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 JOURNAL OF OPERATIONAL RISK volume 2 issue 3 29-58 (2007) doi:10.21314/JOP.2007.031
A policy gradient method for semi-Markov decision processes with application to call admission control
 Singh, S Tadić, V Doucet, A European Journal of Operational Research volume 178 issue 3 808-818 (01 May 2007) doi:10.1016/j.ejor.2006.02.023
Simulation-based optimal sensor scheduling with application to observer trajectory planning
 Singh, S Kantas, N Vo, B Doucet, A Evans, R Automatica volume 43 issue 5 817-830 (01 May 2007) doi:10.1016/j.automatica.2006.11.019
Sharp propagation of chaos estimates for Feynman-kac particle models
 Del Moral, P Doucet, A Peters, G Theory of Probability and its Applications volume 51 issue 3 459-485 (25 Oct 2007) doi:10.1137/S0040585X97982529
Bayesian Inference for Dynamic Models with Dirichlet Process Mixtures
 Caron, F Davy, M Doucet, A Duflos, E Vanheeghe, P 209-230 (01 Jul 2006) doi:10.1109/icif.2006.301580
SMC samplers for Bayesian optimal nonlinear design
 Kück, H De Freitas, N Doucet, A Nsspw Nonlinear Statistical Signal Processing Workshop 2006 99-102 (01 Jan 2006) doi:10.1109/NSSPW.2006.4378829
A framework for kernel-based multi-category classification
 Hill, S Doucet, A Journal of Artificial Intelligence Research volume 30 525-564 (01 Jan 2007) doi:10.1613/jair.2251
Bayesian inference for linear dynamic models with Dirichlet process mixtures
 Caron, F Davy, M Doucet, A Duflos, E Vanheeghe, P IEEE Transactions on Signal Processing volume 56 issue 1 71-84 (01 Jan 2008) doi:10.1109/TSP.2007.900167
Stability of sequential Monte Carlo samplers via the Foster-Lyapunov condition
 Jasra, A Doucet, A STATISTICS & PROBABILITY LETTERS volume 78 issue 17 3062-3069 (2008) doi:10.1016/j.spl.2008.05.023
Particle methods for maximum likelihood estimation in latent variable models
 Johansen, A Doucet, A Davy, M Statistics and Computing volume 18 issue 1 47-57 (01 Mar 2008) doi:10.1007/s11222-007-9037-8
Subscribe to