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