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1
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77949756729
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A functional central limit theorem for a class of interacting Markov chain Monte Carlo methods
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B. BERCU, P. DEL MORAL, and A. DOUCET, A functional central limit theorem for a class of interacting Markov chain Monte Carlo methods, Electron. J. Probab., 14(2009), pp. 2130-2155.
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(2009)
Electron. J. Probab.
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Bercu, B.1
Del Moral, P.2
Doucet, A.3
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2
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80052761774
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On the stability and approximation of branching distribution flows, with applications to nonlinear multiple target filtering
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INRIA
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F. CARON, P. DEL MORAL, M. PACE, and B.-N. VO, On the Stability and Approximation of Branching Distribution Flows, with Applications to Nonlinear Multiple Target Filtering, Technical report 7376, INRIA, 2010.
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(2010)
Technical Report 7376
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Caron, F.1
Del Moral, P.2
Pace, M.3
Vo, B.-N.4
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3
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79960182481
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A non asymptotic variance theorem for unnormalized Feynman-Kac particle models
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to appear
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F. CÉROU, P. DEL MORAL, and A. GUYADER, A non asymptotic variance theorem for unnormalized Feynman-Kac particle models, Ann. Inst. H. Poincaré, to appear (2011).
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(2011)
Ann. Inst. H. Poincaré
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Cérou, F.1
Del Moral, P.2
Guyader, A.3
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4
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15744384461
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Feynman-kac formulae: Genealogical and interacting particle systems with applications
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Springer-Verlag, New York
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P. DEL MORAL, Feynman-Kac Formulae: Genealogical and Interacting Particle Systems with Applications, Probab. Appl. (N. Y.), Springer-Verlag, New York, 2004.
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(2004)
Probab. Appl. (N. Y.)
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Del Moral, P.1
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5
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80052726502
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On adaptive resampling procedures for sequential Monte Carlo methods
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to appear
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P. DEL MORAL, A. DOUCET, and A. JASRA, On adaptive resampling procedures for sequential Monte Carlo methods, Bernoulli, to appear (2011).
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(2011)
Bernoulli
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Del Moral, P.1
Doucet, A.2
Jasra, A.3
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6
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79958190258
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Concentration inequalities for mean field particle models
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to appear
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P. DEL MORAL and E. RIO, Concentration inequalities for mean field particle models, Ann. Appl. Probab., to appear (2011).
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(2011)
Ann. Appl. Probab.
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Del Moral, P.1
Rio, E.2
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7
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0003665481
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Springer-Verlag, New York
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A. DOUCET, J. F. G. DE FREITAS, and N. J. GORDON, Sequential Monte Carlo Methods in Practice, Springer-Verlag, New York, 2001.
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(2001)
Sequential Monte Carlo Methods in Practice
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Doucet, A.1
De Freitas, J.F.G.2
Gordon, N.J.3
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8
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0003600304
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eds., Springer-Verlag, New York
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J. GOUTSIAS, R. MAHLER, and H. NGUYEN, eds., Random Sets Theory and Applications, Springer-Verlag, New York, 1997.
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(1997)
Random Sets Theory and Applications
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Goutsias, J.1
Mahler, R.2
Nguyen, H.3
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9
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0003811781
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Kluwer Academic, Dordrecht, The Netherlands
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I. GOODMAN, R. MAHLER, and H. NGUYEN, Mathematics of Data Fusion, Kluwer Academic, Dordrecht, The Netherlands, 1997.
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(1997)
Mathematics of Data Fusion
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Goodman, I.1
Mahler, R.2
Nguyen, H.3
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10
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33747053988
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Convergence of the SMC implementation of the PHD filte
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DOI 10.1007/s11009-006-8552-y
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A. M. JOHANSEN, S. S. SINGH, A. DOUCET, and B.-N. VO, Convergence of the sequential Monte Carlo implementation of the PHD filter, Method. Comput. Appl. Probab., 8(2006), pp. 265-291. (Pubitemid 44210234)
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(2006)
Methodology and Computing in Applied Probability
, vol.8
, Issue.2
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Johansen, A.M.1
Singh, S.S.2
Doucet, A.3
Vo, B.-N.4
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12
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1642401353
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Multi-target Bayes filtering via first-order multi-target moments
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R. MAHLER, Multi-target Bayes filtering via first-order multi-target moments, IEEE Trans. Aerospace Electron. Systems, 39(2003), pp. 1152-1178.
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(2003)
IEEE Trans. Aerospace Electron. Systems
, vol.39
, pp. 1152-1178
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Mahler, R.1
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14
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0022723742
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Tracking and identifying multiple targets without a priori identifications
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S. MORI, C. CHONG, E. TSE, and R. WISHNER, Tracking and identifying multiple targets without a priori identifications, IEEE Trans. Automat. Control, 21(1986), pp. 401-409. (Pubitemid 16595514)
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(1986)
IEEE Transactions on Automatic Control
, vol.AC-31
, Issue.5
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Mori Shozo1
Chong Chee-Yee2
Tse Edison3
Wishner Richard, P.4
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15
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77955626970
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Filters for spatial point processes
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S. SINGH, B.-N. VO, A. BADDELEY, and S. ZUYEV, Filters for spatial point processes, SIAM J. Control Optim., 48(2009), pp. 2275-2295.
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(2009)
SIAM J. Control Optim.
, vol.48
, pp. 2275-2295
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Singh, S.1
Vo, B.-N.2
Baddeley, A.3
Zuyev, S.4
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16
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33747343251
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The Gaussian mixture probability hypothesis density filter
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DOI 10.1109/TSP.2006.881190
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B.-N. VO and W. K. MA, The Gaussian mixture probability hypothesis density filter, IEEE Trans. Signal Process., 54(2006), pp. 4091-4104. (Pubitemid 44637744)
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(2006)
IEEE Transactions on Signal Processing
, vol.54
, Issue.11
, pp. 4091-4104
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Vo, B.-N.1
Ma, W.-K.2
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17
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27544460134
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Sequential Monte Carlo methods for multi-target filtering with random finite sets
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DOI 10.1109/TAES.2005.1561884
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B.-N. VO, S. S. SINGH, and A. DOUCET, Sequential Monte Carlo methods for Bayesian multitarget filtering with random finite sets, IEEE Trans. Aerospace Electron. Systems, 41(2005), pp. 1224-1245. (Pubitemid 43033914)
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(2005)
IEEE Transactions on Aerospace and Electronic Systems
, vol.41
, Issue.4
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Vo, B.-N.1
Singh, S.2
Doucet, A.3
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