See also my Google scholar user profile

Research books




1. P. Del Moral, A. Doucet.
   Sequential Monte Carlo & Genetic particle models. Theory and Practice.
   Chapman & Hall. Series : Mathematics and Statistics (to appear 2012).
   
   
   
   
   
2. Del Moral P.
   Feynman-Kac formulae. Genealogical and interacting particle approximations
   Springer New York, [575p.] Series: Probability and Applications (2004).
   ( Springer-Verlag, Heidelberg)
   
   
   
   
   
   
   
   
   

   ---

   

   Pedagogical books

   
   
   
3. Del Moral P., Remillard B., Rubenthaler S.
   Introduction aux Probabilités
   Ellipses Edition. (2006).
   
   
   
   
   
   
4. N. Bartoli, Del Moral P.
   Simulation et aux Algorithmes Stochastiques
   Cépaduès Edition. (2001).
   
   
   
   
   
   
   
   
   
   

   ---

   

   Direction of work

   
   
   
5. R. Carmona, P. Del Moral, P. Hu, N. Oudjane
   Numerical Methods in Finance
   Springer New York, Series: Proceeding in Mathematics, (to appear 2011-2012).
   
   
   
6. E. Tantar, A. Tantar, P. Del Moral, C. A. Coello Coello, P. Legrand, O. Schutze, P. Bouvry.
   Evolve : A bridge between Probability, Set Oriented Numerics and Evolutionary Computation.
   Series Studies in Computational Intelligence, Springer (to appear 2011-2012).
   
   
   
   
   
   
   
   
   

   ---

   

   Press articles

   
   
   
7. P. Del Moral. La chance de gagner au loto francais est de 1 sur 14 millions
   Libération (February 13-th, 2004).
   
   
8. P. Del Moral. Au Loto, la loi des séries n'existe pas
   Le Parisien (April 17-th, 2004).
   
   
   

   ---

   

   Book Chapters

   
   
9. R. Carmona, P. Del Moral, P. Hu, N. Oudjane An introduction to particle methods in finance
   in Numerical Methods in Finance Springer New York, Series: Proceeding in Mathematics, (43p.) (to appear 2011-2012).
   
   
10. P. Del Moral, B. Remillard, S. Rubenthaler.
    Monte Carlo approximations of american option that preserve monotonicity and convexity.
    in Numerical Methods in Finance Springer New York, Series: Proceeding in Mathematics, (28p.) (to appear 2011-2012).
    
    
    
11. Pierre Del Moral, Arnaud Doucet
    Particle Methods: An introduction with applications
    HAL-INRIA RR-6991 [50p] (2009), 2008 Machine Learning Summer School, Springer LNCS/LNAI Tutorial book no. 6368 (2010-2011).
    
    
12. Pierre Del Moral, Frederic Patras, Sylvain Rubenthaler
    A Mean Field Theory of Nonlinear Filtering
    HAL-INRIA RR-6437 [39p], Oxford Handbook of Nonlinear Filtering, Eds D. Crisan and B. Rosovsky. Oxford University Press (2011)
    
    
13. Pierre Del Moral, Frederic Patras
    Interacting path systems for credit portfolios risk analysis
    HAL-INRIA RR-7196 [9p]. Extended version in : Recent Advancements in the Theory and Practice of Credit Derivatives. D. Brigo, T. Bielecki, F. Patras Eds. Bloomberg Press (2011).
    
    
14. P. Del Moral, P., A. Doucet and A. Jasra.
    Sequential Monte Carlo for Bayesian Computation. (preliminary version)
    Bayesian Statistics 8, Oxford University Press (2006).
    
    
15. Del Moral P., Lezaud P.
    Branching and interacting particle interpretation of rare event probabilities.
    Stochastic Hybrid Systems: Theory and Safety Critical Applications, eds. H. Blom and J. Lygeros. Springer-Verlag, Heidelberg (2006).
    
    
16. Dawson D.A. and Del Moral P.
    Large deviations for interacting processes in the strong topology.
    Statistical Modeling and Analysis for Complex Data Problem
    P. Duchesne and B. Rémillard Editors, pp. 179--209, Springer (2005).
    
