WorldCat Identities

Del Moral, Pierre

Overview
Works: 101 works in 279 publications in 3 languages and 1,910 library holdings
Genres: Conference papers and proceedings  Textbooks 
Roles: Author, Editor, Thesis advisor, Other, Opponent, htt
Publication Timeline
.
Most widely held works by Pierre Del Moral
Feynman-Kac formulae : genealogical and interacting particle systems with applications by Pierre Del Moral( Book )

16 editions published between 2004 and 2011 in English and German and held by 416 WorldCat member libraries worldwide

"This book contains a systematic and self-contained treatment of Feynman-Kac path measures, then genealogical and interacting particle interpretations, and their applications to a variety of problems arising in statistical physics, biology, and advanced engineering sciences
Modèles et méthodes stochastiques : une introduction avec applications by Pierre Del Moral( )

13 editions published in 2014 in French and English and held by 322 WorldCat member libraries worldwide

La théorie des probabilités et des processus stochastiques est sans aucun doute l'un des plus importants outils mathématiques des sciences modernes. Le théorie des probabilité s'illustre dans de nombreux domaines issus de la biologie, de la physique, et des sciences de l'ingénieur : dynamique des populations, traitement du signal et de l'image, chimie moléculaire, économétrie, sciences actuarielles, mathématiques financières, ainsi qu'en analyse de risque. Le but de cet ouvrage est de parcourir les principaux modèles et méthodes stochastiques de cette théorie en pleine expansion. Ce voyage ne nécessite aucun bagage spécifique sur la théorie des processus stochastiques. Les outils d'analyses nécessaires à une bonne compréhension sont donnés au fur et à mesure de leur construction, révélant ainsi leur nécessité. La théorie des processus stochastiques est une extension naturelle de la théorie de systèmes dynamiques à des phénomènes aléatoires. Elle contient des formalisation d'évolutions de phénomènes aléatoires rencontrés en physique, en biologique, en économie, ou en sciences de l'ingénieur, mais aussi des algorithmes d'exploration stochastique d'espaces de solutions complexes pour résoudre des problèmes d'estimation, d'optimisation et d'apprentissage statistique. Des techniques de résolution avancées en statistique bayésienne, en traitement du signal, en analyse d{u2019}événements rares, en combinatoire énumérative, en optimisation combinatoire, ainsi qu'en physique et chimie quantique sont exposées dans cet ouvrage. Stochastic Models and Methods Probability theory and stochastic process theory are undoubtedly among the most important mathematic tools for the modern sciences. Probability theory has applications in several fields, such as biology, physics and the engineering sciences: population dynamics, signal and image processing, molecular chemistry, econometrics, actuarial science, financial mathematics, and risk analysis. This book provides an overview of stochastic models and methods for this very active field. Stochastic process theory is a natural extension of dynamic systems to random events. The book covers the modeling of random events in physics, biology, economics and the engineering sciences, while also introducing advanced problem-solving techniques in Bayesian statistics, signal processing and rare event analysis. No scientific background in stochastic process theory is needed
Mean field simulation for Monte Carlo integration by Pierre Del Moral( )

13 editions published between 2013 and 2016 in English and Undetermined and held by 203 WorldCat member libraries worldwide

In the last three decades, there has been a dramatic increase in the use of interacting particle methods as a powerful tool in real-world applications of Monte Carlo simulation in computational physics, population biology, computer sciences, and statistical machine learning. Ideally suited to parallel and distributed computation, these advanced particle algorithms include nonlinear interacting jump diffusions; quantum, diffusion, and resampled Monte Carlo methods; Feynman-Kac particle models; genetic and evolutionary algorithms; sequential Monte Carlo methods; adaptive and interacting Marko
Stochastic processes : from applications to theory by Pierre Del Moral( )

10 editions published in 2017 in English and held by 155 WorldCat member libraries worldwide

"Unlike traditional books presenting stochastic processes in an academic way, this book includes concrete applications that students will find interesting such as gambling, finance, physics, signal processing, statistics, fractals, and biology. Written with an important illustrated guide in the beginning, it contains many illustrations, photos and pictures, along with several website links. Computational tools such as simulation and Monte Carlo methods are included as well as complete toolboxes for both traditional and new computational techniques."--
EVOLVE - A Bridge between Probability, Set Oriented Numerics, and Evolutionary Computation III by Oliver Schütze( )

14 editions published between 2013 and 2014 in English and held by 101 WorldCat member libraries worldwide

