bird and Nanbu systems. (2009)
The Bird and Nanbu systems are particle systems used to approximate the solution of Boltzmann mollified equation. In particular, they have the propagation of chaos property. Following [GM94], we use...
Expansion of the propagation of chaos for Bird and Nanbu systems. (2009)
The Bird and Nanbu systems are particle systems used to approximate the solution of the mollified Boltzmann equation. In particular, they have the propagation of chaos property. Following [GM94], we...
Expansion of the propagation of chaos for Bird and Nanbu systems. (2009)
The Bird and Nanbu systems are particle systems used to approximate the solution of the mollified Boltzmann equation. In particular, they have the propagation of chaos property. Following [GM94], we...
Stability of Feynman-Kac formulae with path-dependent potentials (2009)
Chopin, Nicolas, Del Moral, Pierre, Rubenthaler, Sylvain
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 trajectory. An important...
Stability of Feynman-Kac formulae with path-dependent potentials (2009)
Chopin, Nicolas, Del Moral, Pierre, Rubenthaler, Sylvain
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 trajectory. An important...
Dispersion and collapse in stochastic velocity fields on a cylinder (2009)
Celani, Antonio, Rubenthaler, Sylvain, Vincenzi, Dario
The dynamics of fluid particles on cylindrical manifolds is investigated. The velocity field is obtained by generalizing the isotropic Kraichnan ensemble, and is therefore Gaussian and decorrelated...
Dispersion and collapse in stochastic velocity fields on a cylinder (2009)
Celani, Antonio, Rubenthaler, Sylvain, Vincenzi, Dario
The dynamics of fluid particles on cylindrical manifolds is investigated. The velocity field is obtained by generalizing the isotropic Kraichnan ensemble, and is therefore Gaussian and decorrelated...
Dispersion and collapse in stochastic velocity fields on a cylinder (2009)
Celani, Antonio, Rubenthaler, Sylvain, Vincenzi, Dario
The dynamics of fluid particles on cylindrical manifolds is investigated. The velocity field is obtained by generalizing the isotropic Kraichnan ensemble, and is therefore Gaussian and decorrelated...
Convergence of U-statistics for interacting particle systems (2009)
Del Moral, Pierre, Patras, Frédéric, Rubenthaler, Sylvain
The convergence of U-statistics has been intensively studied for estimators based on families of i.i.d. random variables and variants of them. In most cases, the independence assumption is crucial....
Stability of Feynman-Kac formulae with path-dependent potentials (2009)
Chopin, Nicolas, Del Moral, Pierre, Rubenthaler, Sylvain
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 trajectory. An important...
Expansion of the propagation of chaos for Bird and Nanbu systems. (2009)
The Bird and Nanbu systems are particle systems used to approximate the solution of the mollified Boltzmann equation. In particular, they have the propagation of chaos property. Following [GM94], we...
Expansion of the propagation of chaos for Bird and Nanbu systems (2009)
Les systèmes de Bird et Nanbu sont des systèmes de particules utilisés pour approcher la solution de l'équation de Boltzmann mollifiée. En particulier, ces systèmes ont la propriété de...
Convergence of U-statistics for interacting particle systems (2009)
Del Moral, Pierre, Patras, Frédéric, Rubenthaler, Sylvain
The convergence of U-statistics has been intensively studied for estimators based on families of i.i.d. random variables and variants of them. In most cases, the independence assumption is crucial....
Stability of Feynman-Kac formulae with path-dependent potentials (2009)
Chopin, Nicolas, Del Moral, Pierre, Rubenthaler, Sylvain
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 trajectory. An important...
Expansion of the propagation of chaos for Bird and Nanbu systems (2009)
Les systèmes de Bird et Nanbu sont des systèmes de particules utilisés pour approcher la solution de l'équation de Boltzmann mollifiée. En particulier, ces systèmes ont la propriété de...
Stability of Feynman-Kac formulae with path-dependent potentials (2009)
Chopin, Nicolas, Del Moral, Pierre, Rubenthaler, Sylvain
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 trajectory. An important...
