科研兴趣

Stochastic Systems, Monte Carlo Methods, Nonlinear Filtering, Probability Theory, Particle Systems, Statistical Inference

高等教育

1989-         Master in Pure Maths, Phd Signal Processing LAAS-CNRS 94

工作经历

2024 - Present INRIA Research Director (Exceptional Class - DRCE)

2024.3 - 2024.4 Nelder Fellow, Mathematics Department, Imperial College, London (March-April 2024)

2017 -          Simons CRM Professor, Montréal Mathematical Research Center

2016 -          Medallion Lecturer, World Congress in Probability and Statistics, Fields Institute, Toronto

2014 - 2016 Professor of Mathematics & Statistics, UNSW Sydney, Australia

2011 - 2014 Professor, Applied Mathematical Center, Ecole Polytechnique, Palaiseau

2009 - 2010 Head of the Probability and Statistics Team, Bordeaux Mathematics Institute

2007 - Present INRIA First Class Research Director

2004 - 2007 Professor of Mathematics, Laboratory J.A. Dieudonné, University of Nice-Sophia Antipolis

2002 - 2003 Invited Professor, Department of Statistics, Purdue University

2001 -          Invited Professor, ORFE, Princeton University

1995 - 2004 CNRS Research Fellow (CR1 CNRS) in Mathematics and Physics

1994 - 1995 Lecturer in Mathematics, Ecole Nationale Supérieure de l'Aéronautique et de l'Espace, Toulouse

1993 - 1995 Research Engineer, DIGILOG-STERIA

社会兼职

2019 – Present Associate Editor, Annals of Applied Probability

2018 – Present Associate Editor, Foundations of Data Science

2009 – 2018 Associate Editor, Applied Mathematics and Optimization

                     Associate Editor, Revista de Matematica: Teoria y aplicaciones

2010-           Guest Editor (with N. Hadjiconstantinou, MIT), ESAIM M2AN: Special Volume on Probability and PDE's

2006 – 2012 Chief Editor (with J.F. Gerbeau and E. Cances), ESAIM Proceedings

2006 – 2009 Associate Editor, Stochastic Processes and their Applications

2001 – Present Associate Editor, Stochastic Analysis and Applications

代表性论文

[1] Del Moral, P., A. Doucet, and A. Jasra. (2006). Sequential Monte Carlo samplers. Journal of the Royal Statistical Society 68(3):411-436.

[2] Del Moral, P., Doucet, A., & Jasra, A. (2012). An adaptive sequential Monte Carlo method for approximate Bayesian computation. Statistics and Computing, 22(5), 1009-1020.

[3] Carvalho, H., Del Moral, P., Monin, A., & Salut, G. (1997). Optimal nonlinear filtering in GPS/INS integration. IEEE Transactions on Aerospace and Electronic Systems, 33(3), 835-850.

[4] Del Moral, P., Jacod, J. , and Protter, P. (2001). The Monte Carlo method for filtering with discrete-time observations. Probability Theory and Related Fields 120(3): 346-368.

[5] Del Moral, P., Garnier, J. (2005). Genealogical particle analysis of rare events. Probability Theory and Related Fields 15(4):2496–2534.

[6] Del Moral, P. (1998). Measure-valued processes and interacting particle systems. Application to nonlinear filtering problems. The Annals of Applied Probability, 8(2), 438-495.

[7] Del Moral, P. & Guionnet, A. (1999). Central limit theorem for nonlinear filtering and interacting particle systems. Annals of Applied Probability 9(2): 275-297.

[8] Del Moral, P., & Miclo, L. (1999). On the convergence and applications of generalized simulated annealing. SIAM Journal on Control and Optimization, 37(4), 1222-1250.

[9] Del Moral, P., Guionnet, A. (1998). Large deviations for interacting particle systems: applications to non-linear filtering. Stochastic Processes & Their Applications 78(1): 69-95.

[10] Bishop, A. N., Del Moral, P., Kamatani, K., & Remillard, B. (2019). On one-dimensional Riccati diffusions. The Annals of Applied Probability, 29(2), 1127-1187.