    
17. Gentil I., Rémillard B., and Del Moral, P.
    Filtering of Images for Detecting Multiple Targets Trajectories.
    Statistical Modeling and Analysis for Complex Data Problem
    P. Duchesne and B. Rémillard Editors, pp. 267--281, Springer (2005).
    
    
18. Del Moral P., Jacod J.
    Interacting Particle Filtering With Discrete Observations
    Sequential Monte Carlo Methods in Practice, pp. 43-77, Statistics for Engineering and Information Science. Springer. Eds. A. Doucet, J. F. G. de Freitas, N. J. Gordon. (2001).
    
    
19. Del Moral P., Jacod J.
    Interacting particle filtering with discrete-time observations: asymptotic behaviour in the Gaussian case.
    Stochastics in finite/infinite dimensions (in honor of G. Kallianpur), pp. 101-123, Trends in Mathematics, Birkhauser, Eds. Hida T., Karandikar R., Kunita H., Rajput B., Watanabe S. and Xiong J. (2001).
    
    
20. Del Moral P.
    Maslov Optimization Theory: Optimality Versus Randomness.
    Appendix of the book : Idempotency Analysis and its Applications, V.N. Kolokoltsov and V.P. Maslov, pages 243-302, Volume 401, Kluwer Academic Publishers, Dordrecht/Boston/London, Mathematics and its Applications (1997).
    
    
21. Del Moral P.
    Maslov Optimization Theory: Topological Aspects.
    Idempotency, Editor J. Gunawardena, Cambridge University Press, Publications of the Newton Institute, 354-383 (1998).
    
    
22. Del Moral P., Salut G.
    Random particle methods in (max,+) optimization problems.
    Idempotency, Editor J. Gunawardena, Cambridge University Press, Publications of the Newton Institute, 383--392 (1998).
    
    
    
    
    
    
    
    
    
    
    
    
    
    

    ---

    
    
    

    Journals

    
    
    
23. Bernard Bercu, Pierre Del Moral, Arnaud Doucet
    Fluctuations of Interacting Markov Chain Monte Carlo Models
    HAL-INRIA RR-6438 [28p] (Feb. 2008). Revised version [27p] (Dec. 2011). To appear in Stochastic Processes and their Applications (2012)
    
    
24. Pierre Del Moral, Peng Hu, Liming Wu
    On the concentration properties of Interacting particle processes
    HAL-INRIA RR-7677 (2011) [122p], To appear in Foundations and Trends in Machine Learning (2011-2012).
    
    
25. Pierre Del Moral, Arnaud Doucet , Ajay Jasra
    An Adaptive Sequential Monte Carlo Method for Approximate Bayesian Computation
    (preliminary version) to appear in Statistics and Computing (2011-2012).
    
    
26. Pierre Del Moral, Arnaud Doucet, Ajay Jasra
    On Adaptive Resampling Procedures for Sequential Monte Carlo Methods
    (HAL-INRIA RR-6700) [46p], (Oct. 2008). To appear in Bernoulli (2011-2012).
    
    
27. Francois Caron, Pierre Del Moral, Michele Pace, and B.-N. Vo
    On the Stability and the Approximation of Branching Distribution Flows, with Applications to Nonlinear Multiple Target Filtering
    (HAL-INRIA RR-7376) [50p]. (short version) Stoch. Analysis and Applications Volume 29, Issue 6, pages 951-997 (2011).
    
    
28. Pierre Del Moral, Peng Hu, Nadia Oudjane, Bruno Remillard
    On the Robustness of the Snell envelope
    (HAL-INRIA RR-7303 (2010)) [35p]. SIAM Journal on Financial Mathematics, vol.2, 587-626 (2011).
    
    
29. Christophe Andrieu, Ajay Jasra, Arnaud Doucet, Pierre Del Moral
    On nonlinear Markov chain Monte Carlo via Self-interacting approximations
    Technical Report, Imperial College of London [50p], (Oct. 2007). Bernoulli Volume 17, Number 3, 987-1014 (2011).
    
    
30. Francois Caron, Pierre Del Moral, Arnaud Doucet, and Michele Pace
    Particle approximations of a class of branching distribution flows arising in multi-target tracking
    (HAL-INRIA RR-7233 (2010)) [29p], SIAM J. Control Optim. 49, pp. 1766-1792 (2011).
    
