C. Andrieu, A. Doucet, and R. Holenstein, Particle Markov chain Monte Carlo methods (with discussion), J. R. Statist. Soc. B, vol.72, pp.1-269, 2010.
DOI : 10.1111/j.1467-9868.2009.00736.x

URL : http://onlinelibrary.wiley.com/doi/10.1111/j.1467-9868.2009.00736.x/pdf

C. Andrieu, A. Lee, and M. Vihola, Uniform ergodicity of the iterated conditional SMC and geometric ergodicity of particle Gibbs samplers, Bernoulli, vol.24, issue.2, 2013.
DOI : 10.3150/15-BEJ785SUPP

R. Assaraf and M. Caffarel, A pedagogical introduction to quantum Monte Carlo, Mathematical Models and Methods for Ab Initio Quantum Chemistry, 2000.

E. Cancès, B. Jourdain, and T. Lelì-evre, QUANTUM MONTE CARLO SIMULATIONS OF FERMIONS: A MATHEMATICAL ANALYSIS OF THE FIXED-NODE APPROXIMATION, Mathematical Models and Methods in Applied Sciences, vol.9, issue.09, pp.1403-1440, 2006.
DOI : 10.1103/PhysRevLett.87.246406

O. Cappé, E. Moulines, and T. Rydèn, Inference in Hidden Markov Models, 2005.

R. Carmona, P. Del-moral, P. Hu, and N. , Oudjane An introduction to particle methods in finance in Numerical Methods in Finance, Series: Proceeding in Mathematics, vol.12, 2012.

F. Cerou, P. , and A. Guyader, A nonasymptotic theorem for unnormalized Feynman???Kac particle models, Annales de l'Institut Henri Poincar??, Probabilit??s et Statistiques, vol.47, issue.3, pp.629-649, 2011.
DOI : 10.1214/10-AIHP358

URL : https://hal.archives-ouvertes.fr/hal-00688479

H. P. Chan and T. L. Lai, A general theory of particle filters in hidden Markov models and some applications, The Annals of Statistics, vol.41, issue.6, pp.2877-2904, 2013.
DOI : 10.1214/13-AOS1172

P. and D. Moral, Feynman-Kac formulae. Genealogical and interacting particle systems with appl Probability and its Applications, 2004.
URL : https://hal.archives-ouvertes.fr/inria-00533438

P. , D. Moral, A. Doucet, and S. S. Singh, A backward interpretation of Feynman- Kac formulae, M2AN, vol.44, pp.947-975, 2010.
URL : https://hal.archives-ouvertes.fr/inria-00410165

P. , D. Moral, F. Patras, and S. Rubenthaler, Coalescent tree based functional representations for some Feynman-Kac particle models, Ann. Appl. Probab, vol.19, pp.1-50, 2009.
URL : https://hal.archives-ouvertes.fr/inria-00090246

P. , D. Moral, R. Kohn, and F. Patras, On particle Gibbs Markov chain Monte Carlo models, 2014.

P. Del-moral, P. Jacob, A. Lee, L. Murray, and G. W. , Feynman-Kac Particle Integration with Geometric Interacting Jumps, Stochastic Analysis and Applications, vol.2, issue.3, pp.830-871, 2012.
DOI : 10.1137/050640667

URL : https://hal.archives-ouvertes.fr/hal-00932222

A. Doucet, J. F. De-freitas, and N. J. Gordon-eds, Sequential Monte Carlo Methods in Practice, 2001.
DOI : 10.1007/978-1-4757-3437-9

R. Douc and E. Moulines, Limit theorems for weighted samples with applications to sequential Monte Carlo methods, The Annals of Statistics, vol.36, issue.5, pp.2344-2376, 2008.
DOI : 10.1214/07-AOS514

URL : https://hal.archives-ouvertes.fr/hal-00005896

R. Douc, A. Garivier, E. Moulines, and J. Olsson, Sequential Monte Carlo smoothing for general state space hidden Markov models, The Annals of Applied Probability, vol.21, issue.6, pp.2109-2145, 2011.
DOI : 10.1214/10-AAP735

URL : https://hal.archives-ouvertes.fr/hal-00839311

B. Jourdain, T. Lelì-evre, and M. Makrini, Diffusion Monte Carlo method: numerical analysis in a simple case, Math. Model. Num. Ana, vol.41, pp.189-213, 2007.
URL : https://hal.archives-ouvertes.fr/hal-00136428

T. Lelì-evre, M. Rousset, and G. Stoltz, Free energy computations: A mathematical perspective, 2010.

T. Lelì-evre, M. Rousset, and G. Stoltz, Computation of free energy differences through non-equilibrium stochastic dynamics: the reaction coordinate case, J

F. Lindsten, R. Douc, and E. Moulines, Uniform Ergodicity of the Particle Gibbs Sampler, Scandinavian Journal of Statistics, vol.51, issue.8, 2015.
DOI : 10.1016/j.advwatres.2012.04.002

URL : https://hal.archives-ouvertes.fr/hal-01257066

B. C. Rennie and A. J. Dobson, On stirling numbers of the second kind, Journal of Combinatorial Theory, vol.7, issue.2, pp.116-121, 1969.
DOI : 10.1016/S0021-9800(69)80045-1

M. Rousset, On the Control of an Interacting Particle Estimation of Schr??dinger Ground States, SIAM Journal on Mathematical Analysis, vol.38, issue.3, pp.824-844, 2006.
DOI : 10.1137/050640667