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ALEA - 2011
ALEA - 2011


Project Team Alea


Members
Overall Objectives
Scientific Foundations
Application Domains
New Results
Contracts and Grants with Industry
Partnerships and Cooperations
Dissemination
Bibliography


Project Team Alea


Members
Overall Objectives
Scientific Foundations
Application Domains
New Results
Contracts and Grants with Industry
Partnerships and Cooperations
Dissemination
Bibliography




Bibliography

Publications of the year

Doctoral Dissertations and Habilitation Theses

Articles in International Peer-Reviewed Journal

  • 2B. Bercu, L. Coutin, N. Savy.

    Sharp large deviations for the fractional Ornstein-Uhlenbeck process, in: SIAM Theory of Probability and its Applications, 2011, vol. 55, no 4, p. 575-610.

    http://hal.inria.fr/hal-00386239/en
  • 3B. Bercu, T. Mong Ngoc Nguyen, J. Saracco.

    A new approach on recursive and non-recursive SIR methods, in: Journal of the Korean Statistical Society, 2012, to appear. [ DOI : 10.1016/j.jkss.2011.05.005 ]

    http://hal.inria.fr/hal-00642653/en
  • 4L. Bornn, F. Caron.

    Bayesian clustering in decomposable graphs, in: Bayesian Analysis, 2011, vol. 6, no 4.

    http://hal.inria.fr/inria-00487168/en
  • 5F. Caron, F. D'Errico, P. Del Moral, F. Santos, J. Zilhão.

    The Reality of Neandertal Symbolic Behavior at the Grotte du Renne, Arcy-sur-Cure, France, in: PLoS ONE, 2011, vol. 6, no 6. [ DOI : 10.1371/journal.pone.0021545 ]

    http://hal.inria.fr/inria-00598460/en
  • 6F. Caron, P. Del Moral, A. Doucet, M. Pace.

    On the Conditional Distributions of Spatial Point Processes, in: Advances in Applied Probability, 2011, vol. 43, no 2, 16 p.

    http://hal.inria.fr/inria-00464127/en
  • 7F. Caron, P. Del Moral, A. Doucet, M. Pace.

    Particle approximations of a class of branching distribution flows arising in multi-target tracking, in: SIAM Journal on Control and Optimization, 2011, vol. 49, no 4, p. 1766-1792. [ DOI : 10.1137/100788987 ]

    http://hal.inria.fr/inria-00464130/en
  • 8F. Caron, P. Del Moral, M. Pace, B.-N. Vo.

    On the Stability and the Approximation of Branching Distribution Flows, with Applications to Nonlinear Multiple Target Filtering, in: Stochastic Analysis and Applications, 2011, vol. 29, no 6. [ DOI : 10.1080/07362994.2011.598797 ]

    http://hal.inria.fr/inria-00516507/en
  • 9F. Caron, A. Doucet.

    Efficient Bayesian Inference for Generalized Bradley-Terry Models, in: Journal of Computational and Graphical Statistics, 2011, 21 p. p, to appear.

    http://hal.inria.fr/inria-00533638/en
  • 10F. Caron, A. Doucet, R. Gottardo.

    On-line changepoint detection and parameter estimation with application to genomic data, in: Statistics and Computing, 2012, vol. 22, no 2, p. 579-595. [ DOI : 10.1007/s11222-011-9248-x ]

    http://hal.inria.fr/inria-00577217/en
  • 11F. Cérou, P. Del Moral, T. Furon, A. Guyader.

    Sequential Monte Carlo for rare event estimation, in: Statistics and Computing, April 2011, p. 1-14. [ DOI : 10.1007/s11222-011-9231-6 ]

    http://hal.inria.fr/inria-00584352/en
  • 12P. Del Moral, A. Doucet, A. Jasra, C. Andrieu.

    On nonlinear Markov chain Monte Carlo via Self-interacting approximations., in: Bernoulli, 2011, vol. 47, no 3, p. 629-649.

    http://hal.inria.fr/inria-00533437/en
  • 13P. Del Moral, A. Doucet, A. Jasra.

