The Monte-Carlo method for filtering with discrete-time observations
- P. Del Moral, J. Jacod, P. Protter
- Mathematics
- 1 July 2001
The problem which we address in this work is the following we have an IRd valued state process X Xt t which evolves according to a stochastic di erential equation of the form dXt a Xt dt b Xt dWt L X…
Particle Motions in Absorbing Medium with Hard and Soft Obstacles
- P. Del Moral, A. Doucet
- Mathematics
- 1 January 2004
Abstract We consider a particle evolving according to a Markov motion in an absorbing medium. We analyze the long term behavior of the time at which the particle is killed and the distribution of the…
An Adaptive Interacting Wang–Landau Algorithm for Automatic Density Exploration
- L. Bornn, P. Jacob, P. Del Moral, A. Doucet
- Computer Science
- 18 September 2011
This article proposes a general-purpose algorithm for automatic density exploration that combines and expands upon components from various adaptive Markov chain Monte Carlo methods, with the Wang–Landau algorithm at its heart.
On contraction properties of Markov kernels
- P. Del Moral, M. Ledoux, L. Miclo
- Mathematics
- 1 June 2003
Abstract. We study Lipschitz contraction properties of general Markov kernels seen as operators on spaces of probability measures equipped with entropy-like ``distances''. Universal quantitative…
The Reality of Neandertal Symbolic Behavior at the Grotte du Renne, Arcy-sur-Cure, France
- F. Caron, F. d’Errico, P. Del Moral, F. Santos, J. Zilhão
- MedicinePLoS ONE
- 29 June 2011
The results reject that the associations result from large or small scale, localized or generalized post-depositional displacement, and they imply that incomplete sample decontamination is the parsimonious explanation for the stratigraphic anomalies seen in the radiocarbon dating of the sequence.
Optimal nonlinear filtering in GPS/INS integration
- H. Carvalho, P. Del Moral, A. Monin, G. Salut
- Computer ScienceIEEE Transactions on Aerospace and Electronic…
- 1 July 1997
The application of optimal nonlinear/non-Gaussian filtering to the problem of INS/GPS integration in critical situations is described, and particle filtering theory is introduced and GPS/INS integration simulation results are discussed.
HLA genes in Arabic-speaking Moroccans: close relatedness to Berbers and Iberians.
- E. Gomez-Casado, P. Del Moral, A. Arnaiz-Villena
- HistoryTissue Antigens
- 1 March 2000
The HLA data suggest that most Moroccans are of a Berber (Imazighen) origin and that Arabs who invaded North Africa and Spain in the 7th century A.D. did not substantially contributed to the gene pool; however, they imposed their advanced culture and their religion.
Convergence of Empirical Processes for Interacting Particle Systems with Applications to Nonlinear Filtering
- P. Del Moral, M. Ledoux
- Mathematics
- 2000
In this paper, we investigate the convergence of empirical processes for a class of interacting particle numerical schemes arising in biology, genetic algorithms and advanced signal processing. The…
Self-Interacting Markov Chains
- P. Del Moral, L. Miclo
- Mathematics
- 1 July 2006
Abstract In this article we study a class of self-interacting Markov chain models. We propose a novel theoretical basis based on measure-valued processes and semigroup techniques to analyze its…
On convergence of chains with occupational self–interactions
- P. Del Moral, L. Miclo
- MathematicsProceedings of the Royal Society of London…
- 8 January 2004
We consider stochastic chains on abstract measurable spaces whose evolution at any given time depends on the present position and on the occupation measure created by the path up to this instant.…
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