A new class of interacting Markov chain Monte Carlo methods
 Del Moral, P Doucet, A Comptes Rendus Mathematique volume 348 issue 1-2 79-83 (01 Jan 2010)
An efficient computational approach for prior sensitivity analysis and cross-validation
 Bornn, L Doucet, A Gottardo, R Canadian Journal of Statistics volume 38 issue 1 47-64 (01 Jan 2010)
Particle Markov chain Monte Carlo methods
 Andrieu, C Doucet, A Holenstein, R Journal of the Royal Statistical Society. Series B: Statistical Methodology volume 72 issue 3 269-342 (2010)
A backward particle interpretation of Feynman-Kac formulae
 Del Moral, P Doucet, A Singh, S ESAIM: Mathematical Modelling and Numerical Analysis volume 44 issue 5 947-975 (01 Jan 2010)
On solving integral equations using Markov chain Monte Carlo methods
 Doucet, A Johansen, A Tadić, V Applied Mathematics and Computation volume 216 issue 10 2869-2880 (15 Jul 2010)
Interacting Markov chain Monte Carlo methods for solving nonlinear measure-valued equations
 Del Moral, P Doucet, A Annals of Applied Probability volume 20 issue 2 593-639 (2010)
Sequentially interacting Markov chain Monte Carlo methods
 Brockwell, A Del Moral, P Doucet, A Annals of Statistics volume 38 issue 6 3387-3411 (2010)
Particle approximations of the score and observed information matrix in state space models with application to parameter estimation
 Poyiadjis, G Doucet, A Singh, S Biometrika volume 98 issue 1 65-80 (2011)
On nonlinear Markov chain Monte Carlo
 Andrieu, C Jasra, A Doucet, A Del Moral, P Bernoulli volume 17 issue 3 987-1014 (01 Jan 2011)
Inference for Lévy-Driven Stochastic Volatility Models via Adaptive Sequential Monte Carlo
 Jasra, A Stephens, D Doucet, A Tsagaris, T Scandinavian Journal of Statistics volume 38 issue 1 1-22 (01 Mar 2011)
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