    An Adaptative sequential Monte Carlo method for approximate bayesian computation, in: Statistics and Computing, 2011.

    http://hal.inria.fr/hal-00641462/en
  • 14P. Del Moral, A. Doucet, A. Jasra.

    On adaptative resampling procedures for sequential Monte Carlo methods, in: Bernoulli, 2011.

    http://hal.inria.fr/hal-00641134/en
  • 15P. Del Moral, P. Hu, N. Oudjane, B. Rémillard.

    On the Robustness of the Snell envelope, in: SIAM Journal on Financial Mathematics, 2011, vol. 2, p. 951-997.

    http://hal.inria.fr/hal-00641452/en
  • 16P. Del Moral, S. Rubenthaler, N. Chopin.

    Stability of Feynman-Kac formulae with path-dependent potentials, in: Stochastic Processes and their Applications, 2011, vol. 121, p. 38-60.

    http://hal.inria.fr/inria-00533438/en
  • 17A. Lee, F. Caron, A. Doucet, C. Holmes.

    Bayesian Sparsity-Path-Analysis of Genetic Association Signal using Generalized t Priors, in: Statistical Applications in Genetics and Molecular Biology, 2011, to appear.

    http://hal.inria.fr/inria-00598490/en

Articles in National Peer-Reviewed Journal

  • 18L. Vezard, P. Legrand, M. Chavent, F. Faita-Ainseba, J. Clauzel.

    Classification de données EEG par algorithme évolutionnaire pour l'étude d'états de vigilance, in: RNTI, 2012.

    http://hal.inria.fr/hal-00643438/en

International Conferences with Proceedings

  • 19V. Corretja, P. Legrand, E. Grivel, J. Lévy-Vehel.

    Relevance of the Hölderian regularity-based interpolation for range-Doppler ISAR image post-processing., in: RADAR 2011: 6th International Conference on Radar, Chengdu, China, 2011.

    http://hal.inria.fr/hal-00643369/en
  • 20M. Pace, H. Zhang.

    Grid based PHD filtering by Fast Fourier Transform, in: 14th International Conference on Fusion, Chicago, United States, July 2011.

    http://hal.inria.fr/hal-00648109/en
  • 21L. Trujillo, Y. Martinez, E. Galvan-Lopez, P. Legrand.

    Predicting Problem Difficulty for Genetic Programming Applied to Data Classification, in: Gecco 2011, Dublin, Ireland, N. Krasnogor (editor), ACM New York, NY, USA ©2011, 2011, p. 1355-1362. [ DOI : 10.1145/2001576.2001759 ]

    http://hal.inria.fr/hal-00643358/en
  • 22L. Trujillo, S. Silva, P. Legrand, L. Vanneschi.

    An empirical study of functional complexity as an indicator of overfitting in Genetic Programming, in: EuroGP, Turin, Italy, 2011, p. 262-273. [ DOI : 10.1007/978-3-642-20407-4_23 ]

    http://hal.inria.fr/hal-00642530/en

Conferences without Proceedings

  • 23L. Vezard, M. Chavent, P. Legrand, F. Faita-Ainseba, J. Clauzel.

    Caractérisation d'états psychophysiologiques par classification de signaux EEG. Intégration de ces résultats dans le projet PSI., in: Journée AFIM : électroencéphalographie et composition musicale, Talence, France, June 2011.

    http://hal.inria.fr/hal-00649520/en

Scientific Books (or Scientific Book chapters)

  • 24R. Carmona, P. Del Moral, P. Hu, N. Oudjane.

    Numerical methods in finance, Proceedings in mathematics, Springer, 2011.

    http://hal.inria.fr/hal-00641465/en
  • 25P. Del Moral, A. Doucet.

    Sequential Monte Carlo & genetic particle models. Theory and practice., Chapman & Hall, 2012.

    http://hal.inria.fr/hal-00641130/en
  • 26P. Del Moral, P. Hu, N. Oudjane, R. Carmona.

    An Introduction to particle methods in finance, in: Numerical methods in finance, R. Carmona, P. D. Moral, P. Hu, N. Oudjane (editors), Proceedings in mathematics, Springer, 2011.

    http://hal.inria.fr/hal-00641132/en
  • 27P. Del Moral, B. Rémillard, S. Rubenthaler.

