Articles citing this article

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Cited article:

On the mathematical foundations of diffusion Monte Carlo

Michel Caffarel, Pierre Del Moral and Luc de Montella
Journal of Mathematical Physics 66 (1) (2025)
https://doi.org/10.1063/5.0202800

Parareal computation of stochastic differential equations with time-scale separation: a numerical convergence study

Frédéric Legoll, Tony Lelièvre, Keith Myerscough and Giovanni Samaey
Computing and Visualization in Science 23 (1-4) (2020)
https://doi.org/10.1007/s00791-020-00329-y

Effective driven dynamics for one-dimensional conditioned Langevin processes in the weak-noise limit

Nicolás Tizón-Escamilla, Vivien Lecomte and Eric Bertin
Journal of Statistical Mechanics: Theory and Experiment 2019 (1) 013201 (2019)
https://doi.org/10.1088/1742-5468/aaeda3

A sharp first order analysis of Feynman–Kac particle models, Part I: Propagation of chaos

Pierre Del Moral and Ajay Jasra
Stochastic Processes and their Applications 128 (1) 332 (2018)
https://doi.org/10.1016/j.spa.2017.04.007

Calculating Principal Eigen-Functions of Non-Negative Integral Kernels: Particle Approximations and Applications

Nick Whiteley and Nikolas Kantas
Mathematics of Operations Research 42 (4) 1007 (2017)
https://doi.org/10.1287/moor.2016.0834

A Micro-Macro Acceleration Method for the Monte Carlo Simulation of Stochastic Differential Equations

Kristian Debrabant, Giovanni Samaey and Przemysław Zieliński
SIAM Journal on Numerical Analysis 55 (6) 2745 (2017)
https://doi.org/10.1137/16M1066658

Rare event computation in deterministic chaotic systems using genealogical particle analysis

J Wouters and F Bouchet
Journal of Physics A: Mathematical and Theoretical 49 (37) 374002 (2016)
https://doi.org/10.1088/1751-8113/49/37/374002

On particle Gibbs samplers

P. Del Moral, R. Kohn and F. Patras
Annales de l'Institut Henri Poincaré, Probabilités et Statistiques 52 (4) (2016)
https://doi.org/10.1214/15-AIHP695

Many-Electron Approaches in Physics, Chemistry and Mathematics

Eric Cancès
Mathematical Physics Studies, Many-Electron Approaches in Physics, Chemistry and Mathematics 393 (2014)
https://doi.org/10.1007/978-3-319-06379-9_22

A lognormal central limit theorem for particle approximations of normalizing constants

Jean Bérard, Pierre Del Moral and Arnaud Doucet
Electronic Journal of Probability 19 (none) (2014)
https://doi.org/10.1214/EJP.v19-3428

Numerical analysis of parallel replica dynamics

Gideon Simpson and Mitchell Luskin
ESAIM: Mathematical Modelling and Numerical Analysis 47 (5) 1287 (2013)
https://doi.org/10.1051/m2an/2013068

Simulating structural transitions by direct transition current sampling: The example of LJ38

Massimiliano Picciani, Manuel Athènes, Jorge Kurchan and Julien Tailleur
The Journal of Chemical Physics 135 (3) (2011)
https://doi.org/10.1063/1.3609972

Simulating Rare Events in Dynamical Processes

Cristian Giardina, Jorge Kurchan, Vivien Lecomte and Julien Tailleur
Journal of Statistical Physics 145 (4) 787 (2011)
https://doi.org/10.1007/s10955-011-0350-4

A backward particle interpretation of Feynman-Kac formulae

Pierre Del Moral, Arnaud Doucet and Sumeetpal S. Singh
ESAIM: Mathematical Modelling and Numerical Analysis 44 (5) 947 (2010)
https://doi.org/10.1051/m2an/2010048

An introduction to probabilistic methods with applications

Pierre Del Moral and Nicolas G. Hadjiconstantinou
ESAIM: Mathematical Modelling and Numerical Analysis 44 (5) 805 (2010)
https://doi.org/10.1051/m2an/2010043