A new class of interacting Markov chain Monte Carlo methods
Del Moral, P Doucet, A Comptes Rendus Mathematique volume 348 issue 1-2 79-83 (01 Jan 2010) doi:10.1016/j.crma.2009.11.006
An efficient computational approach for prior sensitivity analysis and cross-validation
Bornn, L Doucet, A Gottardo, R Canadian Journal of Statistics volume 38 issue 1 47-64 (01 Jan 2010) doi:10.1002/cjs.10045
Particle Markov chain Monte Carlo methods
Andrieu, C Doucet, A Holenstein, R Journal of the Royal Statistical Society. Series B: Statistical Methodology volume 72 issue 3 269-342 (2010) doi:10.1111/j.1467-9868.2009.00736.x
A backward particle interpretation of Feynman-Kac formulae
Del Moral, P Doucet, A Singh, S ESAIM Mathematical Modelling and Numerical Analysis volume 44 issue 5 947-975 (01 Jan 2010) doi:10.1051/m2an/2010048
On solving integral equations using Markov chain Monte Carlo methods
Doucet, A Johansen, A Tadić, V Applied Mathematics and Computation volume 216 issue 10 2869-2880 (15 Jul 2010) doi:10.1016/j.amc.2010.03.138
On the conditional distributions of spatial point processes
Caron, F Moral, P Doucet, A Pace, M Advances in Applied Probability volume 43 issue 2 301-307 (01 Jun 2011) doi:10.1239/aap/1308662479
Interacting Markov chain Monte Carlo methods for solving nonlinear measure-valued equations
Del Moral, P Doucet, A Annals of Applied Probability volume 20 issue 2 593-639 (2010) doi:10.1214/09-AAP628
Sequentially interacting Markov chain Monte Carlo methods
Brockwell, A Del Moral, P Doucet, A Annals of Statistics volume 38 issue 6 3387-3411 (2010) doi:10.1214/09-AOS747
Particle approximations of the score and observed information matrix in state space models with application to parameter estimation
Poyiadjis, G Doucet, A Singh, S Biometrika volume 98 issue 1 65-80 (2011) doi:10.1093/biomet/asq062
On nonlinear Markov chain Monte Carlo
Andrieu, C Jasra, A Doucet, A Del Moral, P Bernoulli volume 17 issue 3 987-1014 (01 Jan 2011) doi:10.3150/10-BEJ307
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