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)
doi:10.1007/s11009-006-8552-y
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)
doi:10.1198/106186006X142744
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)
doi:10.21314/JOP.2007.031
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)
doi:10.1016/j.ejor.2006.02.023
Simulation-based optimal sensor scheduling with application to observer trajectory planning
Singh, S
Kantas, N
Vo, B
Doucet, A
Evans, R
Automatica
volume 43
issue 5
817-830
(01 May 2007)
doi:10.1016/j.automatica.2006.11.019
Sharp propagation of chaos estimates for Feynman-kac particle models
Del Moral, P
Doucet, A
Peters, G
Theory of Probability and its Applications
volume 51
issue 3
459-485
(25 Oct 2007)
doi:10.1137/S0040585X97982529
Bayesian inference for linear dynamic models with Dirichlet process mixtures
Caron, F
Davy, M
Doucet, A
Duflos, E
Vanheeghe, P
IEEE Transactions on Signal Processing
volume 56
issue 1
71-84
(01 Jan 2008)
doi:10.1109/TSP.2007.900167
Bayesian inference for dynamic models with dirichlet process mixtures
Caron, F
Davy, M
Doucet, A
Duflos, E
Vanheeghe, P
2006 9th International Conference on Information Fusion Fusion
(01 Dec 2006)
doi:10.1109/ICIF.2006.301580
SMC samplers for Bayesian optimal nonlinear design
Kück, H
De Freitas, N
Doucet, A
Nsspw Nonlinear Statistical Signal Processing Workshop 2006
99-102
(01 Jan 2006)
doi:10.1109/NSSPW.2006.4378829
A framework for kernel-based multi-category classification
Hill, S
Doucet, A
Journal of Artificial Intelligence Research
volume 30
525-564
(01 Jan 2007)
doi:10.1613/jair.2251