    
31. F. Caron, F. d'Errico, P. Del Moral, F. Santos, J. Zilhao.
    The Reality of Neandertal Symbolic Behavior at the Grotte du Renne, Arcy-sur-Cure, France.
    PLoS ONE 6(6): e21545. doi:10.1371/journal.pone.0021545 (2011)
    
    
32. Pierre Del Moral, Frederic Patras, Sylvain Rubenthaler
    Convergence of U-statistics for interacting particle systems
    (HAL-INRIA RR-6966 (2009)) [23p]
    Journal of Theoretical Probability, DOI: 10.1007/s10959-011-0355-6, (2011).
    
    
33. Francois Caron, Pierre Del Moral, Arnaud Doucet, and Michele Pace
    On the Conditional Distributions of Spatial Point Processes
    (HAL-INRIA RR-7232) Adv. in Appl. Probab. Volume 43, Number 2, 301-307. (2011).
    
    
34. F. Cerou, P. Del Moral, T. Furon, A. Guyader
    Sequential Monte Carlo for Rare event estimation (HAL-INRIA RR-6792 (2009))
    Statistics and Computing, DOI: 10.1007/s11222-011-9231-6 (2011).
    
    
35. Pierre Del Moral, Rio Emmanuel.
    Concentration Inequalities for Mean Field Particle Models
    (HAL-INRIA RR-6901) Ann. Appl. Probab. Volume 21, Number 3, 1017-1052. (2011).
    
    
36. Pierre Del Moral, Nicolas Chopin, Sylvain Rubenthaler
    Stability of Feynman-Kac formulae with path-dependent potentials,
    Stochastic Processes and their Applications, 121, 38-60 (2011).
    
    
37. Frederic Cerou, Pierre Del Moral, Arnaud Guyader
    A non asymptotic variance theorem for unnormalized Feynman-Kac particle models
    (HAL-INRIA RR-6716 (2008)). Ann. Inst. H. Poincaré Probab. Statist. Volume 47, Number 3, 629-649 (2011).
    
    
38. Jasra, Ajay, Del Moral, Pierre
    Sequential Monte Carlo Methods for Option Pricing, [37p.]
    Stoch. Analysis and Applications, Volume 29, Issue 2, 2011, Pages 292 - 316 (2011)
    
    
39. Anthony Brockwell, Pierre Del Moral, Arnaud Doucet
    Sequentially Interacting Markov chain Monte Carlo
    Technical Report UBC Vancouver (2008) Ann. Statist. Volume 38, Number 6, pp. 3387-3411. (2010)
    
    
40. Pierre Del Moral
    Fundamentals of stochastic filtering by Alan Bain and Dan Crisan
    Book Review [13p.], Bulletin of the American Mathematical Society (Oct. 2010).
    
    
41. Pierre Del Moral, Arnaud Doucet and Sumeetpal S. Singh
    A Backward Particle Interpretation of Feynman-Kac Formulae
    (HAL-INRIA RR-7019 (07-2009)) vol 44, no. 5, pp. 947--976 M2AN (sept. 2010)
    
    
42. Pierre Del Moral and N. Hadjiconstantinou
    An Introduction to probabilistic methods, with applications
    vol 44, no. 5, pp. 805--830 M2AN (sept. 2010)
    
    
43. Pierre Del Moral, Arnaud Doucet
    Interacting Markov Chain Monte Carlo Methods For Solving Nonlinear Measure-Valued Equations
    (HAL-INRIA RR-6435 (2008)) The Annals of Applied Probability, Vol. 20, No. 2, 593-639 (2010)
    
    
    
44. Pierre Del Moral, Arnaud Doucet
    A new class of interacting Markov chain Monte Carlo methods
    Comptes rendus Académie des Sciences, Série : Mathématiques, Vol. 348 - N° 1-2, p. 79-83 (2010).
    
    
    
45. Bernard Bercu, Pierre Del Moral, Arnaud Doucet
    A Functional Central Limit Theorem for a Class of Interacting Markov Chain Monte Carlo Models (HAL-INRIA RR-6436 (2008))
    Electronic Journal of Probability. Vol. 14, Paper no. 73, pages 2130-2155 (2009).
    
