Efficient particle filtering for jump Markov systems. Application to time-varying autoregressions
Andrieu, C Davy, M Doucet, A IEEE Transactions on Signal Processing volume 51 issue 7 1762-1770 (01 Jul 2003) doi:10.1109/TSP.2003.810284
Parameter estimation in general state-space models using particle methods
Doucet, A Tadić, V Annals of the Institute of Statistical Mathematics volume 55 issue 2 409-422 (27 Oct 2003) doi:10.1023/A:1026390323638
Maintaining multi-modality through mixture tracking
Vermaak, J Doucet, A Pérez, P Proceedings of the IEEE International Conference on Computer Vision volume 2 1110-1116 (01 Jan 2003) doi:10.1109/iccv.2003.1238473
A new class of soft MIMO demodulation algorithms
Dong, B Wang, X Doucet, A IEEE Transactions on Signal Processing volume 51 issue 11 2752-2763 (01 Nov 2003) doi:10.1109/TSP.2003.818155
Particle methods for change detection, system identification, and control
Andrieu, C Doucet, A Singh, S Tadić, V Proceedings of the IEEE volume 92 issue 3 423-438 (01 Jan 2004) doi:10.1109/JPROC.2003.823142
Computational advances for and from Bayesian analysis
Andrieu, C Doucet, A Robert, C Statistical Science volume 19 issue 1 118-127 (01 Jan 2004) doi:10.1214/088342304000000071
Monte carlo smoothing for nonlinear time series
Godsill, S Doucet, A West, M Journal of the American Statistical Association volume 99 issue 465 156-168 (01 Mar 2004) doi:10.1198/016214504000000151
Reversible jump Markov chain Monte Carlo strategies for Bayesian model selection in autoregressive processes
Vermaak, J Andrieu, C Doucet, A Godsill, S Journal of Time Series Analysis volume 25 issue 6 785-809 (01 Nov 2004) doi:10.1111/j.1467-9892.2004.00380.x
Particle motions in absorbing medium with hard and soft obstacles
Del Moral, P Doucet, A STOCHASTIC ANALYSIS AND APPLICATIONS volume 22 issue 5 1175-1207 (2004) doi:10.1081/SAP-200026444
Smoothing algorithms for state-space models
Briers, M Doucet, A Maskell, S Annals of the Institute of Statistical Mathematics volume 62 issue 1 61-89 (01 Feb 2010) doi:10.1007/s10463-009-0236-2
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