Optimisation of particle filters using simultaneous perturbation stochastic approximation
Chan, B
Doucet, A
Tadic, V
ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
volume 6
681-684
(01 Jan 2003)
Online Expectation-Maximization type algorithms for parameter estimation in general state space models
Andrieu, C
Doucet, A
ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
volume 6
69-72
(01 Jan 2003)
Discussion on the paper by Brooks, Giudici and Roberts
Robert, C
Meng, X
Møller, J
Rosenthal, J
Jennison, C
Hurn, M
Al-Awadhi, F
McCullagh, P
Andrieu, C
Doucet, A
Dellaportas, P
Papageorgiou, I
Ehlers, R
Erosheva, E
Fienberg, S
Forster, J
Gill, R
Friel, N
Green, P
Hastie, D
King, R
Künsch, H
Lazar, N
Osinski, C
Journal of the Royal Statistical Society. Series B: Statistical Methodology
volume 65
issue 1
39-55
(01 Oct 2003)
On sequential Monte Carlo sampling methods for Bayesian filtering
Doucet, A
Godsill, S
Andrieu, C
Statistics and Computing
volume 10
issue 3
197-208
(01 Jan 2000)
Simulated annealing for maximum A Posteriori parameter estimation of Hidden Markov models
Andrieu, C
Doucet, A
IEEE Transactions on Information Theory
volume 46
issue 3
994-1004
(01 May 2000)
Stochastic sampling algorithms for state estimation of jump Markov linear systems
Doucet, A
Logothetis, A
Krishnamurthy, V
IEEE Transactions on Automatic Control
volume 45
issue 2
188-202
(03 Dec 2000)
Robust full Bayesian methods for neural networks
Andrieu, C
de Freitas, J
Doucet, A
ADVANCES IN NEURAL INFORMATION PROCESSING SYSTEMS 12
volume 12
379-385
(2000)
https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=elements_prod_1&SrcAuth=WosAPI&KeyUT=WOS:000165048700054&DestLinkType=FullRecord&DestApp=WOS_CPL
Bayesian deconvolution of noisy filtered point processes
Andrieu, C
Barat, É
Doucet, A
IEEE Transactions on Signal Processing
volume 49
issue 1
134-146
(01 Jan 2001)
Model selection by MCMC computation
Andrieu, C
Djuricó, P
Doucet, A
Signal Processing
volume 81
issue 1
19-37
(01 Jan 2001)
Maximum a posteriori sequence estimation using Monte Carlo particle filters
Godsill, S
Doucet, A
West, M
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS
volume 53
issue 1
82-96
(2001)
https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=elements_prod_1&SrcAuth=WosAPI&KeyUT=WOS:000167624700007&DestLinkType=FullRecord&DestApp=WOS_CPL