Online Expectation-Maximization type algorithms for parameter estimation in general state space models
 Andrieu, C Doucet, A ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings volume 6 69-72 (01 Jan 2003)
Discussion on the paper by Brooks, Giudici and Roberts
 Robert, C Meng, X Møller, J Rosenthal, J Jennison, C Hurn, M Al-Awadhi, F McCullagh, P Andrieu, C Doucet, A Dellaportas, P Papageorgiou, I Ehlers, R Erosheva, E Fienberg, S Forster, J Gill, R Friel, N Green, P Hastie, D King, R Künsch, H Lazar, N Osinski, C Journal of the Royal Statistical Society Series B Statistical Methodology volume 65 issue 1 39-55 (01 Oct 2003) doi:10.1111/1467-9868.03712
On sequential Monte Carlo sampling methods for Bayesian filtering
 Doucet, A Godsill, S Andrieu, C Statistics and Computing volume 10 issue 3 197-208 (01 Jan 2000) doi:10.1023/A:1008935410038
Simulated annealing for maximum A Posteriori parameter estimation of Hidden Markov models
 Andrieu, C Doucet, A IEEE Transactions on Information Theory volume 46 issue 3 994-1004 (01 May 2000) doi:10.1109/18.841176
Stochastic sampling algorithms for state estimation of jump Markov linear systems
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Bayesian deconvolution of noisy filtered point processes
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Maximum a posteriori sequence estimation using Monte Carlo particle filters
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Particle filters for state estimation of jump Markov linear systems
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