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All issues ESAIM: PS, 7 (2003) 171-208 Article references

Articles citing this article

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Cited article:

On the mathematical foundations of diffusion Monte Carlo

Michel Caffarel, Pierre Del Moral and Luc de Montella
Journal of Mathematical Physics 66 (1) (2025)
https://doi.org/10.1063/5.0202800

Uniform convergence of the Fleming–Viot process in a hard killing metastable case

Lucas Journel and Pierre Monmarché
The Annals of Applied Probability 35 (2) (2025)
https://doi.org/10.1214/24-AAP2134

On the particle approximation of lagged Feynman–Kac formulae

Elsiddig Awadelkarim, Michel Caffarel, Pierre Del Moral and Ajay Jasra
Stochastic Processes and their Applications 188 104690 (2025)
https://doi.org/10.1016/j.spa.2025.104690

Binary branching processes with Moran type interactions

Alexander M. G. Cox, Emma Horton and Denis Villemonais
Annales de l'Institut Henri Poincaré, Probabilités et Statistiques 61 (2) (2025)
https://doi.org/10.1214/23-AIHP1453

Perturbation theory for killed Markov processes and quasi-stationary distributions

Daniel Rudolf and Andi Q. Wang
Advances in Applied Probability 1 (2025)
https://doi.org/10.1017/apr.2025.3

Geometric Convergence and Concentration Inequalities for the Feynman–Kac Genetic Algorithm

Pierre Del Moral and Xinyu Wang
Frontiers of Mathematics 19 (2) 321 (2024)
https://doi.org/10.1007/s11464-022-0089-z

Coupled Quantum Harmonic Oscillators and Feynman–Kac path integrals for Linear Diffusive Particles

P. Del Moral and E. Horton
Communications in Mathematical Physics 402 (2) 2079 (2023)
https://doi.org/10.1007/s00220-023-04772-z

On the stability of positive semigroups

Pierre Del Moral, Emma Horton and Ajay Jasra
The Annals of Applied Probability 33 (6A) (2023)
https://doi.org/10.1214/22-AAP1923

Limit theory and robust evaluation methods for the extremal properties of GARCH(p, q) processes

Fabrizio Laurini, Paul Fearnhead and Jonathan Tawn
Statistics and Computing 32 (6) (2022)
https://doi.org/10.1007/s11222-022-10164-5

Convergence of a particle approximation for the quasi-stationary distribution of a diffusion process: Uniform estimates in a compact soft case

Lucas Journel and Pierre Monmarché
ESAIM: Probability and Statistics 26 1 (2022)
https://doi.org/10.1051/ps/2021017

Approximating quasi-stationary distributions with interacting reinforced random walks

Amarjit Budhiraja, Nicolas Fraiman and Adam Waterbury
ESAIM: Probability and Statistics 26 69 (2022)
https://doi.org/10.1051/ps/2021019

More on the long time stability of Feynman–Kac semigroups

Grégoire Ferré, Mathias Rousset and Gabriel Stoltz
Stochastics and Partial Differential Equations: Analysis and Computations 9 (3) 630 (2021)
https://doi.org/10.1007/s40072-020-00178-3

Quasi-Stationary Monte Carlo and The Scale Algorithm

Murray Pollock, Paul Fearnhead, Adam M. Johansen and Gareth O. Roberts
Journal of the Royal Statistical Society Series B: Statistical Methodology 82 (5) 1167 (2020)
https://doi.org/10.1111/rssb.12365

A duality formula and a particle Gibbs sampler for continuous time Feynman-Kac measures on path spaces

Marc Arnaudon and Pierre Del Moral
Electronic Journal of Probability 25 (none) (2020)
https://doi.org/10.1214/20-EJP546

Rare Event Simulation for Stochastic Dynamics in Continuous Time

Letizia Angeli, Stefan Grosskinsky, Adam M. Johansen and Andrea Pizzoferrato
Journal of Statistical Physics 176 (5) 1185 (2019)
https://doi.org/10.1007/s10955-019-02340-1