The convergence to equilibrium of neutral genetic models (2008)
Del Moral, Pierre, Miclo, Laurent, Patras, Frédéric, Rubenthaler, Sylvain
This article is concerned with the long time behavior of neutral genetic population models, with fixed population size. We design an explicit, finite, exact, genealogical tree based representation of...
The convergence to equilibrium of neutral genetic models (2008)
Del Moral, Pierre, Miclo, Laurent, Patras, Frédéric, Rubenthaler, Sylvain
This article is concerned with the long time behavior of neutral genetic population models, with fixed population size. We design an explicit, finite, exact, genealogical tree based representation of...
The convergence to equilibrium of neutral genetic models (2008)
Del Moral, Pierre, Miclo, Laurent, Patras, Frédéric, Rubenthaler, Sylvain
This article is concerned with the long time behavior of neutral genetic population models, with fixed population size. We design an explicit, finite, exact, genealogical tree based representation of...
The convergence to equilibrium of neutral genetic models (2008)
Del Moral, Pierre, Miclo, Laurent, Patras, Frédéric, Rubenthaler, Sylvain
This article is concerned with the long time behavior of neutral genetic population models, with fixed population size. We design an explicit, finite, exact, genealogical tree based representation of...
The convergence to equilibrium of neutral genetic models (2008)
Del Moral, Pierre, Miclo, Laurent, Patras, Frédéric, Rubenthaler, Sylvain
This article is concerned with the long time behavior of neutral genetic population models, with fixed population size. We design an explicit, finite, exact, genealogical tree based representation of...
A Mean Field Theory of Nonlinear Filtering (2008)
Del Moral, Pierre, Patras, Frédéric, Rubenthaler, Sylvain
We present a mean field particle theory for the numerical approximation of Feynman-Kac path integrals in the context of nonlinear filtering. We show that the conditional distribution of the signal...
A Mean Field Theory of Nonlinear Filtering (2008)
Del Moral, Pierre, Patras, Frédéric, Rubenthaler, Sylvain
We present a mean field particle theory for the numerical approximation of Feynman-Kac path integrals in the context of nonlinear filtering. We show that the conditional distribution of the signal...
The convergence to equilibrium of neutral genetic models (2008)
Del Moral, Pierre, Miclo, Laurent, Patras, Frédéric, Rubenthaler, Sylvain
This article is concerned with the long time behavior of neutral genetic population models, with fixed population size. We design an explicit, finite, exact, genealogical tree based representation of...
The convergence to equilibrium of neutral genetic models (2008)
Del Moral, Pierre, Miclo, Laurent, Patras, Frédéric, Rubenthaler, Sylvain
This article is concerned with the long time behavior of neutral genetic population models, with fixed population size. We design an explicit, finite, exact, genealogical tree based representation of...
A Mean Field Theory of Nonlinear Filtering (2008)
Del Moral, Pierre, Patras, Frédéric, Rubenthaler, Sylvain
We present a mean field particle theory for the numerical approximation of Feynman-Kac path integrals in the context of nonlinear filtering. We show that the conditional distribution of the signal...
The convergence to equilibrium of neutral genetic models (2008)
Del Moral, Pierre, Miclo, Laurent, Patras, Frédéric, Rubenthaler, Sylvain
This article is concerned with the long time behavior of neutral genetic population models, with fixed population size. We design an explicit, finite, exact, genealogical tree based representation of...
A Mean Field Theory of Nonlinear Filtering (2008)
Del Moral, Pierre, Patras, Frédéric, Rubenthaler, Sylvain
We present a mean field particle theory for the numerical approximation of Feynman-Kac path integrals in the context of nonlinear filtering. We show that the conditional distribution of the signal...
The convergence to equilibrium of neutral genetic models (2008)
Del Moral, Pierre, Miclo, Laurent, Patras, Frédéric, Rubenthaler, Sylvain
This article is concerned with the long time behavior of neutral genetic population models, with fixed population size. We design an explicit, finite, exact, genealogical tree based representation of...
