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)
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)
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