Exponential mixing properties for time inhomogeneous diffusion processes with killing

Pierre Del Moral and Denis Villemonais
Bernoulli 24 (2) (2018)
https://doi.org/10.3150/16-BEJ845

Calculating Principal Eigen-Functions of Non-Negative Integral Kernels: Particle Approximations and Applications

Nick Whiteley and Nikolas Kantas
Mathematics of Operations Research 42 (4) 1007 (2017)
https://doi.org/10.1287/moor.2016.0834

On quantitative convergence to quasi-stationarity

Persi Diaconis and Laurent Miclo
Annales de la Faculté des sciences de Toulouse : Mathématiques 24 (4) 973 (2016)
https://doi.org/10.5802/afst.1472

EVOLVE- A Bridge between Probability, Set Oriented Numerics and Evolutionary Computation

Pierre Del Moral, Alexandru-Adrian Tantar and Emilia Tantar
Studies in Computational Intelligence, EVOLVE- A Bridge between Probability, Set Oriented Numerics and Evolutionary Computation 447 3 (2013)
https://doi.org/10.1007/978-3-642-32726-1_1

Monte Carlo and Quasi-Monte Carlo Methods 2012

Pierre Del Moral, Gareth W. Peters and Christelle Vergé
Springer Proceedings in Mathematics & Statistics, Monte Carlo and Quasi-Monte Carlo Methods 2012 65 39 (2013)
https://doi.org/10.1007/978-3-642-41095-6_3

Feynman-Kac Particle Integration with Geometric Interacting Jumps

Pierre Del Moral, Pierre E. Jacob, Anthony Lee, Lawrence Murray and Gareth W. Peters
Stochastic Analysis and Applications 31 (5) 830 (2013)
https://doi.org/10.1080/07362994.2013.817247

Linear variance bounds for particle approximations of time-homogeneous Feynman–Kac formulae

Nick Whiteley, Nikolas Kantas and Ajay Jasra
Stochastic Processes and their Applications 122 (4) 1840 (2012)
https://doi.org/10.1016/j.spa.2012.02.002

An Introduction to Stochastic Particle Integration Methods: With Applications to Risk and Insurance

Pierre Del Moral, Gareth William Peters and Christelle Verge
SSRN Electronic Journal (2012)
https://doi.org/10.2139/ssrn.2980466

On the Stability and the Approximation of Branching Distribution Flows, with Applications to Nonlinear Multiple Target Filtering

F. Caron, P. Del Moral, M. Pace and B.-N. Vo
Stochastic Analysis and Applications 29 (6) 951 (2011)
https://doi.org/10.1080/07362994.2011.598797

Concentration inequalities for mean field particle models

Pierre Del Moral and Emmanuel Rio
The Annals of Applied Probability 21 (3) (2011)
https://doi.org/10.1214/10-AAP716

On a probabilistic interpretation of shape derivatives of Dirichlet groundstates with application to Fermion nodes

Mathias Rousset
ESAIM: Mathematical Modelling and Numerical Analysis 44 (5) 977 (2010)
https://doi.org/10.1051/m2an/2010049

An introduction to probabilistic methods with applications

Pierre Del Moral and Nicolas G. Hadjiconstantinou
ESAIM: Mathematical Modelling and Numerical Analysis 44 (5) 805 (2010)
https://doi.org/10.1051/m2an/2010043

A backward particle interpretation of Feynman-Kac formulae

Pierre Del Moral, Arnaud Doucet and Sumeetpal S. Singh
ESAIM: Mathematical Modelling and Numerical Analysis 44 (5) 947 (2010)
https://doi.org/10.1051/m2an/2010048

Diffusion Monte Carlo method: Numerical Analysis in a Simple Case

Mohamed El Makrini, Benjamin Jourdain and Tony Lelièvre
ESAIM: Mathematical Modelling and Numerical Analysis 41 (2) 189 (2007)
https://doi.org/10.1051/m2an:2007017