Book Review: Nonlinear Time Series: Theory, methods, and applications with R examples, by Randal Douc, Eric Moulines, David S. Stoffer
Caron, F
Statistics and Computing
volume 26
issue 1-2
571-572
(14 Jan 2016)
doi:10.1007/s11222-015-9575-4
Efficient Bayesian Inference for Generalized Bradley-Terry Models
Caron, F
Doucet, A
(08 Nov 2010)
doi:10.48550/arxiv.1011.1761
Sparsity-Promoting Bayesian Dynamic Linear Models
Caron, F
Bornn, L
Doucet, A
(01 Mar 2012)
doi:10.48550/arxiv.1203.0106
On the Stability and the Approximation of Branching Distribution Flows, with Applications to Nonlinear Multiple Target Filtering
Caron, F
Del Moral, P
Pace, M
Ba-Ngu, V
(09 Sep 2010)
doi:10.48550/arxiv.1009.1845
The Correlated Pseudo-Marginal Method
Deligiannidis, G
Doucet, A
Pitt, M
(16 Nov 2015)
doi:10.48550/arxiv.1511.04992
Piecewise-Deterministic Markov Chain Monte Carlo
Vanetti, P
Bouchard-Côté, A
Deligiannidis, G
Doucet, A
(17 Jul 2017)
doi:10.48550/arxiv.1707.05296
Exponential Ergodicity of the Bouncy Particle Sampler
Deligiannidis, G
Bouchard-Côté, A
Doucet, A
(12 May 2017)
doi:10.48550/arxiv.1705.04579
Randomized Hamiltonian Monte Carlo as Scaling Limit of the Bouncy Particle Sampler and Dimension-Free Convergence Rates
Deligiannidis, G
Paulin, D
Bouchard-Côté, A
Doucet, A
(13 Aug 2018)
doi:10.48550/arxiv.1808.04299
Scalable Metropolis-Hastings for Exact Bayesian Inference with Large Datasets
Cornish, R
Vanetti, P
Bouchard-Côté, A
Deligiannidis, G
Doucet, A
(28 Jan 2019)
doi:10.48550/arxiv.1901.09881
Non-Reversible Parallel Tempering: a Scalable Highly Parallel MCMC Scheme
Syed, S
Bouchard-Côté, A
Deligiannidis, G
Doucet, A
(08 May 2019)
doi:10.48550/arxiv.1905.02939