The convergence to equilibrium of neutral genetic models (2007)
Del Moral, Pierre, Miclo, Laurent, Patras, Frédéric, Rubenthaler, Sylvain
This article is concerned with the long time behavior of neutral genetic population models, with fixed population size. We design an explicit, finite, exact, genealogical tree based representation of...
The convergence to equilibrium of neutral genetic models (2007)
Del Moral, Pierre, Miclo, Laurent, Patras, Frédéric, Rubenthaler, Sylvain
This article is concerned with the long time behavior of neutral genetic population models, with fixed population size. We design an explicit, finite, exact, genealogical tree based representation of...
The convergence to equilibrium of neutral genetic models (2007)
Del Moral, Pierre, Miclo, Laurent, Patras, Frédéric, Rubenthaler, Sylvain
This article is concerned with the long time behavior of neutral genetic population models, with fixed population size. We design an explicit, finite, exact, genealogical tree based representation of...
The convergence to equilibrium of neutral genetic models (2007)
Del Moral, Pierre, Miclo, Laurent, Patras, Frédéric, Rubenthaler, Sylvain
This article is concerned with the long time behavior of neutral genetic population models, with fixed population size. We design an explicit, finite, exact, genealogical tree based representation of...
The convergence to equilibrium of neutral genetic models (2007)
Del Moral, Pierre, Miclo, Laurent, Patras, Frédéric, Rubenthaler, Sylvain
This article is concerned with the long time behavior of neutral genetic population models, with fixed population size. We design an explicit, finite, exact, genealogical tree based representation of...
The convergence to equilibrium of neutral genetic models (2007)
Del Moral, Pierre, Miclo, Laurent, Patras, Frédéric, Rubenthaler, Sylvain
This article is concerned with the long time behavior of neutral genetic population models, with fixed population size. We design an explicit, finite, exact, genealogical tree based representation of...
The convergence to equilibrium of neutral genetic models (2007)
Del Moral, Pierre, Miclo, Laurent, Patras, Frédéric, Rubenthaler, Sylvain
This article is concerned with the long time behavior of neutral genetic population models, with fixed population size. We design an explicit, finite, exact, genealogical tree based representation of...
Fast simulated annealing in $\R^d$ and an application to maximum likelihood estimation (2006)
Rubenthaler, Sylvain, Rydén, Tobias, Wiktorsson, Magnus
Using classical simulated annealing to maximise a function $\psi$ defined on a subset of $\R^d$, the probability $\p(\psi(\theta_n)\leq \psi_{\max}-\epsilon)$ tends to zero at a logarithmic rate as...
Fast simulated annealing in $\R^d$ and an application to maximum likelihood estimation (2006)
Rubenthaler, Sylvain, Rydén, Tobias, Wiktorsson, Magnus
Using classical simulated annealing to maximise a function $\psi$ defined on a subset of $\R^d$, the probability $\p(\psi(\theta_n)\leq \psi_{\max}-\epsilon)$ tends to zero at a logarithmic rate as...
Fast simulated annealing in $\R^d$ and an application to maximum likelihood estimation (2006)
Rubenthaler, Sylvain, Rydén, Tobias, Wiktorsson, Magnus
Using classical simulated annealing to maximise a function $\psi$ defined on a subset of $\R^d$, the probability $\p(\psi(\theta\_n)\leq \psi\_{\max}-\epsilon)$ tends to zero at a logarithmic rate as...
Coalescent tree based functional representations for some Feynman-Kac particle models (2006)
Del Moral, Pierre, Patras, Frédéric, Rubenthaler, Sylvain
We design a theoretic tree-based functional representation of a class of Feynman-Kac particle distributions, including an extension of the Wick product formula to interacting particle systems. These...