    
    
46. Pierre Del Moral, Frederic Patras and Sylvain Rubenthaler
    Coalescent tree based functional representations for some Feynman-Kac particle models (preliminary version)
    Annals of Applied Probability, Vol. 19, No. 2, pages 1--50 (2009)
    
    
    
47. Pierre Del Moral, Laurent Miclo, Frederic Patras, Sylvain Rubenthaler
    The convergence to equilibrium of neutral genetic models ((HAL-INRIA RR-6442 (2008)).
    Stochastic Analysis and Applications. Volume 28 Issue 1, 123-143 (2009).
    
    
    
48. Andrieu, Christophe; Jasra, Ajay; Doucet, Arnaud; Del Moral, Pierre
    A note on convergence of the equi-energy sampler. (preliminary version)
    Stoch. Anal. Appl. vol. 26, no. 2, 298--312 (2008)
    
    
49. Del Moral, P., Miclo, L.
    Strong propagations of chaos in Moran's type particle interpretations of Feynman-Kac measures. (preliminary version)
    Stoch. Anal. Appl., vol. 25, no. 3, 519--575 (2007).
    
    
50. Del Moral, P., Doucet A., Peters G.W.
    Sharp Propagations of Chaos Estimates for Feynman-Kac particle Models (preliminary version)
    Probability Theory and its Applications, SIAM, vol. 51, no. 3, pp. 459--485 (2006).
    
    
51. Del Moral, P., Garnier J.
    Simulations of rare events in fiber optics by interacting particle systems (preliminary version)
    Optics Communications, Elsevier eds, to appear (2006)
    
    
52. Del Moral, P., Doucet A., Jasra A.
    Sequential Monte Carlo Samplers (preliminary version)
    Journal of the Royal Statistical Society, Series B, vol. 68, no. 3, pp. 411-436 (2006).
    
    
53. K. Najim, E. Ikonen and P. Del Moral
    Open-loop regulation and tracking control based on a genealogical decision tree (preliminary version)
    Neural Computing and Applications, vol. 15, no. 3/4, pp. 339-349, Springer London (2006)
    
    
54. Del Moral P., Miclo L.
    Dynamiques de Feynman-Kac recuites (preliminary version)
    ESAIM Probability and Statistics, vol. 10, pp. 76-140 (2006).
    
    
55. Del Moral P., Miclo L.
    Self Interacting Markov chains (preliminary version)
    Stochastic Analysis and Applications, vol. 24, no. 3, pp. 615--660 (2006).
    
    
56. F. Cerou, Del Moral P. Le Gland F., Lezaud P.
    Genealogical Models in Entrance Times Rare Event Analysis
    Alea, Latin American Journal of Probability And Mathematical Statistics (2006).
    
    
57. Del Moral, P., Garnier J.
    Genealogical Particle Analysis of Rare events.(preliminary version)
    Annals of Applied Probability, vol. 15, no. 4, 2496--2534 (2005).
    
    
58. Del Moral, P., Tindel S.
    A Berry-Esseen theorem for Feynman-Kac and interacting particle models.(preliminary version)
    Annals of Applied Probability, vol. 15, no. 1B, 941--962 (2005).
    
    
59. Del Moral P. and Doucet L.
    Particle Motions in Absorbing Medium with Hard and Soft Obstacles.
    Stochastic Analysis and Applications, vol. 22, no. 5, (2004).
    
    
60. Del Moral P. and Ledoux M. and Miclo L.
    Contraction properties of Markov kernels.
    Probab. Theory and Related Fields, vol. 126, pp. 395-420, (2003).
    
    
61. Del Moral P. and Miclo L.
    Annealed Feynman-Kac Models.
    Communications in Mathematical Physics, vol. 235, no. 2, pp.191--214 (2003).
    
    
62. Del Moral P. and Doucet A.
    On a class of genealogical and interacting Metropolis Models.
    Séminaire de Probabilités XXXVII, Ed. J. Azéma and M. Emery and M. Ledoux and M. Yor, Lecture Notes in Mathematics 1832, Springer-Verlag Berlin, pp. 415--446 (2003).
    
