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)
Monte Carlo methids for signal processing
Doucet, A
Wang, X
IEEE SIGNAL PROCESSING MAGAZINE
volume 22
issue 6
152-170
(2005)
https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=elements_prod_1&SrcAuth=WosAPI&KeyUT=WOS:000233443200012&DestLinkType=FullRecord&DestApp=WOS_CPL
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)
Sequential Monte Carlo samplers
Del Moral, P
Doucet, A
Jasra, A
Journal of the Royal Statistical Society. Series B: Statistical Methodology
volume 68
issue 3
411-436
(01 Jun 2006)
Convergence of the SMC implementation of the PHD filte
Johansen, A
Singh, S
Doucet, A
Vo, B
Methodology and Computing in Applied Probability
volume 8
issue 2
265-291
(01 Jun 2006)
Efficient block sampling strategies for sequential Monte Carlo methods
Doucet, A
Briers, M
Sénécal, S
Journal of Computational and Graphical Statistics
volume 15
issue 3
693-711
(01 Sep 2006)
Simulation of the annual loss distribution in operational risk via Panjer recursions and Volterra integral equations for value-at-risk and expected shortfall estimation
Peters, G
Johansen, A
Doucet, A
JOURNAL OF OPERATIONAL RISK
volume 2
issue 3
29-58
(2007)
https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=elements_prod_1&SrcAuth=WosAPI&KeyUT=WOS:000207827500003&DestLinkType=FullRecord&DestApp=WOS_CPL
A policy gradient method for semi-Markov decision processes with application to call admission control
Singh, S
Tadić, V
Doucet, A
European Journal of Operational Research
volume 178
issue 3
808-818
(01 May 2007)