Calibration and filtering for multi factor commodity models with seasonality: incorporating panel data from futures contracts
Peters, G
Briers, M
Shevchenko, P
Doucet, A
(29 May 2011)
Perfect simulation for the Feynman-Kac law on the path space
Andrieu, C
Chopin, N
Doucet, A
Rubenthaler, S
(01 Oct 2012)
Asynchronous Anytime Sequential Monte Carlo
Paige, B
Wood, F
Doucet, A
Teh, Y
(10 Jul 2014)
Particle Gibbs Split-Merge Sampling for Bayesian Inference in Mixture Models
Bouchard-Côté, A
Doucet, A
Roth, A
(11 Aug 2015)
On embedded hidden Markov models and particle Markov chain Monte Carlo methods
Finke, A
Doucet, A
Johansen, A
(27 Oct 2016)
A Backward Particle Interpretation of Feynman-Kac Formulae
Del Moral, P
Doucet, A
Singh, S
(18 Aug 2009)
Sequentially interacting Markov chain Monte Carlo methods
Brockwell, A
Del Moral, P
Doucet, A
(12 Nov 2012)
Reversible Jump MCMC Simulated Annealing for Neural Networks
Andrieu, C
de Freitas, N
Doucet, A
(16 Jan 2013)
Perfect simulation using atomic regeneration with application to Sequential Monte Carlo
Lee, A
Doucet, A
Łatuszyński, K
(22 Jul 2014)
Gibbs flow for approximate transport with applications to Bayesian computation
Heng, J
Doucet, A
Pokern, Y
(29 Sep 2015)