    
63. Del Moral P., Zajic T.
    A note on Laplace-Varadhan's integral lemma.
    Bernoulli, vol.9, no. 1, pp. 49--65 (2003).
    
    
64. Del Moral P., Miclo L.
    On convergence of chains with time empirical self-interactions.
    Proc. Royal Soc. Lond. A., vol. 460, pp. 325--346 (2003).
    
    
65. Del Moral P. and Miclo L.
    Particle approximations of Lyapunov exponents connected to Schr\"odinger operators and Feynman-Kac semigroups.
    ESAIM: Probabilités et Statistiques.,(2003)
    
    
66. N. Kaddour, Del Moral P., E. Ikonen
    An Improved version of the McMurtry-Fu Reinforcement Learning Scheme.
    International Journal of Systems Science,vol. 34, no.1, pp. 37-47 (2003)
    
    
67. Del Moral P., Jacod J.
    The Monte-Carlo Method for filtering with discrete time observations. Central Limit Theorems.
    The Fields Institute Communications, Numerical Methods and Stochastics, Ed. T.J. Lyons, T.S. Salisbury, American Mathematical Society, (2002).
    
    
68. Del Moral P., Zajic T.
    On Laplace-Varadhan's integral lemma.
    C.R. Acad. Sci. Paris, t. 334, S\'erie I, pp. 1-6 (2002).
    
    
69. Del Moral P.and Miclo L.
    On the Stability of Non Linear Semigroup of Feynman-Kac Type.
    Annales de la Facult\'e des Sciences de Toulouse, vol.11,no.2, pp. (2002)
    
    
70. Del Moral P., Miclo L.
    Genealogies and Increasing Propagations of Chaos for Feynman-Kac and Genetic Models.
    Annals of Applied Probability, vol. 11, No. 4, pp. 1166-1198 (2001).
    
    
71. Del Moral P., Jacod J. and Protter Ph.
    The Monte-Carlo Method for filtering with discrete-time observations.
    Probability Theory and Related Fields, vol. 120, pp. 346--368 (2001).
    
    
72. Del Moral P., Kouritzin M.A. and Miclo L.
    On a class of discrete generation interacting particle systems.
    Electronic Journal of Probability , no. 16, 26 pp. (electronic). (2001).
    
    
73. Del Moral P., Guionnet A.
    On the stability of interacting processes with applications to filtering and genetic algorithms.
    Annales de l'Institut Henri Poincaré, Vol. 37, No. 2, 155-194 (2001).
    
    
74. Del Moral P., Kallel L. and Rowe J.
    Modeling genetic algorithms with interacting particle systems.
    Revista de Matematica, Teoria y aplicaciones, Vol.8, No. 2, July (2001).
    
    
75. Del Moral P., Doisy M.
    On the Applications of Maslov Optimization Theory.
    Russian Mathematical Notes, vol. 69, No.2, p. 232--244. Feb. (2001).
    
    
    
76. Del Moral P., Miclo L.
    Branching and Interacting Particle Systems Approximations of Feynman-Kac Formulae with Applications to Non-Linear Filtering.
    Séminaire de Probabilités XXXIV, Ed. J. Azéma and M. Emery and M. Ledoux and M. Yor, Lecture Notes in Mathematics, Springer-Verlag Berlin, Vol. 1729, 1-145 (2000).
    
    
77. Del Moral P., Miclo L.
    A Moran particle system approximation of Feynman-Kac formulae.
    Stochastic Processes and their Applications Vol. 86, 193-216 (2000).
    
    
78. Del Moral P., Ledoux M.
    On the Convergence and the Applications of Empirical Processes for Interacting Particle Systems and Nonlinear Filtering.
    Journal of Theoret. Probability, Vol. 13, No. 1, 225-257 (2000).
    
    
    
79. Del Moral P., Guionnet A.
    On the stability of Measure Valued Processes with Applications to filtering.
    C.R. Acad. Sci. Paris, t. 329, Serie I, pp. 429-434 (1999).
    
