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)
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)
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)
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)
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)
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)
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)
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)
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)
Subscribe to