    Monte Carlo approximations of american otion that preserve monotonocity and convexity, in: Numerical methods in finance, R. Carmona, P. D. Moral, P. Hu, N. Oudjane (editors), Springer, 2011, vol. Proceedings in mathematics.

    http://hal.inria.fr/hal-00641133/en
  • 28E. Tantar, A. Tantar, P. Del Moral, C. Coello, P. Legrand, O. Schutze, P. Bouvry.

    Evolve : A bridge between probability, set oriented numerics and evolutionary computation, Springer, 2011, to appear.

    http://hal.inria.fr/hal-00641466/en

Books or Proceedings Editing

  • 29J.-K. Hao, P. Legrand, P. Collet, N. Monmarché, E. Lutton, M. Schoenauer (editors)

    Artificial Evolution 2011, Springer, 2012, to appear.

    http://hal.inria.fr/hal-00643404/en

Internal Reports

  • 30B. Bercu, F. Caron, P. Del Moral.

    Prise en compte des incertitudes dans la déconvolution de signaux. Lot 2: estimation du mesurande., INRIA, May 2011, no 2011-CEA-01.

    http://hal.inria.fr/hal-00650875/en
  • 31B. Bercu, F. Caron, P. Del Moral.

    Prise en compte des incertitudes dans la déconvolution de signaux. Lot 3: estimation de l'émissivité spectrale du rayonnement incident., INRIA, October 2011, no 2011-CEA-02.

    http://hal.inria.fr/hal-00650878/en
  • 32P. Del Moral, A. Doucet, S. S. Singh.

    Uniform stability of a particle approximation of the optimal filter derivative, Cambridge University, 2011, Technical Report CUED/F-INFENG/TR 668- Cambridge University Engineering Department.

    http://hal.inria.fr/hal-00642618/en
  • 33P. Del Moral, P. Hu, N. Oudjane.

    Snell envelope with small probability criteria, INRIA, November 2011, no RR-7360, Submitted.

    http://hal.inria.fr/inria-00507794/en
  • 34P. Del Moral, P. Hu, L. Wu.

    On the concentration properties of Interacting particle processes, INRIA, July 2011, no RR-7677.

    http://hal.inria.fr/inria-00607684/en
  • 35L. Trujillo, P. Legrand, G. Olague, J. Lévy-Vehel.

    Evolving Estimators of the Pointwise Holder Exponent with Genetic Programming, INRIA, 2011, Submitted.

    http://hal.inria.fr/hal-00643387/en
  • 36M. Zghal, L. Mével, P. Del Moral.

    Interacting Kalman filter for modal identification of time varying systems, INRIA Rennes, 2011, article soumis à MSSP Special Issue on the Identification of Time Varying Structures and Systems.

    http://hal.inria.fr/hal-00641470/en

Other Publications

References in notes
  • 44N. Bartoli, P. Del Moral.

    Simulation and Stochastic Algorithms (An introduction with applications), Cépaduès Editions, 2001.
  • 45P. Del Moral.

    Feynman-Kac formulae. Genealogical and interacting particle systems, with applications, Springer Verlag New York, Series: Probability and its Applications, 2004.
  • 46P. Del Moral, L. Miclo.

    Genealogies and Increasing Propagations of Chaos for Feynman-Kac and Genetic Models, in: Annals of Applied Probability, 2001, vol. 11, no 4, p. 1166-1198.
  • 47P. Del Moral, L. Miclo.

    On convergence of chains with time empirical self-interactions, in: Proc. Royal Soc. Lond. A., 2003, vol. 460, p. 325–346.
  • 48P. Del Moral, L. Miclo.

    Self Interacting Markov chains, in: Stochastic Analysis and Applications, 2006, vol. 24, no 3, p. 615–660.
  • 49A. Jasra, C. Andrieu, A. Doucet, P. Del Moral.

    Non-Linear Markov chain Monte Carlo via Self Interacting Approximations, 2007, Univ. Bristol Preprints.
  • 50A. 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.