On the
concentration of Feynman-Kac particle models
Pierre Del Moral
INRIA de Bordeaux Sud-Ouest
This talk is concerned with the concentration properties of Feynman-Kac
type interacting particle models arising in physics, biology and
engineering
science. We discuss non-asymptotic concentration inequalities including
uniform exponential estimates with respect to the time parameter. We
also
illustrate the applications of these results in the context of Quantum
Monte
Carlo methods and genetic population models.