Articles with public access mandates - Pierre Del MoralLearn more
Not available anywhere: 1
On the robustness of Riccati flows to complete model misspecification
AN Bishop, P Del Moral
Journal of the Franklin Institute 355 (15), 7178-7200, 2018
Mandates: Australian Research Council
Available somewhere: 20
On the stability of Kalman--Bucy diffusion processes
AN Bishop, P Del Moral
SIAM Journal on Control and Optimization 55 (6), 4015-4047, 2017
Mandates: Australian Research Council
Approximate Bayesian computation for smoothing
JS Martin, A Jasra, SS Singh, N Whiteley, P Del Moral, E McCoy
Stochastic Analysis and Applications 32 (3), 397-420, 2014
Mandates: UK Engineering and Physical Sciences Research Council
On particle Gibbs samplers
P Del Moral, R Kohn, F Patras
Annales de l'Institut Henri Poincaré, Probabilités et Statistiques 52 (4 …, 2016
Mandates: Australian Research Council
On one-dimensional Riccati diffusions
AN Bishop, P Del Moral, K Kamatani, B Remillard
Ann. Appl. Probab. 29 (2), 1127-1187, 2019
Mandates: Natural Sciences and Engineering Research Council of Canada
Uniform propagation of chaos for a class of inhomogeneous diffusions
P Del Moral, J Tugaut
http://hal.archives-ouvertes.fr/hal-00798813, 2013
Mandates: German Research Foundation
Convergence properties of weighted particle islands with application to the double bootstrap algorithm
P Del Moral, E Moulines, J Olsson, C Vergé
Stochastic Systems 6 (2), 367-419, 2017
Mandates: Swedish Research Council
Uniform stability of a particle approximation of the optimal filter derivative
P Del Moral, A Doucet, S Singh
SIAM Journal on Control and Optimization 53 (2), 2015
Mandates: UK Engineering and Physical Sciences Research Council
On the stability of positive semigroups
P Del Moral, E Horton, A Jasra
The Annals of Applied Probability 33 (6A), 4424-4490, 2023
Mandates: Agence Nationale de la Recherche
Backward Itô–Ventzell and stochastic interpolation formulae
P Del Moral, SS Singh
Stochastic Processes and their Applications, 2022
Mandates: Agence Nationale de la Recherche
A duality formula and a particle Gibbs sampler for continuous time Feynman-Kac measures on path spaces
M Arnaudon, P Del Moral
Electron. J. Probab. 25, 1-54, 2020
Mandates: Agence Nationale de la Recherche
A second order analysis of McKean–Vlasov semigroups
M Arnaudon, P Del Moral
Ann. Appl. Probab. 30 (6), 2613-2664, 2020
Mandates: Agence Nationale de la Recherche
Multilevel sequential Monte Carlo: Mean square error bounds under verifiable conditions
P Del Moral, A Jasra, KJH Law
Stochastic Analysis and Applications 35 (3), 478-498, 2017
Mandates: US Department of Energy
Log-normalization constant estimation using the ensemble Kalman–Bucy filter with application to high-dimensional models
D Crisan, P Del Moral, A Jasra, H Ruzayqat
Advances in Applied Probability 54 (4), 1139-1163, 2022
Mandates: European Commission
Moderate deviations for mean field particle models
P Del Moral, S Hu, L Wu
Statistica Sinica, 921-951, 2015
Mandates: National Natural Science Foundation of China
Unbiased multi-index Monte Carlo
D Crisan, P Del Moral, J Houssineau, A Jasra
Stochastic Analysis and Applications 36 (2), 257-273, 2018
Mandates: UK Engineering and Physical Sciences Research Council
Stochastic epidemic models inference and diagnosis with Poisson random measure data augmentation
B Nguyen-Van-Yen, P Del Moral, B Cazelles
Mathematical Biosciences 335, 108583, 2021
Mandates: Agence Nationale de la Recherche
A note on Riccati matrix difference equations
P Del Moral, E Horton
SIAM Journal on Control and Optimization 60 (3), 1393-1409, 2022
Mandates: Agence Nationale de la Recherche
On the Mathematical foundations of Diffusion Monte Carlo
M Caffarel, P Del Moral, L de Montella
arXiv preprint arXiv:2402.04642, 2024
Mandates: European Commission
Backward nonlinear smoothing diffusions
BDO Anderson, AN Bishop, PD Moral, C Palmier
Theory of Probability & Its Applications 66 (2), 245-262, 2021
Mandates: Australian Research Council
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