Non-linear Markov Chain Monte Carlo
 Andrieu, C Jasra, A Doucet, A Del Moral, P ESAIM Proceedings volume 19 79-84 (30 Oct 2007) doi:10.1051/proc:071911
Convergence of the equi-energy sampler
 Andrieu, C Jasra, A Doucet, A Del Moral, P ESAIM Proceedings volume 19 1-5 (30 Oct 2007) doi:10.1051/proc:071901
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 (01 Jan 2017) doi:10.2139/ssrn.2980408
Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator
 Doucet, A Pitt, M Deligiannidis, G Kohn, R (05 Oct 2012) doi:10.48550/arxiv.1210.1871
Sequential Monte Carlo Samplers CUED Technical Report
 Del Moral, P Doucet, A Peters, G (01 Jan 2004) doi:10.2139/ssrn.3841065
An Adaptive Interacting Wang-Landau Algorithm for Automatic Density Exploration
 Bornn, L Jacob, P Del Moral, P Doucet, A (17 Sep 2011) doi:10.48550/arxiv.1109.3829
From denoising diffusions to denoising Markov models
 Benton, J Shi, Y De Bortoli, V Deligiannidis, G Doucet, A Journal of the Royal Statistical Society Series B (Statistical Methodology) volume 86 issue 2 286-301 (12 Apr 2024) doi:10.1093/jrsssb/qkae005
Diffusion Schrödinger Bridges for Bayesian Computation
 Heng, J De Bortoli, V Doucet, A Statistical Science volume 39 issue 1 (01 Feb 2024) doi:10.1214/23-sts908
Authors’ reply to the Discussion of ‘From denoising diffusions to denoising Markov models’ at the Discussion Meeting on ‘Probabilistic and statistical aspects of machine learning’
 Benton, J Shi, Y De Bortoli, V Deligiannidis, G Doucet, A Journal of the Royal Statistical Society Series B (Statistical Methodology) volume 86 issue 2 335-339 (12 Apr 2024) doi:10.1093/jrsssb/qkae010
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