-
1
-
-
77956719419
-
Trend to equilibrium and particle approximation for a weakly selfconsistent Vlasov-Fokker-Planck equation
-
BOLLEY, F.,GUILLIN, A. and MALRIEU, F. (2010). Trend to equilibrium and particle approximation for a weakly selfconsistent Vlasov-Fokker-Planck equation. M2AN 44 867-884.
-
(2010)
M2AN
, vol.44
, pp. 867-884
-
-
Bolley, F.1
Guillin, A.2
Malrieu, F.3
-
2
-
-
33845889473
-
Quantitative concentration inequalities for empirical measures on non-compact spaces
-
MR2280433
-
BOLLEY, F.,GUILLIN, A. and VILLANI, C. (2007). Quantitative concentration inequalities for empirical measures on non-compact spaces. Probab. Theory Related Fields 137 541-593. MR2280433
-
(2007)
Probab. Theory Related Fields
, vol.137
, pp. 541-593
-
-
Bolley, F.1
Guillin, A.2
Villani, C.3
-
3
-
-
0031539944
-
A stochastic particle method for the McKean-Vlasov and the Burgers equation
-
MR1370849
-
BOSSY, M. and TALAY, D. (1997). A stochastic particle method for the McKean-Vlasov and the Burgers equation. Math. Comp. 66 157-192. MR1370849
-
(1997)
Math. Comp.
, vol.66
, pp. 157-192
-
-
Bossy, M.1
Talay, D.2
-
4
-
-
0030489571
-
Convergence rate for the approximation of the limit law of weakly interacting particles: Application to the Burgers equation
-
MR1410117
-
BOSSY, M. and TALAY, D. (1996). Convergence rate for the approximation of the limit law of weakly interacting particles: Application to the Burgers equation. Ann. Appl. Probab. 6 818-861. MR1410117
-
(1996)
Ann. Appl. Probab.
, vol.6
, pp. 818-861
-
-
Bossy, M.1
Talay, D.2
-
5
-
-
79958197525
-
A non asymptotic variance theorem for unnormalized Feynman-Kac particle models
-
To appear
-
CEROU, F., DEL MORAL, P. and GUYADER, A. (2010). A non asymptotic variance theorem for unnormalized Feynman-Kac particle models. Ann. Inst. H. Poincaré. To appear.
-
(2010)
Ann. Inst. H. Poincaré
-
-
Cerou, F.1
Del Moral, P.2
Guyader, A.3
-
6
-
-
3042635751
-
On Hoeffding's inequalities
-
DOI 10.1214/009117904000000360
-
BENTKUS, V. (2004). On Hoeffding's inequalities. Ann. Probab. 32 1650-1673. MR2060313 (Pubitemid 38845555)
-
(2004)
Annals of Probability
, vol.32
, Issue.2
, pp. 1650-1673
-
-
Bentkus, V.1
-
7
-
-
21644457738
-
Central limit theorem for sequential Monte Carlo methods and its application to Bayesian inference
-
DOI 10.1214/009053604000000698
-
CHOPIN, N. (2004). Central limit theorem for sequential Monte Carlo methods and its application to Bayesian inference. Ann. Statist. 32 2385-2411. MR2153989 (Pubitemid 40936677)
-
(2004)
Annals of Statistics
, vol.32
, Issue.6
, pp. 2385-2411
-
-
Chopin, N.1
-
8
-
-
0032023968
-
Nonequilibrium measurements of free energy differences for microscopically reversible Markovian systems
-
CROOKS, G. E. (1998). None quilibrium measurements of free energy differences for microscopically reversible Markovian systems. J. Stat. Phys. 90 1481-1487. MR1628273 (Pubitemid 128362974)
-
(1998)
Journal of Statistical Physics
, vol.90
, Issue.5-6
, pp. 1481-1487
-
-
Crooks, G.E.1
-
10
-
-
33646684004
-
Sequential Monte Carlo samplers
-
DOI 10.1111/j.1467-9868.2006.00553.x
-
DEL MORAL, P., DOUCET, A. and JASRA, A. (2006). Sequential Monte Carlo samplers. J. R. Stat. Soc. Ser. B Stat. Methodol. 68 411-436. MR2278333 (Pubitemid 43742903)
-
(2006)
Journal of the Royal Statistical Society. Series B: Statistical Methodology
, vol.68
, Issue.3
, pp. 411-436
-
-
Del Moral, P.1
Doucet, A.2
Jasra, A.3
-
11
-
-
0346958576
-
Particle approximations of Lyapunov exponents connected to Schrödinger operators and Feynman-Kac semigroups
-
MR1956078
-
DEL MORAL, P. and MICLO, L. (2003). Particle approximations of Lyapunov exponents connected to Schrödinger operators and Feynman-Kac semigroups. ESAIM Probab. Stat. 7 171-208. MR1956078
-
(2003)
ESAIM Probab. Stat.