This book comprises a selection of extended abstracts and papers presented at the EVOLVE 2012 held in Mexico City, Mexico. The aim of the EVOLVE is to build a bridge between probability, set oriented numerics, and evolutionary computation as to identify new common and challenging research aspects. The conference is also intended to foster a growing interest for robust and efficient methods with a sound theoretical background. EVOLVE aims to unify theory-inspired methods and cutting-edge techniques ensuring performance guarantee factors. By gathering researchers with different backgrounds, a unified view and vocabulary can emerge where the theoretical advancements may echo in different domains. Summarizing, the EVOLVE conference focuses on challenging aspects arising at the passage from theory to new paradigms and aims to provide a unified view while raising questions related to reliability, performance guarantees, and modeling. The extended papers of the EVOLVE 2012 make a contribution to this goal
Simulation et algorithmes stochastiques : une introduction avec applications by Nathalie Bartoli( Book )

3 editions published in 2001 in French and held by 100 WorldCat member libraries worldwide

Numerical methods in finance : Bordeaux, June 2010 by R Carmona( )

14 editions published between 2012 and 2014 in English and German and held by 97 WorldCat member libraries worldwide

Numerical methods in finance have emerged as a vital field at the crossroads of probability theory, finance and numerical analysis. Based on presentations given at the workshop Numerical Methods in Finance held at the INRIA Bordeaux (France) on June 1-2, 2010, this book provides an overview of the major new advances in the numerical treatment of instruments with American exercises. Naturally it covers the most recent research on the mathematical theory and the practical applications of optimal stopping problems as they relate to financial applications. By extension, it also provides an original treatment of Monte Carlo methods for the recursive computation of conditional expectations and solutions of BSDEs and generalized multiple optimal stopping problems and their applications to the valuation of energy derivatives and assets. The articles were carefully written in a pedagogical style and a reasonably self-contained manner. The book is geared toward quantitative analysts, probabilists, and applied mathematicians interested in financial applications
Une introduction aux probabilités by Pierre Del Moral( Book )

2 editions published in 2006 in French and held by 79 WorldCat member libraries worldwide

EVOLVE- A bridge between probability, set oriented numerics, and evolutionary computation IV : International Conference held at Leiden University, July 10-13, 2013 by Michael Emmerich( )

9 editions published in 2013 in English and German and held by 69 WorldCat member libraries worldwide

Numerical and computational methods are nowadays used in a wide range of contexts in complex systems research, biology, physics, and engineering. Over the last decades different methodological schools have emerged with emphasis on different aspects of computation, such as nature-inspired algorithms, set oriented numerics, probabilistic systems and Monte Carlo methods. Due to the use of different terminologies and emphasis on different aspects of algorithmic performance there is a strong need for a more integrated view and opportunities for cross-fertilization across particular disciplines. These proceedings feature 20 original publications from distinguished authors in the cross-section of computational sciences, such as machine learning algorithms and probabilistic models, complex networks and fitness landscape analysis, set oriented numerics and cell mapping, evolutionary multiobjective optimization, diversity-oriented search, and the foundations of genetic programming algorithms. By presenting cutting edge results with a strong focus on foundations and integration aspects this work presents a stepping stone towards efficient, reliable, and well-analyzed methods for complex systems management and analysis
On the concentration properties of interacting particle processes by Pierre Del Moral( )

10 editions published between 2011 and 2014 in English and held by 53 WorldCat member libraries worldwide

This paper presents some new concentration inequalities for Feynman-Kac particle processes. We analyze different types of stochastic particle models, including particle profile occupation measures, genealogical tree based evolution models, particle free energies, as well as backward Markov chain particle models. We illustrate these results with a series of topics related to computational physics and biology, stochastic optimization, signal processing and Bayesian statistics, and many other probabilistic machine learning algorithms. Special emphasis is given to the stochastic modeling, and to the quantitative performance analysis of a series of advanced Monte Carlo methods, including particle filters, genetic type island models, Markov bridge models, and interacting particle Markov chain Monte Carlo methodologies
EVOLVE - A Bridge between Probability, Set Oriented Numerics, and Evolutionary Computation V by Alexandru-Adrian Tantar( )

9 editions published in 2014 in English and held by 45 WorldCat member libraries worldwide

