Bibliography

Publications of the year

Doctoral Dissertations and Habilitation Theses

• 1P. Fraysse.
  Estimation récursive dans certains modèles de déformation, Université Sciences et Technologies - Bordeaux I, July 2013.
  http://hal.inria.fr/tel-00844393

Articles in International Peer-Reviewed Journals

• 2B. Bercu, T. Mong Ngoc Nguyen, J. Saracco.
  On the asymptotic behavior of the Nadaraya-Watson estimator associated with the recursive SIR method, in: Statistics, 2014.
  http://hal.inria.fr/hal-00673832
• 3B. Bercu, B. Portier, V. Vazquez.
  On the asymptotic behavior of the Durbin-Watson statistic for ARX processes in adaptive tracking, in: International Journal of Adaptive Control and Signal Processing, 2013, vol. 27, pp. 1-25. [ DOI : 10.1002/acs.2424 ]
  http://hal.inria.fr/hal-00915951
• 4B. Bercu, F. Proia.
  A sharp analysis on the asymptotic behavior of the Durbin-Watson statistic for the first-order autoregressive process, in: ESAIM: Probability and Statistics, 2013, vol. 17, pp. 500-530. [ DOI : 10.1051/ps/2012005 ]
  http://hal.inria.fr/hal-00642634
• 5B. Bercu, F. Proïa, N. Savy.
  On Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes, in: Statistics and Probability Letters, 2014, vol. 85, pp. 36-44. [ DOI : 10.1016/j.spl.2013.11.002 ]
  http://hal.inria.fr/hal-00915963
• 6V. Bitseki Penda, H. Djellout, L. Dumaz, F. Merlevède, F. Proïa.
  Moderate deviations of functional of Markov Processes, in: ESAIM: Proceedings, January 2014, vol. 44, 214 p.
  http://hal.inria.fr/hal-00872322
• 7L. Bornn, P. E. Jacob, P. Del Moral, A. Doucet.
  An Adaptive Interacting Wang-Landau Algorithm for Automatic Density Exploration, in: Journal of Computational and Graphical Statistics, 2013, vol. 22, n^o 3. [ DOI : 10.1080/10618600.2012.723569 ]
  http://hal.inria.fr/hal-00932238
• 8F. Masiero, A. Richou.
  A note on the existence of solutions to Markovian superquadratic BSDEs with an unbounded terminal condition, in: Electronic Journal of Probability, April 2013, vol. 18, n^o 50, pp. 1-15. [ DOI : 10.1214/EJP.v18-2124 ]
  http://hal.inria.fr/hal-00713123
• 9M. Pace, P. Del Moral.
  Mean-Field PHD Filters Based on Generalized Feynman-Kac Flow, in: IEEE Journal of Selected Topics in Signal Processing, 2013, vol. 7, n^o 3. [ DOI : 10.1109/JSTSP.2013.2250909 ]
  http://hal.inria.fr/hal-00932284
• 10C. Vergé, J. Morio, P. Del Moral.
  An island particle Markov chain Monte Carlo algorithm for safety analysis, in: Structural Safety, June 2013.
  http://hal.inria.fr/hal-00834987
• 11M. Zghal, L. Mevel, P. Del Moral.
  Modal parameter estimation using interacting Kalman filter, in: Mechanical Systems and Signal Processing, March 2013. [ DOI : 10.1016/j.ymssp.2013.01.012 ]
  http://hal.inria.fr/hal-00824108

International Conferences with Proceedings

• 12A.-A. Tantar, A. Q. Nguyen, P. Bouvry, B. Dorronsoro, E.-G. Talbi.
  Computational intelligence for cloud management: current trends and opportunities, in: Proceedings of the IEEE Congress on Evolutionary Computation (CEC), part of World Conference in Computational Intelligence (WCCI), Cancun, Mexico, June 2013.
  http://hal.inria.fr/hal-00837568
• 13L. Vezard, P. Legrand, M. Chavent, F. Faita-Ainseba, L. Trujillo.
  Detecting mental states of alertness with genetic algorithm variable selection, in: IEEE Congress on Evolutionary Computation (CEC) 2013, CANCUN, Mexico, June 2013, pp. 1247 - 1254.
  http://hal.inria.fr/hal-00939851

Scientific Books (or Scientific Book chapters)