, vol.7
, pp. 171-208
-
-
Del Moral, P.1
Miclo, L.2
-
12
-
-
0002936641
-
Branching and interacting particle systems approximations of Feynman-Kac formulae with applications to non-linear filtering
-
Springer, Berlin. MR1768060
-
DEL MORAL, P. and MICLO, L. (2000). Branching and interacting particle systems approximations of Feynman-Kac formulae with applications to non-linear filtering. In Séminaire de Probabilités, XXXIV. Lecture Notes in Math. 1729 1-145. Springer, Berlin. MR1768060
-
(2000)
Séminaire de Probabilités, XXXIV. Lecture Notes in Math.
, vol.1729
, pp. 1-145
-
-
Del Moral, P.1
Miclo, L.2
-
13
-
-
5644220547
-
Particle motions in absorbing medium with hard and soft obstacles
-
MR2089064
-
DEL MORAL, P. and DOUCET, A. (2004). Particle motions in absorbing medium with hard and soft obstacles. Stoch. Anal. Appl. 22 1175-1207. MR2089064
-
(2004)
Stoch. Anal. Appl.
, vol.22
, pp. 1175-1207
-
-
Del Moral, P.1
Doucet, A.2
-
14
-
-
0033438365
-
Central limit theorem for nonlinear filtering and interacting particle systems
-
MR1687359
-
DEL MORAL, P. and GUIONNET, A. (1999). Central limit theorem for nonlinear filtering and interacting particle systems. Ann. Appl. Probab. 9 275-297. MR1687359
-
(1999)
Ann. Appl. Probab.
, vol.9
, pp. 275-297
-
-
Del Moral, P.1
Guionnet, A.2
-
16
-
-
19144366214
-
A generalized model of mutation-selection balance with applications to aging
-
DOI 10.1016/j.aam.2004.09.003, PII S0196885804001289
-
STEINSALTZ, D., EVANS, S. N. and WACHTER, K. W. (2005). A generalized model of mutation-selection balance with applications to aging. Adv. in Appl. Math. 35 16-33. MR2141503 (Pubitemid 40715087)
-
(2005)
Advances in Applied Mathematics
, vol.35
, Issue.1
, pp. 16-33
-
-
Steinsaltz, D.1
Evans, S.N.2
Wachter, K.W.3
-
17
-
-
0002734597
-
Estimation of particle transmission by random sampling
-
HARRIS, T. E. andKAHN, H. (1951). Estimation of particle transmission by random sampling. Natl. Bur. Stand. Appl. Math. Ser. 12 27-30.
-
(1951)
Natl. Bur. Stand Appl. Math. Ser.
, vol.12
, pp. 27-30
-
-
Harris, T.E.1
Kahn, H.2
-
19
-
-
4243754128
-
Nonequilibrium equality for free energy differences
-
JARZYNSKI, C. (1997). Nonequilibrium equality for free energy differences. Phys. Rev. Lett. 78 2690-2693. (Pubitemid 127655287)
-
(1997)
Physical Review Letters
, vol.78
, Issue.14
, pp. 2690-2693
-
-
Jarzynski, C.1
-
20
-
-
4244116139
-
Equilibrium free-energy differences from nonequilibrium measurements: A master-equation approach
-
JARZYNSKI, C. (1997). Equilibrium free-energy differences from nonequilibrium measurements: A master-equation approach. Phys. Rev. E 56 5018.
-
(1997)
Phys. Rev. E
, vol.56
, pp. 5018
-
-
Jarzynski, C.1
-
21
-
-
21144445368
-
Convergence to equilibrium for granular media equations and their Euler schemes
-
MR1970276
-
MALRIEU, F. (2003). Convergence to equilibrium for granular media equations and their Euler schemes. Ann. Appl. Probab. 13 540-560. MR1970276
-
(2003)
Ann. Appl. Probab.