This volume encloses research articles that were presented at the EVOLVE 2014 International Conference in Beijing, China, July 1-4, 2014. The book gathers contributions that emerged from the conference tracks, ranging from probability to set oriented numerics and evolutionary computation; all complemented by the bridging purpose of the conference, e.g. Complex Networks and Landscape Analysis, or by the more application oriented perspective. The novelty of the volume, when considering the EVOLVE series, comes from targeting also the practitioners view. This is supported by the Machine Learning Applied to Networks and Practical Aspects of Evolutionary Algorithms tracks, providing surveys on new application areas, as in the networking area and useful insights in the development of evolutionary techniques, from a practitioners perspective. Complementary to these directions, the conference tracks supporting the volume, follow on the individual advancements of the subareas constituting the scope of the conference, through the Computational Game Theory, Local Search and Optimization, Genetic Programming, Evolutionary Multi-objective optimization tracks
EVOLVE - a bridge between probability, set oriented numerics and evolutionary computation by Emilia Tantar( )

10 editions published between 2012 and 2014 in English and German and held by 34 WorldCat member libraries worldwide

The aim of this book is to provide a strong theoretical support for understanding and analyzing the behavior of evolutionary algorithms, as well as for creating a bridge between probability, set-oriented numerics and evolutionary computation. The volume encloses a collection of contributions that were presented at the EVOLVE 2011 international workshop, held in Luxembourg, May 25-27, 2011, coming from invited speakers and also from selected regular submissions. The aim of EVOLVE is to unify the perspectives offered by probability, set oriented numerics and evolutionary computation. EVOLVE focuses on challenging aspects that arise at the passage from theory to new paradigms and practice, elaborating on the foundations of evolutionary algorithms and theory-inspired methods merged with cutting-edge techniques that ensure performance guarantee factors. EVOLVE is also intended to foster a growing interest for robust and efficient methods with a sound theoretical background. The chapters enclose challenging theoretical findings, concrete optimization problems as well as new perspectives. By gathering contributions from researchers with different backgrounds, the book is expected to set the basis for a unified view and vocabulary where theoretical advancements may echo in different domains
Modèles et méthodes stochastiques : une introduction avec applications by Pierre Del Moral( )

3 editions published in 2014 in French and German and held by 30 WorldCat member libraries worldwide

La théorie des probabilités et des processus stochastiques est sans aucun doute l'un des plus importants outils mathématiques des sciences modernes. Le théorie des probabilité s'illustre dans de nombreux domaines issus de la biologie, de la physique, et des sciences de l'ingénieur : dynamique des populations, traitement du signal et de l'image, chimie moléculaire, économétrie, sciences actuarielles, mathématiques financières, ainsi qu'en analyse de risque. Le but de cet ouvrage est de parcourir les principaux modèles et méthodes stochastiques de cette théorie en pleine expansion. Ce voyage ne nécessite aucun bagage spécifique sur la théorie des processus stochastiques. Les outils d'analyses nécessaires à une bonne compréhension sont donnés au fur et à mesure de leur construction, révélant ainsi leur nécessité. La théorie des processus stochastiques est une extension naturelle de la théorie de systèmes dynamiques à des phénomènes aléatoires. Elle contient des formalisation d'évolutions de phénomènes aléatoires rencontrés en physique, en biologique, en économie, ou en sciences de l'ingénieur, mais aussi des algorithmes d'exploration stochastique d'espaces de solutions complexes pour résoudre des problèmes d'estimation, d'optimisation et d'apprentissage statistique. Des techniques de résolution avancées en statistique bayésienne, en traitement du signal, en analyse d'événements rares, en combinatoire énumérative, en optimisation combinatoire, ainsi qu'en physique et chimie quantique sont exposées dans cet ouvrage. Stochastic Models and Methods Probability theory and stochastic process theory are undoubtedly among the most important mathematic tools for the modern sciences. Probability theory has applications in several fields, such as biology, physics and the engineering sciences: population dynamics, signal and image processing, molecular chemistry, econometrics, actuarial science, financial mathematics, and risk analysis. This book provides an overview of stochastic models and methods for this very active field. Stochastic process theory is a natural extension of dynamic systems to random events. The book covers the modeling of random events in physics, biology, economics and the engineering sciences, while also introducing advanced problem-solving techniques in Bayesian statistics, signal processing and rare event analysis. No scientific background in stochastic process theory is needed
INTRODUCTION TO WISHART MATRIX MOMENTS by Adrian N Bishop( )

2 editions published in 2018 in English and held by 15 WorldCat member libraries worldwide

Random matrix theory plays a central role in statistical physics, computational mathematics and engineering sciences, including data assimilation, signal processing, combinatorial optimization, compressed sensing, econometrics and mathematical finance, among numerous others. The mathematical foundations of the theory of random matrices are technical, and mathematically difficult to penetrate for non-experts, regular users and practitioners. This book reviews and extends some important results in random matrix theory in the specific context of real random Wishart matrices. To overcome the complexity of the subject matter, the authors use a lecture note style to make the material accessible to a wide audience. This results in a comprehensive and self-contained introduction to the analysis of Wishart matrix moments. This study may act as an introduction to some particular aspects of random matrix theory, or as a self-contained exposition of Wishart matrix moments. All researchers and students requiring an accessible introduction to the topic will find this book essential reading
Mean field simulation for Monte Carlo integration by Pierre Del Moral( )