    
    
80. Del Moral P., Guionnet A.
    A Central Limit Theorem for Non Linear Filtering using Interacting Particle Systems.
    Annals of Applied Probability, Vol. 9, No. 2, 275-297 (1999).
    
    
81. Crisan D., Del Moral P. and Lyons T.
    Discrete Filtering Using Branching and Interacting Particle Systems.
    Markov Processes and Related Fields, Vol. 5, No. 3, 293--318 (1999).
    
    
82. Crisan D., Del Moral P. and Lyons T.
    Interacting Particle Systems Approximations of the Kushner Stratonovitch Equation.
    Advances in Applied Probability, vol.31, no.3, 819-838 (1999).
    
    
83. Del Moral P., Miclo L.
    On the Convergence and the Applications of the Generalized Simulated Annealing.
    SIAM Journal on Control and Optimization, Vol. 37, No. 4, 1222-1250, (1999).
    
    
84. Del Moral P., Doisy M.
    Maslov Idempotent Probability Calculus, part II.
    Theor. Prob. Appl. vol. 44, No.2, 384 - 400 (1999).
    
    
85. Del Moral P.
    Measure Valued Processes and Interacting Particle Systems. Application to Non Linear Filtering Problems.
    Annals of Applied Probability 8 , no. 2, 438-495 (1998).
    
    
86. Del Moral P., Guionnet A.
    Large Deviations for Interacting Particle Systems. Applications to Non Linear Filtering Problems.
    Stochastic Processes and their Applications 78 (1998) 69-95.
    
    
87. Del Moral P.
    A Uniform Convergence Theorem for the Numerical Solving of the Non Linear Filtering Problem.
    Journal of Applied Probability, 35, 873-884 (1998).
    
    
88. Del Moral P., Doisy M.
    Maslov Idempotent Probability Calculus, part I.
    Theor. Prob. Appl. vol. 43, No.4, 735 - 751 (1998).
    
    
89. Del Moral P.
    Non Linear Filtering Using Interacting Particle Systems.
    C.R. Acad. Sci. Paris, t. 325, Serie I, p. 653-658 (1997).
    
    
90. Del Moral P. and Salut G.
    Particle interpretation of non-linear filtering and optimization.
    Russian Journal of Mathematical Physics, Vol. 5 , No. 3, 355--372 (1997).
    
    
91. Carvalho H., Del Moral P., Monin A., Salut G.
    Optimal Non-linear Filtering in GPS/INS Integration.
    IEEE-Trans. on Aerospace and electronic systems, Vol. 33 (3), 835-850 (1997).
    
    
92. Del Moral P.
    Non Linear Filtering: Interacting Particle Solution.
    Markov Processes and Related Fields, Volume 2 Number 4, 555--580 (1996).
    
    
93. Del Moral P.
    Non-linear Filtering using Random Particles.
    Theory of Probability and Its Applications, vol.40, No 4, 690-701 (1996).
    
    
94. Del Moral P. and Salut G.
    Non-linear Filtering using Monte Carlo Particle methods.
    C.R. Acad. Sci. Paris, t. 320, S\'erie I, p. 1147-1152 (1995).
    
    
95. Del Moral P., J.C. Noyer et G. Salut
    Resolution particulaire et traitement non lin\'eaire du signal : Application radar/sonar.
    Revue du Traitement du Signal, Septembre (1995).
    
    
    

    ---

    Proceedings (in peer review conferences)

    
96. M. Pace, P. Del Moral, Fr. Caron
    Comparison of implementations of Gaussian mixture PHD filters.
    13th International Conference on Information. FUSION, EICC, Edinburgh, UK, 26-29 July (2010)
    
    
97. M. Lei, P. Del Moral and C. Baehr
    Fisher Information Matrix-based Nonlinear System Conversion for State Estimation
    Technical Report. (2009).
    Proceedings of the 8th IEEE International Conference on Control & Automation (ICCA2010), Xiamen, China, on June 9-11, (2010).
    
    
98. M. Lei, P. Del Moral and C. Baehr
    Analysis of Approximated PCRLBs for Nonlinear Dynamics Using Different Moments of State Estimate
    Technical Report. (2009).
    Proceedings of the 8th IEEE International Conference on Control & Automation (ICCA2010), Xiamen, China, on June 9-11, (2010).
    
