Genealogies and increasing propagation of chaos for Feynman-Kac and genetic models.

zbMath1040.60031MaRDI QIDQ1872412

Laurent Miclo, Pierre Del Moral

Publication date: 6 May 2003

Published in: The Annals of Applied Probability (Search for Journal in Brave)

zbMATH Keywords

genetic algorithmsfilteringinteracting particle systems

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time Markov processes on general state spaces (60J05) Signal detection and filtering (aspects of stochastic processes) (60G35) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Functional limit theorems; invariance principles (60F17)

Related Items (15)

Particle methods: An introduction with applications ⋮ Asymptotic genealogies of interacting particle systems with an application to sequential Monte Carlo ⋮ Weak convergence of non-neutral genealogies to Kingman's coalescent ⋮ Hierarchies, entropy, and quantitative propagation of chaos for mean field diffusions ⋮ Exponential ergodicity and propagation of chaos for path-distribution dependent stochastic Hamiltonian system ⋮ On the stability of positive semigroups ⋮ On backward smoothing algorithms ⋮ On the Foundations and the Applications of Evolutionary Computing ⋮ Particle approximations of Lyapunov exponents connected to Schrödinger operators and Feynman–Kac semigroups ⋮ A duality formula and a particle Gibbs sampler for continuous time Feynman-Kac measures on path spaces ⋮ On the anticipative nonlinear filtering problem and its stability ⋮ Interacting sequential Monte Carlo samplers for trans-dimensional simulation ⋮ Quantitative approximate independence for continuous mean field Gibbs measures ⋮ Uniform Stability of a Particle Approximation of the Optimal Filter Derivative ⋮ The quasispecies regime for the simple genetic algorithm with ranking selection

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