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Bibliography

Publications of the year

Doctoral Dissertations and Habilitation Theses

Articles in International Peer-Reviewed Journals

  • 3B. Bercu, J.-F. Bony, V. Bruneau.

    Large deviations for Gaussian stationary processes and semi-classical analysis, in: Séminaire de Probabilités, 2012, vol. 44, p. 409-428. [ DOI : 10.1007/978-3-642-27461-9 ]

    http://hal.inria.fr/hal-00642658
  • 4B. Bercu, L. Coutin, N. Savy.

    Sharp large deviations for the non-stationary Ornstein-Uhlenbeck process, in: Stochastic Processes and their Applications, 2012, vol. 122, p. 3393-3424. [ DOI : 10.1016/j.spa.2012.06.006 ]

    http://hal.inria.fr/hal-00645074
  • 5B. Bercu, P. Del Moral, A. Doucet.

    Fluctuations of Interacting Markov Chain Monte Carlo Models, in: Stochastic Processes and their Applications, 2012, vol. 122, no 4, p. 1304-1331.

    http://hal.inria.fr/inria-00227536
  • 6B. Bercu, P. Fraysse.

    A Robbins-Monro procedure for estimation in semiparametric regression models, in: Annals of Statistics, 2012, vol. 40, no 2, p. 666-693. [ DOI : 10.1214/12-AOS969 ]

    http://hal.inria.fr/hal-00551832
  • 7B. Bercu, T. Mong Ngoc Nguyen, J. Saracco.

    A new approach on recursive and non-recursive SIR methods, in: Journal of the Korean Statistical Society, 2012, vol. 41, p. 17-36. [ DOI : 10.1016/j.jkss.2011.05.005 ]

    http://hal.inria.fr/hal-00642653
  • 8B. Bercu, F. Proïa.

    A sharp analysis on the asymptotic behavior of the Durbin-Watson statistic for the first-order autoregressive process, in: ESAIM: Probability and Statistics, 2012, vol. 16, p. 1-29. [ DOI : 10.1051/ps/2012005 ]

    http://hal.inria.fr/hal-00642634
  • 9A. Budhiraja, P. Del Moral, S. Rubenthaler.

    Discrete Time Markovian Agents Interacting Through a Potential, in: Journal ESAIM Probability & Statistics, 2012, 22 p. [ DOI : 10.1051/ps/2012014 ]

    http://hal.inria.fr/hal-00601151
  • 10F. Caron, A. Doucet.

    Efficient Bayesian Inference for Generalized Bradley-Terry Models, in: Journal of Computational and Graphical Statistics, 2012, vol. 21, no 1, p. 174-196.

    http://hal.inria.fr/inria-00533638
  • 11F. Caron, A. Doucet, R. Gottardo.

    On-line changepoint detection and parameter estimation with application to genomic data, in: Statistics and Computing, 2012, vol. 22, no 2, p. 579-595. [ DOI : 10.1007/s11222-011-9248-x ]

    http://hal.inria.fr/inria-00577217
  • 12F. Cérou, P. Del Moral, T. Furon, A. Guyader.

    Sequential Monte Carlo for rare event estimation, in: Statistics and Computing, 2012, vol. 22, no 3, p. 795-908. [ DOI : 10.1007/s11222-011-9231-6 ]

    http://hal.inria.fr/inria-00584352
  • 13P. Del Moral, A. Doucet, A. Jasra.

    On Adaptive Resampling Procedures for Sequential Monte Carlo Methods, in: Bernoulli, 2012, vol. 18, no 1, p. 252-278.

    http://hal.inria.fr/inria-00332436
  • 14P. Del Moral, P. Hu, N. Oudjane.

    Snell envelope with small probability criteria, in: Applied Mathematics and Optimization, 2012, vol. 66, no 3, p. 309-330.

    http://hal.inria.fr/hal-00758905
  • 15A. Lee, F. Caron, A. Doucet, C. Holmes.

