Stability of sequential Monte Carlo samplers via the Foster-Lyapunov condition
Jasra, A Doucet, A Statistics and Probability Letters volume 78 issue 17 3062-3069 (01 Dec 2008)
Commentary
Doucet, A Vo, B Statistica Sinica volume 19 issue 1 39-41 (01 Jan 2009)
Sequential auxiliary particle belief propagation
Briers, M Doucet, A Singh, S 2005 7th International Conference on Information Fusion, FUSION volume 1 705-711 (01 Jan 2005)
On-line parameter estimation in general state-space models
Andrieu, C Doucet, A Tadić, V Proceedings of the 44th IEEE Conference on Decision and Control, and the European Control Conference, CDC-ECC '05 volume 2005 332-337 (01 Dec 2005)
Particle methods for risk sensitive filtering
Sadhu, S Doucet, A Proceedings of INDICON 2005: An International Conference of IEEE India Council volume 2005 423-426 (01 Dec 2005)
Fast particle smoothing: If I had a million particles
Klaas, M Briers, M De Freitas, N Doucet, A Maskell, S Lang, D ICML 2006 - Proceedings of the 23rd International Conference on Machine Learning volume 2006 481-488 (06 Oct 2006)
An introduction to MCMC for machine learning
Andrieu, C De Freitas, N Doucet, A Jordan, M Machine Learning volume 50 issue 1-2 5-43 (01 Jan 2003)
Exponential forgetting and geometric ergodicity for optimal filtering in general state-space models
Tadić, V Doucet, A Stochastic Processes and their Applications volume 115 issue 8 1408-1436 (01 Aug 2005)
Sequential Monte Carlo methods for multi-target filtering with random finite sets
Vo, B Singh, S Doucet, A IEEE Transactions on Aerospace and Electronic Systems volume 41 issue 4 1224-1245 (01 Oct 2005)
Subscribe to