4 editions published in 2013 in English and held by 12 WorldCat member libraries worldwide

Illustrative examplesA stochastic coupling technique Fluctuation analysisEmpirical ProcessesDescription of the models Nonasymptotic theoremsA reminder on Orlicz's normsFinite marginal inequalities Maximal inequalities Cramér-Chernov inequalitiesPerturbation analysis Interacting processesFeynman-Kac SemigroupsDescription of the models Stability propertiesSemigroups of nonlinear Markov chain modelsBackward Markovian semigroupsIntensity Measure SemigroupsSpatial branching modelsMeasure-valued nonlinear equations Weak Lipschitz properties of semigroups Stability properties of PHD modelsParticle Density ProfilesStochastic perturbation analysis First order expansions Some nonasymptotic theorems Fluctuation analysis Concentration inequalities A general class of mean field particle models Particle branching intensity measures Positive measure particle equationsGenealogical Tree ModelsSome equivalence principlesSome nonasymptotic theoremsAncestral tree occupation measures Central limit theorems Concentration inequalitiesParticle Normalizing ConstantsUnnormalized particle measuresSome key decompositions Fluctuation theorems A nonasymptotic variance theorem Lp-mean error estimates Concentration analysisBackward Particle Markov ModelsDescription of the models Conditioning principles Integral transport properties Additive functional models A stochastic perturbation analysis Orlicz norm and Lm-mean error estimates Some nonasymptotic variance estimates Fluctuation analysis Concentration inequalitiesBibliographyIndex
Simulation and Algorithmes Stochastiques by Nathalie Bartoli( )

1 edition published in 2001 in French and held by 10 WorldCat member libraries worldwide

EVOLVE, a bridge between probability, set oriented numerics, and evolutionary computation II by Oliver Schütze( )

4 editions published in 2013 in English and held by 7 WorldCat member libraries worldwide

This book comprises a selection of papers from the EVOLVE 2012 held in Mexico City, Mexico. The aim of the EVOLVE is to build a bridge between probability, set oriented numerics and evolutionary computing, as to identify new common and challenging research aspects. The conference is also intended to foster a growing interest for robust and efficient methods with a sound theoretical background. EVOLVE is intended to unify theory-inspired methods and cutting-edge techniques ensuring performance guarantee factors. By gathering researchers with different backgrounds, a unified view and vocabulary can emerge where the theoretical advancements may echo in different domains. Summarizing, the EVOLVE focuses on challenging aspects arising at the passage from theory to new paradigms and aims to provide a unified view while raising questions related to reliability, performance guarantees and modeling. The papers of the EVOLVE 2012 make a contribution to this goal.
Genealogical particle analysis of rare events by Pierre Del Moral( Book )

4 editions published in 2004 in English and held by 4 WorldCat member libraries worldwide

Forward smoothing using sequential Monte Carlo by Pierre Del Moral( Book )

2 editions published in 2009 in English and held by 4 WorldCat member libraries worldwide

Markov chains with self-interactions by Pierre Del Moral( Book )

4 editions published in 2002 in English and held by 4 WorldCat member libraries worldwide

 
moreShow More Titles
fewerShow Fewer Titles
Audience Level
0
Audience Level
1
  General Special  
Audience level: 0.62 (from 0.48 for Modèles e ... to 0.93 for Forward sm ...)

WorldCat IdentitiesRelated Identities
Modèles et méthodes stochastiques : une introduction avec applications
Covers
Modèles et méthodes stochastiques : une introduction avec applicationsMean field simulation for Monte Carlo integrationStochastic processes : from applications to theoryEVOLVE - A Bridge between Probability, Set Oriented Numerics, and Evolutionary Computation IIINumerical methods in finance : Bordeaux, June 2010EVOLVE- A bridge between probability, set oriented numerics, and evolutionary computation IV : International Conference held at Leiden University, July 10-13, 2013On the concentration properties of interacting particle processesEVOLVE - A Bridge between Probability, Set Oriented Numerics, and Evolutionary Computation V
Alternative Names
DelMoral, Pierre

Moral Pierre Del

Pierre Del Moral researcher

Pierre Del Moral ricercatore

Pierre Del Moral wetenschapper

Languages
English (121)

French (19)

German (6)