, vol.13
, pp. 540-560
-
-
Malrieu, F.1
-
22
-
-
77956751944
-
Concentration inequalities for Euler schemes
-
Springer, Berlin, MR2208718
-
MALRIEU, F. and TALAY, D. (2005). Concentration inequalities for Euler schemes. In Monte Carlo and Quasi-Monte Carlo Methods 2004 355-371. Springer, Berlin. MR2208718
-
(2005)
Monte Carlo and Quasi-Monte Carlo Methods
, vol.2004
, pp. 355-371
-
-
Malrieu, F.1
Talay, D.2
-
23
-
-
0003002903
-
Propagation of chaos for a class of non-linear parabolic equations
-
Stochastic Differential Equations (Lecture Series in Differential Equations, Session 7, Catholic Univ. 1967,Arlington, VA. MR0233437
-
MCKEAN, H. P. JR. (1967). Propagation of chaos for a class of non-linear parabolic equations. In Stochastic Differential Equations (Lecture Series in Differential Equations, Session 7, Catholic Univ., 1967) 41-57. Air Force Office Sci. Res., Arlington, VA. MR0233437
-
(1967)
Air Force Office Sci. Res.
, pp. 41-57
-
-
Mckean Jr., H.P.1
-
25
-
-
21344483842
-
Local invariance principles and their application to density estimation
-
MR1254823
-
RIO, E. (1994). Local invariance principles and their application to density estimation. Probab. Theory Related Fields 98 21-45. MR1254823
-
(1994)
Probab. Theory Related Fields
, vol.98
, pp. 21-45
-
-
Rio, E.1
-
26
-
-
10644251108
-
Théorie asymptotique des processus aléatoires faiblement dépendants
-
Springer, Berlin, MR2117923
-
RIO, E. (2000). Théorie Asymptotique des Processus Aléatoires Faiblement Dépendants. Mathématiques and Applications (Berlin) [Mathematics and Applications] 31. Springer, Berlin. MR2117923
-
(2000)
Mathématiques and Applications (Berlin) [Mathematics and Applications]
, vol.31
-
-
Rio, E.1
-
27
-
-
36849137515
-
Monte-Carlo calculations of the average extension of macromolecular chains
-
ROSENBLUTH, M. N. and ROSENBLUTH, A. W. (1955). Monte-Carlo calculations of the average extension of macromolecular chains. J. Chem. Phys. 23 356-359.
-
(1955)
J. Chem. Phys.
, vol.23
, pp. 356-359
-
-
Rosenbluth, M.N.1
Rosenbluth, A.W.2
-
28
-
-
34249076089
-
On the control of an interacting particle estimation of Schrödinger ground states
-
DOI 10.1137/050640667
-
ROUSSET, M. (2006). On the control of an interacting particle estimation of Schrödinger ground states. SIAM J. Math. Anal. 38 824-844 (electronic). MR2262944 (Pubitemid 46796975)
-
(2006)
SIAM Journal on Mathematical Analysis
, vol.38
, Issue.3
, pp. 824-844
-
-
Rousset, M.1
-
29
-
-
70350075401
-
The Gibbs cloner for combinatorial optimization, counting and sampling. Methodol
-
MR2551567
-
RUBINSTEIN, R. (2009). The Gibbs cloner for combinatorial optimization, counting and sampling. Methodol. Comput. Appl. Probab. 11 491-549. MR2551567
-
(2009)
Comput. Appl. Probab.
, vol.11
, pp. 491-549
-
-
Rubinstein, R.1
-
30
-
-
77951294699
-
Randomized algorithms with splitting: Why the classic randomized algorithms do not work and how to make them work
-
RUBINSTEIN, R. Y. (2010). Randomized algorithms with splitting: Why the classic randomized algorithms do not work and how to make them work. Methodol. Comput. Appl. Probab. 12 1-50.
-
(2010)
Methodol. Comput. Appl. Probab.
, Issue.12
, pp. 1-50
-
-
Rubinstein, R.Y.1
-
31
-
-
0000793708
-
Central limit theorem for a system of Markovian particles with mean field interactions
-
MR0787607
-
SHIGA, T. and TANAKA, H. (1985). Central limit theorem for a system of Markovian particles with mean field interactions. Z. Wahrsch. Verw. Gebiete 69 439-459. MR0787607
-
(1985)
Z. Wahrsch. Verw. Gebiete
, vol.69
, pp. 439-459
-
-
Shiga, T.1
Tanaka, H.2
|