Pierre Del Moral

Publication Activity (10 Years)

Years Active: 2003-2023
Publications (10 Years): 15

Top Topics

Evolutionary Computing

Sequential Monte Carlo

Differential Equations

Diffusion Processes

Top Venues

SIAM J. Control. Optim.

SIAM/ASA J. Uncertain. Quantification

Publications

Adrian N. Bishop, Pierre Del Moral
Robust Kalman and Bayesian Set-Valued Filtering and Model Validation for Linear Stochastic Systems. SIAM/ASA J. Uncertain. Quantification 11 (2) (2023)
Pierre Del Moral, Shulan Hu, Ajay Jasra, Hamza M. Ruzayqat, Xinyu Wang
Bayesian Parameter Inference for Partially Observed Diffusions using Multilevel Stochastic Runge-Kutta Methods. CoRR (2023)
Adrian N. Bishop, Pierre Del Moral
On the mathematical theory of ensemble (linear-Gaussian) Kalman-Bucy filtering. Math. Control. Signals Syst. 35 (4) (2023)
Pierre Del Moral, Emma Horton
A Note on Riccati Matrix Difference Equations. SIAM J. Control. Optim. 60 (3) (2022)
Adrian N. Bishop, Pierre Del Moral
An explicit Floquet-type representation of Riccati aperiodic exponential semigroups. Int. J. Control 94 (1) (2021)
Camille Palmier, Karim Dahia, Nicolas Merlinge, Dann Laneuville, Pierre Del Moral
Interacting Weighted Ensemble Kalman Filter applied to Underwater Terrain Aided Navigation. ACC (2021)
Camille Palmier, Karim Dahia, Nicolas Merlinge, Dann Laneuville, Pierre Del Moral
Bathymetry and Atomic Gravimetry Sensor Fusion for Autonomous Underwater Vehicle. FUSION (2021)
Camille Palmier, Karim Dahia, Nicolas Merlinge, Pierre Del Moral, Dann Laneuville, Christian Musso
Adaptive Approximate Bayesian Computational Particle Filters for Underwater Terrain Aided Navigation. FUSION (2019)
Adrian N. Bishop, Pierre Del Moral
Stability Properties of Systems of Linear Stochastic Differential Equations with Random Coefficients. SIAM J. Control. Optim. 57 (2) (2019)
Adrian N. Bishop, Pierre Del Moral
On the robustness of Riccati flows to complete model misspecification. J. Frankl. Inst. 355 (15) (2018)
Adrian N. Bishop, Pierre Del Moral, Angèle Niclas
An Introduction to Wishart Matrix Moments. Found. Trends Mach. Learn. 11 (2) (2018)
Adrian N. Bishop, Pierre Del Moral
On the Stability of Kalman-Bucy Diffusion Processes. SIAM J. Control. Optim. 55 (6) (2017)
Pierre Del Moral, Ajay Jasra, Kody J. H. Law, Yan Zhou
Multilevel Sequential Monte Carlo Samplers for Normalizing Constants. ACM Trans. Model. Comput. Simul. 27 (3) (2017)
Pierre Del Moral, Aline Kurtzmann, Julian Tugaut
On the Stability and the Uniform Propagation of Chaos of a Class of Extended Ensemble Kalman-Bucy Filters. SIAM J. Control. Optim. 55 (1) (2017)
Christelle Vergé, Jérôme Morio, Pierre Del Moral
An island particle algorithm for rare event analysis. Reliab. Eng. Syst. Saf. 149 (2016)
Pierre Del Moral, Lawrence M. Murray
Sequential Monte Carlo with Highly Informative Observations. SIAM/ASA J. Uncertain. Quantification 3 (1) (2015)
Jeremie Houssineau, Daniel E. Clark, Pierre Del Moral
A sequential Monte Carlo approximation of the HISP filter. EUSIPCO (2015)
Pierre Del Moral, Arnaud Doucet, Sumeetpal S. Singh
Uniform Stability of a Particle Approximation of the Optimal Filter Derivative. SIAM J. Control. Optim. 53 (3) (2015)
Christelle Vergé, Cyrille Dubarry, Pierre Del Moral, Eric Moulines
On parallel implementation of sequential Monte Carlo methods: the island particle model. Stat. Comput. 25 (2) (2015)
Jeremie Houssineau, Pierre Del Moral, Daniel E. Clark
General multi-object filtering and association measure. CAMSAP (2013)
Michele Pace, Pierre Del Moral
Mean-Field PHD Filters Based on Generalized Feynman-Kac Flow. IEEE J. Sel. Top. Signal Process. 7 (3) (2013)
Alexandru-Adrian Tantar, Emilia Tantar, Pascal Bouvry, Oliver Schütze, Carlos A. Coello Coello, Pierre Del Moral
Special issue on evolutionary computing and complex systems. Soft Comput. 17 (6) (2013)
Pierre Del Moral, Arnaud Doucet, Ajay Jasra
An adaptive sequential Monte Carlo method for approximate Bayesian computation. Stat. Comput. 22 (5) (2012)
Pierre Del Moral, Peng Hu, Liming Wu
On the Concentration Properties of Interacting Particle Processes. Found. Trends Mach. Learn. 3 (3-4) (2012)
Frédéric Cérou, Pierre Del Moral, Teddy Furon, Arnaud Guyader
Sequential Monte Carlo for rare event estimation. Stat. Comput. 22 (3) (2012)
Pierre Del Moral, Peng Hu, Nadia Oudjane, Bruno N. Rémillard
On the Robustness of the Snell Envelope. SIAM J. Financial Math. 2 (1) (2011)
Francois Caron, Pierre Del Moral, Arnaud Doucet, Michele Pace
Particle Approximation of the Intensity Measures of a Spatial Branching Point Process Arising in Multitarget Tracking. SIAM J. Control. Optim. 49 (4) (2011)
Ming Lei, Pierre Del Moral, Christophe Baehr
Error analysis of approximated PCRLBs for nonlinear dynamics. ICCA (2010)
Michele Pace, Pierre Del Moral, Francois Caron
Comparison of implementations of Gaussian mixture PHD filters. FUSION (2010)
Ming Lei, Pierre Del Moral, Christophe Baehr
Error Analysis of Approximated PCRLBs for Nonlinear Dynamics CoRR (2010)
Ming Lei, Christophe Baehr, Pierre Del Moral
Fisher information matrix-based nonlinear system conversion for state estimation. ICCA (2010)
Kaddour Najim, Enso Ikonen, Pierre Del Moral
Open-loop regulation and tracking control based on a genealogical decision tree. Neural Comput. Appl. 15 (3-4) (2006)
Frédéric Cérou, François LeGland, Pierre Del Moral, Pascal Lezaud
Limit theorems for the multilevel splitting algorithm in the simulation of rare events. WSC (2005)
Kaddour Najim, Pierre Del Moral, Enso Ikonen
Improved version of the McMurtry-Fu reinforcement learning scheme. Int. J. Syst. Sci. 34 (1) (2003)