    
99. Andrieu, Christophe; Jasra, Ajay; Doucet, Arnaud; Del Moral, Pierre
    Nonlinear Markov chain Monte Carlo.
    Conference Oxford sur les methodes de Monte Carlo sequentielles
    ESAIM Proc., pp. 79--84, vol. 19, EDP Sci., Les Ulis (2007).
    
    
100. Andrieu, Christophe; Jasra, Ajay; Doucet, Arnaud; Del Moral, Pierre
     Convergence of the equi-energy sampler.
     Conference Oxford sur les methodes de Monte Carlo sequentielles
     ESAIM Proc., pp. 1--5, vol. 19, EDP Sci., Les Ulis (2007).
     
     
101. A. M. Johansen, P. Del Moral, and A. Doucet
     Sequential Monte Carlo Samplers for Rare Events (preliminary version)
     Proceedings of 6th International Workshop on Rare Event Simulation, Bamberg, Germany (2006).
     
     
102. F. Cerou, P. Del Moral, A. Guyader, F. LeGland, P. Lezaud, H. Topart
     Some recent improvements to importance splitting (preliminary version)
     Proceedings of 6th International Workshop on Rare Event Simulation, Bamberg, Germany (2006).
     
     
103. E. Ikonen, K. Najim, and P. Del Moral
     Application of genealogical decision trees for open-loop tracking control. (preliminary version)
     Proceedings of the16th IFAC World Congress, Prague, Czech (2005).
     
     
104. E. Ikonen, P. Del Moral, and K. Najim.
     A genealogical decision tree solution to optimal control problems.
     In IFAC Workshop on Advanced Fuzzy/Neural Control, Oulu, Finland, pages 169-174 (2004).
     
     
105. F. Cerou, P. Del Moral, F. LeGland, P. Lezaud
     Limit Theorems for multilevel splitting algorithms in the simulation of rare events (preliminary version)
     Proceedings of the 2005 Winter Simulation Conference M. E. Kuhl, N. M. Steiger, F. B. Armstrong, and J. A. Joines, eds. (2005).
     
     
106. M. Davy and P. Del Moral and A. Doucet
     Méthodes Monte Carlo Séquentielles Pour l'Analyse Spectrale Bayesienne.
     XIX Colloque GRETSI, 8-11 September 2003, Paris. , (2003).
     
     
107. Del Moral P., Miclo L.
     Asymptotic Results for Genetic Algorithms with Applications to Non Linear Estimation.
     Proceedings Second EvoNet Summer School on Theoretical Aspects of Evolutionary Computing, Ed. B. Naudts, L. Kallel. Natural Computing Series, Springer (2000).
     
     
108. Del Moral P., Noyer J.C. and Salut G.
     Maslov Optimization Theory : Stochastic Interpretation, Particle Resolution.
     Proceedings XI Conf. Internationale sur l'analyse et l'optimisation des systèmes, Ecole des mines, Sophia Antipolis. Lecture Note in Control and Information Sciences 199. Springer-Verlag, 312-318 (1995).
     
     
109. Del Moral P.
     On the stability of Maslov optimization processes.
     Proceedings XXXIV IEEE Conference on Decision and Control, New Orleans, CDC (1995).
     
     
110. Del Moral P., Noyer J.C., Rigal G. and Salut G.
     Traitement non-linéaire du signal par réseau particulaire: Application RADAR.
     Proceedings XIV Colloque GRETSI , Traitement du Signal et des Images, Juan les Pins (France), 399--402, Sept. (1993).
     
     
     

     ---

     
     

     Industrial Research Reports

     
     
     
111. F. Caron, P. Del Moral and M. Pace. Etude des filtres particulaires PHD.
     Rapport de contrat no. 2009-DCNS-01 avec DCNS-SIS (2009).
     
     
112. B. Bercu, Fr. Caron, P. Del Moral. Déconvolution de signaux par des méthodes bayésienne et algorithmes de Monte Carlo avancés.
     Rapports de contrats Lot 1, Contrat CEA CESTA-INRIA 2011-CEA-01 (2011).
     