    Bayesian Sparsity-Path-Analysis of Genetic Association Signal using Generalized t Priors, in: Statistical Applications in Genetics and Molecular Biology, 2012, vol. 11, no 2. [ DOI : 10.2202/1544-6115.1712 ]

    http://hal.inria.fr/inria-00598490
  • 16A. Richou.

    Markovian quadratic and superquadratic BSDEs with an unbounded terminal condition, in: Stochastic Processes and their Applications, September 2012, vol. 122, no 9, p. 3173–3208. [ DOI : 10.1016/j.spa.2012.05.015 ]

    http://hal.inria.fr/hal-00643198
  • 17L. Trujillo, P. Legrand, G. Olague, J. Lévy-Vehel.

    Evolving Estimators of the Pointwise Holder Exponent with Genetic Programming, in: Information Sciences, 2012, vol. 209, p. 61-79. [ DOI : 10.1016/j.ins.2012.04.043 ]

    http://hal.inria.fr/hal-00643387

Articles in National Peer-Reviewed Journals

  • 18L. Vezard, P. Legrand, M. Chavent, F. Faita-Ainseba, J. Clauzel.

    Classification de données EEG par algorithme évolutionnaire pour l'étude d'états de vigilance, in: Revue des nouvelles technologies de l'information, 2012.

    http://hal.inria.fr/hal-00643438

International Conferences with Proceedings

  • 19C. Archambeau, F. Caron.

    Plackett-Luce regression: A new Bayesian model for polychotomous data, in: Conference on Uncertainty in Artificial Intelligence (UAI'2012), Catalina Island, United States, August 2012.

    http://hal.inria.fr/hal-00708441
  • 20F. Caron.

    Bayesian nonparametric models for bipartite graphs, in: NIPS - Neural Information Processing Systems, Lake Tahoe, United States, December 2012.

    http://hal.inria.fr/hal-00730789
  • 21F. Caron, Y. W. Teh.

    Bayesian nonparametric models for ranked data, in: NIPS - Neural Information Processing Systems, Lake Tahoe, United States, MIT Press, December 2012.

    http://hal.inria.fr/hal-00730792
  • 22Z. Sigrist, P. Legrand, E. Grivel, B. Alcoverro.

    Considering the measurement noise for a nonlinear system identification with evolutionary algorithms., in: EUSIPCO 2012, Bucharest, Romania, August 2012.

    http://hal.inria.fr/hal-00757231
  • 23L. Trujillo, Y. Martinez, E. Galvan-Lopez, P. Legrand.

    A Comparative Study of an Evolvability Indicator and a Predictor of Expected Performance for Genetic Programming, in: GECCO, Philadelphie, United States, July 2012.

    http://hal.inria.fr/hal-00757266
  • 24L. Trujillo, Y. Martinez, E. Galvan-Lopez, P. Legrand.

    A comparison of predictive measures of problem difficulty for classification with Genetic Programming, in: ERA 2012, Tijuana, Mexico, November 2012.

    http://hal.inria.fr/hal-00757363

Conferences without Proceedings

  • 25A. Todeschini, F. Caron, P. Legrand, P. Del Moral.

    BiiPS : un logiciel pour l'inférence bayésienne dans les modèles graphiques utilisant des méthodes de Monte Carlo séquentielles, in: 1ères Rencontres R, Bordeaux, France, July 2012.

    http://hal.inria.fr/hal-00717547
  • 26L. Vezard, P. Legrand, M. Chavent, F. Faita-Ainseba, J. Clauzel.

    Classification of EEG signals by an evolutionary algorithm, in: COMPSTAT 2012, Limassol, Cyprus, August 2012.

    http://hal.inria.fr/hal-00757270
  • 27L. Vezard, P. Legrand, M. Chavent, F. Faita-Ainseba.

