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Genealogical and Interacting Particle Models

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

Abstract

This chapter is devoted to particle interpretations of Feynman-Kac models. From the discussion given in the introduction, these particle models can be sought in many different ways, depending on the application we have in mind. For this reason, we have chosen to describe these models as an abstract stochastic linearization technique for solving nonlinear and measure-valued equations. The second part of this chapter is concerned with genealogical tree-based particle interpretations of Feynman-Kac models in path space.

Keywords

Particle Model Path Space Markov Transition Particle Approximation Markov Kernel 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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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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