Feynman-Kac and Interacting Particle Recipes

  • Pierre Del Moral
Part of the Probability and its Applications book series (PIA)


This chapter offers a series of Feynman-Kac and interacting particle modeling recipes that can be combined with one another and applied to every application discussed in this book. We have chosen to present this catalog of Feynman-Kac techniques for several reasons.


Markov Chain Particle Model Markov Transition Particle Approximation Genealogical Tree 


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Copyright information

© Springer-Verlag New York, LLC 2004

Authors and Affiliations

  • Pierre Del Moral
    • 1
  1. 1.Laboratoire de Statistique et ProbabilitésUniversité Paul SabatierToulouse, Cedex 4France

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