Coalescent tree based functional representations for some Feynman-Kac particle models (2006)
Del Moral, Pierre, Patras, Frédéric, Rubenthaler, Sylvain
We design a theoretic tree-based functional representation of a class of Feynman-Kac particle distributions, including an extension of the Wick product formula to interacting particle systems. These...
Coalescent tree based functional representations for some Feynman-Kac particle models (2006)
Del Moral, Pierre, Patras, Frédéric, Rubenthaler, Sylvain
We design a theoretic tree-based functional representation of a class of Feynman-Kac particle distributions, including an extension of the Wick product formula to interacting particle systems. These...
Coalescent tree based functional representations for some Feynman-Kac particle models (2006)
Del Moral, Pierre, Patras, Frédéric, Rubenthaler, Sylvain
Nous proposons des représentations fonctionnelles en terme d'arbre coalescent, pour une classe de distributions particulaires de type Feynman-Kac, ce qui inclut en particulier une extension de la...
Coalescent tree based functional representations for some Feynman-Kac particle models (2006)
Del Moral, Pierre, Patras, Frédéric, Rubenthaler, Sylvain
We design a theoretic tree-based functional representation of a class of Feynman-Kac particle distributions, including an extension of the Wick product formula to interacting particle systems. These...
Coalescent tree based functional representations for some Feynman-Kac particle models (2006)
Del Moral, Pierre, Patras, Frédéric, Rubenthaler, Sylvain
Nous proposons des représentations fonctionnelles en terme d'arbre coalescent, pour une classe de distributions particulaires de type Feynman-Kac, ce qui inclut en particulier une extension de la...
Coalescent tree based functional representations for some Feynman-Kac particle models (2006)
Del Moral, Pierre, Patras, Frédéric, Rubenthaler, Sylvain
We design a theoretic tree-based functional representation of a class of Feynman-Kac particle distributions, including an extension of the Wick product formula to interacting particle systems. These...
Coalescent tree based functional representations for some Feynman-Kac particle models (2006)
Del Moral, Pierre, Patras, Frédéric, Rubenthaler, Sylvain
We design a theoretic tree-based functional representation of a class of Feynman-Kac particle distributions, including an extension of the Wick product formula to interacting particle systems. These...
Coalescent tree based functional representations for some Feynman-Kac particle models (2006)
Del Moral, Pierre, Patras, Frédéric, Rubenthaler, Sylvain
We design a theoretic tree-based functional representation of a class of Feynman-Kac particle distributions, including an extension of the Wick product formula to interacting particle systems. These...
Coalescent tree based functional representations for some Feynman-Kac particle models (2006)
Del Moral, Pierre, Patras, Frédéric, Rubenthaler, Sylvain
We design a theoretic tree-based functional representation of a class of Feynman-Kac particle distributions, including an extension of the Wick product formula to interacting particle systems. These...
Coalescent tree based functional representations for some Feynman-Kac particle models (2006)
Del Moral, Pierre, Patras, Frédéric, Rubenthaler, Sylvain
Nous proposons des représentations fonctionnelles en terme d'arbre coalescent, pour une classe de distributions particulaires de type Feynman-Kac, ce qui inclut en particulier une extension de la...
Fast simulated annealing in $\R^d$ and an application to maximum likelihood estimation (2006)
Rubenthaler, Sylvain, Rydén, Tobias, Wiktorsson, Magnus
Using classical simulated annealing to maximise a function $\psi$ defined on a subset of $\R^d$, the probability $\p(\psi(\theta_n)\leq \psi_{\max}-\epsilon)$ tends to zero at a logarithmic rate as...
Coalescent tree based functional representations for some Feynman-Kac particle models (2006)
Del Moral, Pierre, Patras, Frédéric, Rubenthaler, Sylvain
We design a theoretic tree-based functional representation of a class of Feynman-Kac particle distributions, including an extension of the Wick product formula to interacting particle systems. These...
Fast simulated annealing in $\R^d$ and an application to maximum likelihood estimation (2006)
Rubenthaler, Sylvain, Rydén, Tobias, Wiktorsson, Magnus
Using classical simulated annealing to maximise a function $\psi$ defined on a subset of $\R^d$, the probability $\p(\psi(\theta_n)\leq \psi_{\max}-\epsilon)$ tends to zero at a logarithmic rate as...