    Sélection de variables par algorithme génétique pour l'étude d'états de vigilance, in: Journée Évolutionnaire Thématique, 23éme édition, Paris, France, November 2012.

    http://hal.inria.fr/hal-00759420

Scientific Books (or Scientific Book chapters)

  • 28R. Carmona, P. Del Moral, P. Hu, N. Oudjane.

    An Introduction to Particle Methods with Financial Applications, in: Numerical methods in finance, R. Carmona, P. Del Moral, P. Hu, N. Oudjane (editors), Proceedings in mathematics, Springer, 2012, vol. 12, p. 3-49.

    http://hal.inria.fr/hal-00641132
  • 29P. Del Moral, P. Hu, L. Wu.

    On the Concentration Properties of Interacting Particle Processes, Foundations and Trends in Machine Learning, NEW PUBL INC, 2012, vol. 3, 167 p. [ DOI : 10.1561/2200000026 ]

    http://hal.inria.fr/hal-00758901
  • 30P. Del Moral, B. Remillard, S. Rubenthaler.

    Monte Carlo approximations of American options that preserve monotonicity and convexity, in: Numerical methods in finance, R. Carmona, P. Del Moral, P. Hu, N. Oudjane (editors), Proceedings in mathematics, Springer, 2012, vol. 12, p. 115-143.

    http://hal.inria.fr/hal-00641133
  • 31P. Del Moral, E. Tantar, A.-A. Tantar.

    On the foundations and the applications of evolutionary computing, in: Evolve : A bridge between Probability, Set Oriented Numerics and Evolutionary Computation, E. Tantar, A.-A. Tantar, P. Bouvry, P. Del Moral, P. Legrand, C. Coello Coello, O. Schutze (editors), Springer, 2013, p. 3-89.

    http://hal.inria.fr/hal-00756117
  • 32L. Vezard, P. Legrand, M. Chavent, F. Faita-Ainseba, J. Clauzel, L. Trujillo.

    Classification of EEG signals by evolutionary algorithm, in: Advances in Knowledge Discovery and Management, Springer, 2013, vol. 4.

    http://hal.inria.fr/hal-00759439

Books or Proceedings Editing

  • 33R. Carmona, P. Del Moral, P. Hu, N. Oudjane (editors)

    Numerical methods in finance, Proceedings in mathematics, Springer, 2012, vol. 12, 471 p.

    http://hal.inria.fr/hal-00641465
  • 34J.-K. Hao, P. Legrand, P. Collet, N. Monmarché, E. Lutton, M. Schoenauer (editors)

    Artificial Evolution 2011, Springer, November 2012, 508 p, to appear.

    http://hal.inria.fr/hal-00643404
  • 35O. Schutze, C. Coello Coello, A.-A. Tantar, E. Tantar, P. Bouvry, P. Del Moral, P. Legrand (editors)

    Evolve - A bridge between probability, set oriented numerics and evolutionary computation II, Advances in Intelligent Systems and Computing, Springer, 2013, vol. 175, 508 p.

    http://hal.inria.fr/hal-00756101
  • 36E. Tantar, A.-A. Tantar, P. Bouvry, P. Del Moral, P. Legrand, C. Coello Coello, O. Schutze (editors)

    Evolve : A bridge between probability, set oriented numerics and evolutionary computation, Studies in Computational Intelligence, Springer, 2013, vol. 447, 414 p.

    http://hal.inria.fr/hal-00641466

Internal Reports

  • 37F. Caron, L. Bornn, A. Doucet.

    Sparsity-Promoting Bayesian Dynamic Linear Models, Inria, February 2012, no RR-7895, 23 p.

    http://hal.inria.fr/hal-00675274
  • 38F. Caron, C. Holmes, E. Rio.

    On the sampling distribution of an ℓ 2 distance between Empirical Distribution Functions with applications to nonparametric testing, Inria, April 2012, no RR-7931.

    http://hal.inria.fr/hal-00688141
  • 39F. Caron, Y. W. Teh, T. B. Murphy.

