In this paper we investigate the speed of convergence of the fluctuations of a general class of Feynman-Kac particle approximation models. We design an original approach based on new Berry-Esseen type estimates for abstract martingale sequences combined with original exponential concentration estimates of interacting processes. These results extend the corresponding statements in the classical theory and apply to a class of branching and genealogical path-particle models arising in non linear filtering literature as well as in statistical physics and biology
We study a class of one-dimensional particle systems with true (Bird type) binary interactions, whic...
We design a particle interpretation of Feynman-Kac measures on path spaces based on a backward Marko...
We design a mean field and interacting particle interpretation of a class of spatial branching inten...
In this paper we investigate the speed of convergence of the fluctuations of a general class of Feyn...
Sequential and Quantum Monte Carlo methods, as well as genetic type search algorithms can be interpr...
This article provides a new theory for the analysis of forward and backward particle approximations ...
We consider a branching random walk where particles give birth to children as a Galton-Watson proces...
Ces notes de cours présentent de nouvelles inégalités de concentration exponentielles pour les proce...
International audienceWe present a nonasymptotic theorem for interacting particle approximations of ...
International audienceThis article is concerned with the fluctuations and the concentration properti...
We present a mean field particle theory for the numerical approximation of Feynman-Kac path integral...
We design a particle interpretation of Feynman-Kac measures on path spaces based on a backward Marko...
We present a mean field particle theory for the numerical approximation of Feynman-Kac path integral...
We study a class of one-dimensional particle systems with true (Bird type) binary interactions, whic...
We design a particle interpretation of Feynman-Kac measures on path spaces based on a backward Marko...
We design a mean field and interacting particle interpretation of a class of spatial branching inten...
In this paper we investigate the speed of convergence of the fluctuations of a general class of Feyn...
Sequential and Quantum Monte Carlo methods, as well as genetic type search algorithms can be interpr...
This article provides a new theory for the analysis of forward and backward particle approximations ...
We consider a branching random walk where particles give birth to children as a Galton-Watson proces...
Ces notes de cours présentent de nouvelles inégalités de concentration exponentielles pour les proce...
International audienceWe present a nonasymptotic theorem for interacting particle approximations of ...
International audienceThis article is concerned with the fluctuations and the concentration properti...
We present a mean field particle theory for the numerical approximation of Feynman-Kac path integral...
We design a particle interpretation of Feynman-Kac measures on path spaces based on a backward Marko...
We present a mean field particle theory for the numerical approximation of Feynman-Kac path integral...
We study a class of one-dimensional particle systems with true (Bird type) binary interactions, whic...
We design a particle interpretation of Feynman-Kac measures on path spaces based on a backward Marko...
We design a mean field and interacting particle interpretation of a class of spatial branching inten...