Pierre Del Moral

According to our database, Pierre Del Moral authored at least 34 papers between 2003 and 2023.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2023

On the mathematical theory of ensemble (linear-Gaussian) Kalman-Bucy filtering.

Adrian N. Bishop, Pierre Del Moral

Math. Control. Signals Syst., December, 2023

Robust Kalman and Bayesian Set-Valued Filtering and Model Validation for Linear Stochastic Systems.

Adrian N. Bishop, Pierre Del Moral

SIAM/ASA J. Uncertain. Quantification, June, 2023

Bayesian Parameter Inference for Partially Observed Diffusions using Multilevel Stochastic Runge-Kutta Methods.

Pierre Del Moral, Shulan Hu, Ajay Jasra, Hamza M. Ruzayqat, Xinyu Wang

CoRR, 2023

2022

A Note on Riccati Matrix Difference Equations.

Pierre Del Moral, Emma Horton

SIAM J. Control. Optim., 2022

2021

An explicit Floquet-type representation of Riccati aperiodic exponential semigroups.

Adrian N. Bishop, Pierre Del Moral

Int. J. Control, 2021

Bathymetry and Atomic Gravimetry Sensor Fusion for Autonomous Underwater Vehicle.

Camille Palmier, Karim Dahia, Nicolas Merlinge, Dann Laneuville, Pierre Del Moral

Proceedings of the 24th IEEE International Conference on Information Fusion, 2021

Interacting Weighted Ensemble Kalman Filter applied to Underwater Terrain Aided Navigation.

Camille Palmier, Karim Dahia, Nicolas Merlinge, Dann Laneuville, Pierre Del Moral

Proceedings of the 2021 American Control Conference, 2021

2019

Stability Properties of Systems of Linear Stochastic Differential Equations with Random Coefficients.

Adrian N. Bishop, Pierre Del Moral

SIAM J. Control. Optim., 2019

Adaptive Approximate Bayesian Computational Particle Filters for Underwater Terrain Aided Navigation.

Camille Palmier, Karim Dahia, Nicolas Merlinge, Pierre Del Moral, Dann Laneuville, Christian Musso

Proceedings of the 22th International Conference on Information Fusion, 2019

2018

On the robustness of Riccati flows to complete model misspecification.

Adrian N. Bishop, Pierre Del Moral

J. Frankl. Inst., 2018

An Introduction to Wishart Matrix Moments.

Adrian N. Bishop, Pierre Del Moral, Angèle Niclas

Found. Trends Mach. Learn., 2018

2017

Multilevel Sequential Monte Carlo Samplers for Normalizing Constants.

Pierre Del Moral, Ajay Jasra, Kody J. H. Law, Yan Zhou

ACM Trans. Model. Comput. Simul., 2017

On the Stability and the Uniform Propagation of Chaos of a Class of Extended Ensemble Kalman-Bucy Filters.

Pierre Del Moral, Aline Kurtzmann, Julian Tugaut

SIAM J. Control. Optim., 2017

On the Stability of Kalman-Bucy Diffusion Processes.

Adrian N. Bishop, Pierre Del Moral

SIAM J. Control. Optim., 2017

2016

An island particle algorithm for rare event analysis.

Christelle Vergé, Jérôme Morio, Pierre Del Moral

Reliab. Eng. Syst. Saf., 2016

2015

Uniform Stability of a Particle Approximation of the Optimal Filter Derivative.

Pierre Del Moral, Arnaud Doucet, Sumeetpal S. Singh

SIAM J. Control. Optim., 2015

On parallel implementation of sequential Monte Carlo methods: the island particle model.

Christelle Vergé, Cyrille Dubarry, Pierre Del Moral, Eric Moulines

Stat. Comput., 2015

Sequential Monte Carlo with Highly Informative Observations.

Pierre Del Moral, Lawrence M. Murray

SIAM/ASA J. Uncertain. Quantification, 2015

A sequential Monte Carlo approximation of the HISP filter.

Jeremie Houssineau, Daniel E. Clark, Pierre Del Moral

Proceedings of the 23rd European Signal Processing Conference, 2015

2013

On the Foundations and the Applications of Evolutionary Computing.

Pierre Del Moral, Alexandru-Adrian Tantar, Emilia Tantar

Proceedings of the EVOLVE, 2013

Special issue on evolutionary computing and complex systems.

Alexandru-Adrian Tantar, Emilia Tantar, Pascal Bouvry, Oliver Schütze, Carlos A. Coello Coello, Pierre Del Moral

Soft Comput., 2013

Mean-Field PHD Filters Based on Generalized Feynman-Kac Flow.

Michele Pace, Pierre Del Moral

IEEE J. Sel. Top. Signal Process., 2013

General multi-object filtering and association measure.

Jeremie Houssineau, Pierre Del Moral, Daniel E. Clark

Proceedings of the 5th IEEE International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, 2013

2012

An adaptive sequential Monte Carlo method for approximate Bayesian computation.

Pierre Del Moral, Arnaud Doucet, Ajay Jasra

Stat. Comput., 2012

Sequential Monte Carlo for rare event estimation.

Frédéric Cérou, Pierre Del Moral, Teddy Furon, Arnaud Guyader

Stat. Comput., 2012

On the Concentration Properties of Interacting Particle Processes.

Pierre Del Moral, Peng Hu, Liming Wu

Found. Trends Mach. Learn., 2012

2011

On the Robustness of the Snell Envelope.

Pierre Del Moral, Peng Hu, Nadia Oudjane, Bruno N. Rémillard

SIAM J. Financial Math., 2011

Particle Approximation of the Intensity Measures of a Spatial Branching Point Process Arising in Multitarget Tracking.

Francois Caron, Pierre Del Moral, Arnaud Doucet, Michele Pace

SIAM J. Control. Optim., 2011

2010

Error analysis of approximated PCRLBs for nonlinear dynamics.

Ming Lei, Pierre Del Moral, Christophe Baehr

Proceedings of the 8th IEEE International Conference on Control and Automation, 2010

Fisher information matrix-based nonlinear system conversion for state estimation.

Ming Lei, Christophe Baehr, Pierre Del Moral

Proceedings of the 8th IEEE International Conference on Control and Automation, 2010

Comparison of implementations of Gaussian mixture PHD filters.

Michele Pace, Pierre Del Moral, Francois Caron

Proceedings of the 13th Conference on Information Fusion, 2010

2006

Open-loop regulation and tracking control based on a genealogical decision tree.

Kaddour Najim, Enso Ikonen, Pierre Del Moral

Neural Comput. Appl., 2006

2005

Limit theorems for the multilevel splitting algorithm in the simulation of rare events.

Frédéric Cérou, François LeGland, Pierre Del Moral, Pascal Lezaud

Proceedings of the 37th Winter Simulation Conference, Orlando, FL, USA, December 4-7, 2005, 2005

2003

Improved version of the McMurtry-Fu reinforcement learning scheme.

Kaddour Najim, Pierre Del Moral, Enso Ikonen

Int. J. Syst. Sci., 2003