F. Cerou and &. A. Guyader, Adaptive Multilevel Splitting for Rare Event Analysis, Stochastic Analysis and Applications, vol.23, issue.2, pp.417-433, 2007.
DOI : 10.1214/aop/1176990746

URL : https://hal.archives-ouvertes.fr/inria-00000403

J. Cornebise, ´. E. Moulines, and &. J. Olsson, Adaptive methods for sequential importance sampling with??application to state space models, Statistics and Computing, vol.85, issue.4, 2008.
DOI : 10.1007/s11222-008-9089-4

URL : https://hal.archives-ouvertes.fr/hal-00259951

G. E. Crooks, Nonequilibrium measurements of free energy differences for microscopically reversible Markovian systems, Journal of Statistical Physics, vol.90, issue.5/6, pp.1481-1487, 1998.
DOI : 10.1023/A:1023208217925

P. and D. Moral, Measure valued processes and interacting particle systems. Application to non linear filtering problems, Ann. Appl. Probab, vol.8, pp.438-495, 1998.

P. and D. Moral, Feynman-Kac formulae. Genealogical and interacting particle systems, 2004.
URL : https://hal.archives-ouvertes.fr/hal-00426415

P. , D. Moral, and &. J. Jacod, Interacting particle filtering with discrete-time observations: asymptotic behaviour in the Gaussian case, Stochastics in finite and infinite dimensions Trends in mathematics, Birkhäuser, pp.101-123, 2000.

P. , D. Moral, and &. L. Miclo, Branching and Interacting Particle Systems Approximations of Feynman-Kac Formulae, Lecture Notes in Mathematics, vol.1729, pp.1-145, 2000.

P. D. Moral, A. Doucet, and &. A. Jasra, Sequential Monte Carlo samplers, Journal of the Royal Statistical Society: Series B (Statistical Methodology), vol.55, issue.3, pp.411-436, 2006.
DOI : 10.1111/1467-9868.00095

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

A. Doucet, N. De-freitas, and &. N. Gordon, Sequential Monte Carlo methods in pratice, Series: Statistics for Engineering and Information Science, 2001.

C. Jarzynski, Equilibrium free-energy differences from nonequilibrium measurements: A master-equation approach, Physical Review E, vol.56, issue.5, pp.5018-5035, 1997.
DOI : 10.1103/PhysRevE.56.5018

A. Jasra, D. A. Stephens, A. Doucet, and &. T. Tsagaris, Inference for L??vy-Driven Stochastic Volatility Models via Adaptive Sequential Monte Carlo, Scandinavian Journal of Statistics, vol.127, issue.1, 2008.
DOI : 10.1111/j.1467-9469.2010.00723.x

J. S. Liu, Monte Carlo methods for scientific computing, 2001.

J. S. Liu and &. R. Chen, Blind Deconvolution via Sequential Imputations, Journal of the American Statistical Association, vol.23, issue.430, pp.567-576, 1995.
DOI : 10.1002/9780470316696

M. Rousset and &. G. Stoltz, Equilibrium Sampling From Nonequilibrium Dynamics, Journal of Statistical Physics, vol.22, issue.3, pp.1251-1272, 2006.
DOI : 10.1007/s10955-006-9090-2

I. Centre-de-recherche, ?. Grenoble, and . Rhône-alpes, Europe -38334 Montbonnot Saint-Ismier Centre de recherche INRIA Lille ? Nord Europe : Parc Scientifique de la Haute Borne -40, avenue Halley -59650 Villeneuve d'Ascq Centre de recherche INRIA Nancy ? Grand Est : LORIA, Technopôle de Nancy-Brabois -Campus scientifique 615, rue du Jardin Botanique -BP 101 -54602 Villers-lès-Nancy Cedex Centre de recherche INRIA Paris ? Rocquencourt : Domaine de Voluceau -Rocquencourt -BP 105 -78153 Le Chesnay Cedex Centre de recherche INRIA Rennes ? Bretagne Atlantique : IRISA, Campus universitaire de Beaulieu -35042 Rennes Cedex Centre de recherche INRIA Saclay ? Île-de-France, des Vignes : 4, rue Jacques Monod -91893 Orsay Cedex Centre de recherche INRIA, pp.105-78153, 2004.