On the stability of interacting processes with applications to filtering and genetic algorithms

Pierre Del Moral; Alice Guionnet

Annales de l'I.H.P. Probabilités et statistiques (2001)

  • Volume: 37, Issue: 2, page 155-194
  • ISSN: 0246-0203

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Del Moral, Pierre, and Guionnet, Alice. "On the stability of interacting processes with applications to filtering and genetic algorithms." Annales de l'I.H.P. Probabilités et statistiques 37.2 (2001): 155-194. <http://eudml.org/doc/77686>.

@article{DelMoral2001,
author = {Del Moral, Pierre, Guionnet, Alice},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {interacting random processes; nonlinear filtering; asymptotic stability; measure valued processes; genetic algorithms; stochastic approximation},
language = {eng},
number = {2},
pages = {155-194},
publisher = {Elsevier},
title = {On the stability of interacting processes with applications to filtering and genetic algorithms},
url = {http://eudml.org/doc/77686},
volume = {37},
year = {2001},
}

TY - JOUR
AU - Del Moral, Pierre
AU - Guionnet, Alice
TI - On the stability of interacting processes with applications to filtering and genetic algorithms
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2001
PB - Elsevier
VL - 37
IS - 2
SP - 155
EP - 194
LA - eng
KW - interacting random processes; nonlinear filtering; asymptotic stability; measure valued processes; genetic algorithms; stochastic approximation
UR - http://eudml.org/doc/77686
ER -

References

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Citations in EuDML Documents

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  1. David Coufal, On convergence of kernel density estimates in particle filtering
  2. Benjamin Favetto, On the asymptotic variance in the central limit theorem for particle filters
  3. Pierre Del Moral, L. Miclo, Particle approximations of Lyapunov exponents connected to Schrödinger operators and Feynman–Kac semigroups
  4. Pierre Del Moral, Laurent Miclo, On the stability of nonlinear Feynman-Kac semigroups
  5. Pierre Del Moral, L. Miclo, Particle approximations of Lyapunov exponents connected to Schrödinger operators and Feynman–Kac semigroups
  6. Benjamin Favetto, On the asymptotic variance in the central limit theorem for particle filters
  7. Éric Parent, Billy Amzal, Philippe Girard, Investigations particulaires pour l’inférence statistique et l’optimisation de plan d’expériences
  8. Pierre Del Moral, Laurent Miclo, Dynamiques recuites de type Feynman-Kac : résultats précis et conjectures
  9. Pierre Del Moral, Nicolas G. Hadjiconstantinou, An introduction to probabilistic methods with applications

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