Genealogical particle analysis of rare events

Annals of Applied Probability

Volumn 15, Issue 4, 2005, Pages 2496-2534

  Del Moral, Pierre ^a,c   Garnier, Josselin ^b,d  

^a UNIVERSITÉ CÔTE D'AZUR   (France)

^b UNIVERSITÉ PARIS DESCARTES   (France)

^c UNIVERSITÉ DE NICE SOPHIA ANTIPOLIS   (France)

^d UNIVERSITÉ PIERRE ET MARIE CURIE   (France)

Author keywords

Genetic algorithms; Importance sampling; Interact ing particle systems; Monte Carlo Markov chains; Rare events

Indexed keywords

EID: 30844444778     PISSN: 10505164     EISSN: 10505164     Source Type: Journal    
DOI: 10.1214/105051605000000566     Document Type: Article

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