We design exact polynomial expansions of a class of Feynman--Kac particle distributions. These expansions are finite and are parametrized by coalescent trees and other related combinatorial quantities. The accuracy of the expansions at any order is related naturally to the number of coalescences of the trees. Our results include an extension of the Wick product formula to interacting particle systems. They also provide refined nonasymptotic propagation of chaos-type properties, as well as sharp $\mathbb{L}_p$-mean error bounds, and laws of large numbers for $U$-statistics
Recently we have introduced Moran type interacting particle systems in order to numerically compute ...
SIGLEAvailable from INIST (FR), Document Supply Service, under shelf-number : 22522, issue : a.1999 ...
This thesis concerns various aspects of the Kac model. The Kac model is a Markov jump process for a ...
We design a theoretic tree-based functional representation of a class of Feynman-Kac particle distri...
Published in at http://dx.doi.org/10.1214/08-AAP565 the Annals of Applied Probability (http://www.im...
This article provides a new theory for the analysis of forward and backward particle approximations ...
International audienceWe present a nonasymptotic theorem for interacting particle approximations of ...
We present a mean field particle theory for the numerical approximation of Feynman-Kac path integral...
We present a mean field particle theory for the numerical approximation of Feynman-Kac path integral...
A path-valued interacting particle systems model for the genealogi-cal structure of genetic algorith...
We design a particle interpretation of Feynman-Kac measures on path spaces based on a backward Marko...
We design a particle interpretation of Feynman-Kac measures on path spaces based on a backward Marko...
In this paper we investigate the speed of convergence of the fluctuations of a general class of Feyn...
SIGLEAvailable from INIST (FR), Document Supply Service, under shelf-number : 22522, issue : a.2000 ...
We design a particle interpretation of Feynman-Kac measures on path spaces based on a backward Marko...
Recently we have introduced Moran type interacting particle systems in order to numerically compute ...
SIGLEAvailable from INIST (FR), Document Supply Service, under shelf-number : 22522, issue : a.1999 ...
This thesis concerns various aspects of the Kac model. The Kac model is a Markov jump process for a ...
We design a theoretic tree-based functional representation of a class of Feynman-Kac particle distri...
Published in at http://dx.doi.org/10.1214/08-AAP565 the Annals of Applied Probability (http://www.im...
This article provides a new theory for the analysis of forward and backward particle approximations ...
International audienceWe present a nonasymptotic theorem for interacting particle approximations of ...
We present a mean field particle theory for the numerical approximation of Feynman-Kac path integral...
We present a mean field particle theory for the numerical approximation of Feynman-Kac path integral...
A path-valued interacting particle systems model for the genealogi-cal structure of genetic algorith...
We design a particle interpretation of Feynman-Kac measures on path spaces based on a backward Marko...
We design a particle interpretation of Feynman-Kac measures on path spaces based on a backward Marko...
In this paper we investigate the speed of convergence of the fluctuations of a general class of Feyn...
SIGLEAvailable from INIST (FR), Document Supply Service, under shelf-number : 22522, issue : a.2000 ...
We design a particle interpretation of Feynman-Kac measures on path spaces based on a backward Marko...
Recently we have introduced Moran type interacting particle systems in order to numerically compute ...
SIGLEAvailable from INIST (FR), Document Supply Service, under shelf-number : 22522, issue : a.1999 ...
This thesis concerns various aspects of the Kac model. The Kac model is a Markov jump process for a ...