Del Moral Pierre

Selected recent studies on Feynman-Kac particle models/particle filters/...
Selected recent studies on interacting Monte Carlo Markov Chain models
Publications on Stochastic models and particle algorithms


• Stochastic Algorithms
  • Interacting Feynman-Kac-Metropolis models
  • Interacting Kalman-Bucy filters
  • Particle filters
  • Markov processes with self-interactions.
  • Interacting Monte Carlo Markov Chain algorithms.
  • Genetic and evolutionary algorithms
  • Generalized simulated annealing.
  • Gibbs' sampler.
• Feynman-Kac and interacting particle models
  • Stochastic analysis on path spaces
  • Genealogical and ancestral tree models.
  • Dirichlet problems with boundary conditions.
  • Excursion and path particle models.
• Application domains of Feynman-Kac models
  • Rare event analysis, default tree simulations.
  • Signal processing, nonlinear Filtering.
  • Optimal control, regulation, control chart learning trees.
  • Stochastic optimization algorithms
  • Molecular chemistry, ground states energies.
  • Statistics and Bayesian inference.
  • Financial mathematics.
• Convergence of interacting processes
  • Donsker, Glivenko-Cantelli and Berry-Esseen type theorems
  • Exponential concentration inequalities
  • Uniform estimations w.r.t. the time parameter
• Semigroup analysis.
  • Contraction properties of Markov semi-groups.
  • Asymptotic stability of non linear Feynman-Kac semi-groups.
  • Annealed properties of non linear Feynman-Kac semi-groups.
  • Spectral analysis of Schrodinger's operators.
• Large deviations principles.
  • Integral and projective transfer techniques.
  • LDP for branching and interacting processes.
• Idempotent Probability Calculus.
  • Viscosity and weak solutions of Hamilton-Jacobi-Bellman equations.
  • Stability of decision processes.
  • Particle estimations of global optimization problems
• Interacting particle systems and their application model areas (Some links) , (Scilab programs, lectures (in french))