     
113. B. Bercu, Fr. Caron, P. Del Moral. Déconvolution de signaux par des méthodes bayésienne et algorithmes de Monte Carlo avancés.
     Rapports de contrats Lot 2, Contrat CEA CESTA-INRIA 2011-CEA-02 (2011).
     
     
114. B. Bercu, Fr. Caron, P. Del Moral. Déconvolution de signaux par des méthodes bayésienne et algorithmes de Monte Carlo avancés.
     Rapports de contrats Lot 3 Contrat CEA CESTA-INRIA 2011-CEA-03 (2011).
     
     
115. F. Caron, P. Del Moral, Fr. Giraud, and M. Pace Méthodes stochastiques pour l'optimisation globale sous contraintes [95p.],
     Contrat Recherche & Développement CEA-INRIA, Rapport de contrat no. 2009-CEA-01 (2009).
     
     
116. Fr. Caron, P. Del Moral, A et E. Tantar. Simulation particulaire, Dimensionnement en conditions extremes (80p.)
     Contrat INRIA-IFREMER, 2010-IFREMER-01 (2010).
     
     
117. P. Del Moral, P. Hu, D. Weng. Méthodes de Monte Carlo pour le pricing d'options américaines. Lot 1. Comparaisons d'algorithmes.
     Contrat EDF OSIRIS-INRIA (2010).
     
     
118. P. Del Moral, P. Hu Méthodes de Monte Carlo pour le pricing d'options américaines. Lot 2. Confection et analyse de nouveaux algorithmes de Monte Carlo avancés.
     Contrat EDF OSIRIS-INRIA (2010).
     
     
119. P. Del Moral, P. Hu Méthodes de Monte Carlo pour le pricing d'options américaines. Lot 3. Confection et analyse de nouveaux algorithmes de Monte Carlo avancés.
     Contrat EDF OSIRIS-INRIA (2010).
     
     
120. P. Del Moral, G. Rigal, and G. Salut. Estimation et commande optimale non-linéaire : un cadre unifié pour la résolution particulaire.
     LAAS-CNRS, Toulouse, Report no. 91137, DRET-DIGILOG- LAAS/CNRS contract, April 1991.
     
     
121. P. Del Moral, G. Rigal, and G. Salut. Estimation et commande optimale non-linéaire : un cadre unifié pour la résolution particulaire.
     LAAS-CNRS, Toulouse, Report no. 91137, DRET-DIGILOG- LAAS/CNRS contract, April 1991.
     
     
122. P. Del Moral, G. Rigal, and G. Salut. Estimation et commande optimale non-linéaire : La résolution particulaire en estimation/filtrage.
     Compléments de filtrage, commande optimale, et maximum de vraisemblance. Convention DRET no. 89.34.553.00.470.75.01,
     Rapport intermédiaire, no.4 (210p.), January (1993).
     
     
123. P. Del Moral, G. Rigal, and G. Salut. Estimation et commande optimale non-linéaire : La résolution particulaire en estimation/filtrage.
     Résultats expérimentaux. Convention DRET no. 89.34.553.00.470.75.01, Rapport intermédiaire, no.2 (54p.), January (1992).
     
     
124. P. Del Moral, G. Rigal, and G. Salut. Estimation et commande optimale non-linéaire : La résolution particulaire en estimation/filtrage.
     Résultats théoriques. Convention DRET no. 89.34.553.00.470.75.01, Rapport intermédiaire, no.3 (123p.), October (1992).
     
     
125. P. Del Moral, J.-Ch. Noyer, G. Rigal, and G. Salut. Traitement particulaire du signal radar : détection, estimation et reconnaissance de cibles aériennes.
     LAAS-CNRS, Toulouse, Report no. 92495, December (1992).
     
     
126. P. Del Moral, G. Rigal, and G. Salut. Filtrage non-linéaire non-gaussien appliqué au recalage de plates-formes inertielles : Mise en équations spécifique
     LAAS-CNRS, Toulouse, Report no. 92207, STCAN/DIGILOG-LAAS/CNRS Convention STCAN no. A.91.77.013, Rapport intermédiaire (94p.) September (1991).
     
     
     
     
     
     
     
     

     ---

     
     
     

     Preprints

     
     
     

     ---