    Bayesian nonparametric Plackett-Luce models for the analysis of clustered ranked data, Inria, November 2012, no RR-8143.

    http://hal.inria.fr/hal-00755478
  • 40P. Del Moral, S. Hu, L. Wu.

    Moderate Deviations for Mean Field Particle Models, Inria, April 2012, 37 p.

    http://hal.inria.fr/hal-00687827
  • 41P. Lemaître, E. Sergienko, A. Arnaud, N. Bousquet, F. Gamboa, B. Iooss.

    Density modification based reliability sensitivity analysis, Inria, October 2012.

    http://hal.inria.fr/hal-00737978

Other Publications

  • 42B. Bercu, V. Blandin.

    A Rademacher-Menchov approach for random coefficient bifurcating autoregressive processes, 2012.

    http://hal.inria.fr/hal-00745634
  • 43B. Bercu, T. Mong Ngoc Nguyen, J. Saracco.

    On the asymptotic behavior of the Nadaraya-Watson estimator associated with the recursive SIR method, 2012.

    http://hal.inria.fr/hal-00673832
  • 44S. Bercu, F. Proïa.

    A SARIMAX coupled modelling applied to individual load curves intraday forecasting, 2012, 17 pages, 18 figures, 2 tables.

    http://hal.inria.fr/hal-00732844
  • 45V. Bitseki Penda, H. Djellout, F. Proïa.

    Moderate deviations for the Durbin-Watson statistic related to the first-order autoregressive process, 2012, 24 pages..

    http://hal.inria.fr/hal-00661075
  • 46V. Blandin.

    Asymptotic results for bifurcating random coefficient autoregressive processes, 2012.

    http://hal.inria.fr/hal-00696295
  • 47V. Blandin.

    Limit theorems for bifurcating integer-valued autoregressive processes, 2012.

    http://hal.inria.fr/hal-00696297
  • 48P. Fraysse.

    A Robbins-Monro procedure for a class of models of deformation, 2012, 29 pages, 12 figures.

    http://hal.inria.fr/hal-00696050
  • 49F. Giraud, P. Del Moral.

    Non-Asymptotic Analysis of Adaptive and Annealed Feynman-Kac Particle Models, 2012, 36 pages.

    http://hal.inria.fr/hal-00735690
  • 50F. Masiero, A. Richou.

    On the existence of Markovian superquadratic BSDEs with an unbounded terminal condition, 2012.

    http://hal.inria.fr/hal-00713123
  • 51F. Proïa.

    A new statistical procedure for testing the presence of a significative correlation in the residuals of stable autoregressive processes, 2012, 34 pages, 2 figures..

    http://hal.inria.fr/hal-00677600
References in notes
  • 52N. Bartoli, P. Del Moral.

    Simulation and Stochastic Algorithms (An introduction with applications), Cépaduès Editions, 2001.
  • 53P. Del Moral.

    Feynman-Kac formulae. Genealogical and interacting particle systems, with applications, Springer Verlag New York, Series: Probability and its Applications, 2004.
  • 54P. Del Moral, L. Miclo.

    Genealogies and Increasing Propagations of Chaos for Feynman-Kac and Genetic Models, in: Annals of Applied Probability, 2001, vol. 11, no 4, p. 1166-1198.
  • 55P. Del Moral, L. Miclo.

    On convergence of chains with time empirical self-interactions, in: Proc. Royal Soc. Lond. A., 2003, vol. 460, p. 325–346.
  • 56P. Del Moral, L. Miclo.

    Self Interacting Markov chains, in: Stochastic Analysis and Applications, 2006, vol. 24, no 3, p. 615–660.
  • 57A. Jasra, C. Andrieu, A. Doucet, P. Del Moral.

    Non-Linear Markov chain Monte Carlo via Self Interacting Approximations, 2007, Univ. Bristol Preprints.
  • 58A. Jasra, C. Andrieu, A. Doucet, P. Del Moral.

    A Note on Convergence of the Equi-energy Sampler, in: Journal Stochastic Analysis and its Applications, 2008.


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