Coalescent tree based functional representations for some Feynman-Kac particle models (2006)
Del Moral, Pierre, Patras, Frédéric, Rubenthaler, Sylvain
We design a theoretic tree-based functional representation of a class of Feynman-Kac particle distributions, including an extension of the Wick product formula to interacting particle systems. These...
Fast simulated annealing in $\R^d$ and an application to maximum likelihood estimation (2006)
Rubenthaler, Sylvain, Rydén, Tobias, Wiktorsson, Magnus
Using classical simulated annealing to maximise a function $\psi$ defined on a subset of $\R^d$, the probability $\p(\psi(\theta_n)\leq \psi_{\max}-\epsilon)$ tends to zero at a logarithmic rate as...
Coalescent tree based functional representations for some Feynman-Kac particle models (2006)
Del Moral, Pierre, Patras, Frédéric, Rubenthaler, Sylvain
We design a theoretic tree-based functional representation of a class of Feynman-Kac particle distributions, including an extension of the Wick product formula to interacting particle systems. These...
Coalescent tree based functional representations for some Feynman-Kac particle models (2006)
Del Moral, Pierre, Patras, Frédéric, Rubenthaler, Sylvain
Nous proposons des représentations fonctionnelles en terme d'arbre coalescent, pour une classe de distributions particulaires de type Feynman-Kac, ce qui inclut en particulier une extension de la...
Coalescent tree based functional representations for some Feynman-Kac particle models (2006)
Del Moral, Pierre, Patras, Frédéric, Rubenthaler, Sylvain
We design a theoretic tree-based functional representation of a class of Feynman-Kac particle distributions, including an extension of the Wick product formula to interacting particle systems. These...
Fast simulated annealing in $\R^d$ and an application to maximum likelihood estimation (2006)
Rubenthaler, Sylvain, Rydén, Tobias, Wiktorsson, Magnus
Using classical simulated annealing to maximise a function $\psi$ defined on a subset of $\R^d$, the probability $\p(\psi(\theta_n)\leq \psi_{\max}-\epsilon)$ tends to zero at a logarithmic rate as...
Coalescent tree based functional representations for some Feynman-Kac particle models (2006)
Del Moral, Pierre, Patras, Frédéric, Rubenthaler, Sylvain
We design a theoretic tree-based functional representation of a class of Feynman-Kac particle distributions, including an extension of the Wick product formula to interacting particle systems. These...
Coalescent tree based functional representations for some Feynman-Kac particle models (2006)
Del Moral, Pierre, Patras, Frédéric, Rubenthaler, Sylvain
Nous proposons des représentations fonctionnelles en terme d'arbre coalescent, pour une classe de distributions particulaires de type Feynman-Kac, ce qui inclut en particulier une extension de la...
Coalescent tree based functional representations for some Feynman-Kac particle models (2006)
Del Moral, Pierre, Patras, Frédéric, Rubenthaler, Sylvain
We design a theoretic tree-based functional representation of a class of Feynman-Kac particle distributions, including an extension of the Wick product formula to interacting particle systems. These...
Fast simulated annealing in $\R^d$ and an application to maximum likelihood estimation (2006)
Rubenthaler, Sylvain, Rydén, Tobias, Wiktorsson, Magnus
Using classical simulated annealing to maximise a function $\psi$ defined on a subset of $\R^d$, the probability $\p(\psi(\theta_n)\leq \psi_{\max}-\epsilon)$ tends to zero at a logarithmic rate as...
Coalescent tree based functional representations for some Feynman-Kac particle models (2006)
Del Moral, Pierre, Patras, Frédéric, Rubenthaler, Sylvain
We design a theoretic tree-based functional representation of a class of Feynman-Kac particle distributions, including an extension of the Wick product formula to interacting particle systems. These...