• 14P. Del Moral.
  Mean field simulation for Monte Carlo integration, Monographs on Statistics & Applied Probability, Chapman&Hall, June 2013, 626 p.
  http://hal.inria.fr/hal-00932211
• 15P. Del Moral, E. Tantar, A.-A. Tantar.
  On the foundations and the applications of evolutionary computing, in: Evolve : A bridge between Probability, Set Oriented Numerics and Evolutionary Computation, E. Tantar, A. Tantar, P. Bouvry, P. D. Moral, P. Legrand, C. Coello, O. Schutze (editors), Springer, 2013, pp. 3-89.
  http://hal.inria.fr/hal-00756117
• 16O. Schutze, C. Coello, A.-A. Tantar, E. Tantar, P. Bouvry, P. Del Moral, P. Legrand.
  Evolve - A bridge between probability, set oriented numerics and evolutionary computation II, Advances in Intelligent Systems and Computing, Springer, 2013, vol. 175, 508 p.
  http://hal.inria.fr/hal-00756101
• 17E. Tantar, A.-A. Tantar, P. Bouvry, P. Del Moral, P. Legrand, C. Coello, O. Schutze.
  Evolve : A bridge between probability, set oriented numerics and evolutionary computation, Studies in Computational Intelligence, Springer, 2013, vol. 447, 414 p.
  http://hal.inria.fr/hal-00641466
• 18L. Vezard, P. Legrand, M. Chavent, F. Faita-Ainseba, J. Clauzel, L. Trujillo.
  Classification of EEG signals by evolutionary algorithm, in: Advances in Knowledge Discovery and Management Volume 4, F. Guillet, B. Pinaud, G. Venturini, D. Zighed (editors), Studies in Computational Intelligence, Springer, 2014, vol. 527.
  http://hal.inria.fr/hal-00939850
• 19L. Vezard, P. Legrand, M. Chavent, F. Faita-Ainseba, J. Clauzel.
  Classification of EEG signals by evolutionary algorithm, in: Advances in Knowledge Discovery and Management, F. Guillet, B. Pinaud, G. Venturini, D. Zighed (editors), Studies in Computational Intelligence, Springer International Publishing, 2014, vol. 527, pp. 133-153. [ DOI : 10.1007/978-3-319-02999-3_8 ]
  http://hal.inria.fr/hal-00926830

Other Publications

• 20B. Bercu, A. Richou.
  Large deviations for the Ornstein-Uhlenbeck process with shift, December 2013.
  http://hal.inria.fr/hal-00915936
• 21J.-F. Chassagneux, A. Richou.
  Numerical simulation of quadratic BSDEs, 2013, 49 p.
  http://hal.inria.fr/hal-00854612
• 22P. Del Moral, J. Tugaut.
  Uniform propagation of chaos for a class of nonlinear diffusions, 2013, 25 p.
  http://hal.inria.fr/hal-00798813
• 23F. Delbaen, Y. Hu, A. Richou.
  On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions: the critical case, March 2013.
  http://hal.inria.fr/hal-00802330
• 24F. Giraud, P. Minvielle, P. Del Moral.
  Advanced Interacting Sequential Monte Carlo Sampling for Inverse Scattering, 2013.
  http://hal.inria.fr/hal-00779847
• 25F. Masiero, A. Richou.
  HJB equations in infinite dimension with locally Lipschitz Hamiltonian and unbounded terminal condition, December 2013.
  http://hal.inria.fr/hal-00915046
• 26H. Munthe-Kaas, A. Lundervold.
  On post-Lie algebras, Lie–Butcher series and moving frames, June 2013.
  http://hal.inria.fr/hal-00835061
• 27C. Vergé, C. Dubarry, P. Del Moral, E. Moulines.
  On parallel implementation of Sequential Monte Carlo methods: the island particle model, 2013.
  http://hal.inria.fr/hal-00932282

References in notes

• 28N. Bartoli, P. Del Moral.
  Simulation and Stochastic Algorithms (An introduction with applications), Cépaduès Editions, 2001.
• 29P. Del Moral.
  Feynman-Kac formulae. Genealogical and interacting particle systems, with applications, Springer Verlag New York, Series: Probability and its Applications, 2004.
• 30P. Del Moral, L. Miclo.
  Genealogies and Increasing Propagations of Chaos for Feynman-Kac and Genetic Models, in: Annals of Applied Probability, 2001, vol. 11, n^o 4, pp. 1166-1198.
• 31P. Del Moral, L. Miclo.
  On convergence of chains with time empirical self-interactions, in: Proc. Royal Soc. Lond. A., 2003, vol. 460, pp. 325–346.
• 32P. Del Moral, L. Miclo.
  Self Interacting Markov chains, in: Stochastic Analysis and Applications, 2006, vol. 24, n^o 3, pp. 615–660.
• 33A. Jasra, C. Andrieu, A. Doucet, P. Del Moral.
  Non-Linear Markov chain Monte Carlo via Self Interacting Approximations, 2007, Univ. Bristol Preprints.
• 34A. Jasra, C. Andrieu, A. Doucet, P. Del Moral.
  A Note on Convergence of the Equi-energy Sampler, in: Journal Stochastic Analysis and its Applications, 2008.