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
Stability of sequential Monte Carlo samplers via the Foster-Lyapunov condition
 Jasra, A Doucet, A STATISTICS & PROBABILITY LETTERS volume 78 issue 17 3062-3069 (2008) doi:10.1016/j.spl.2008.05.023
Particle methods for maximum likelihood estimation in latent variable models
 Johansen, A Doucet, A Davy, M Statistics and Computing volume 18 issue 1 47-57 (01 Mar 2008) doi:10.1007/s11222-007-9037-8
A note on convergence of the equi-energy sampler
 Andrieu, C Jasra, A Doucet, A Del Moral, P Stochastic Analysis and Applications volume 26 issue 2 298-312 (01 Mar 2008) doi:10.1080/07362990701857178
A note on auxiliary particle filters
 Johansen, A Doucet, A Statistics and Probability Letters volume 78 issue 12 1498-1504 (01 Sep 2008) doi:10.1016/j.spl.2008.01.032
Particle-method-based formulation of risk-sensitive filter
 Sadhu, S Bhaumik, S Doucet, A Ghoshal, T Signal Processing volume 89 issue 3 314-319 (01 Mar 2009) doi:10.1016/j.sigpro.2008.09.006
A functional central limit theorem for a class of interacting Markov chain monte carlo methods
 Bercu, B Del Moral, P Electronic Journal of Probability volume 14 2130-2155 (01 Jan 2009) doi:10.1214/EJP.v14-701
A Bayesian exploration-exploitation approach for optimal online sensing and planning with a visually guided mobile robot
 Martinez-Cantin, R De Freitas, N Brochu, E Castellanos, J Doucet, A Autonomous Robots volume 27 issue 2 93-103 (01 Aug 2009) doi:10.1007/s10514-009-9130-2
Sequential Monte Carlo methods for diffusion processes
 Jasra, A Doucet, A Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences volume 465 issue 2112 3709-3727 (08 Dec 2009) doi:10.1098/rspa.2009.0206
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