Efficient particle filtering for jump Markov systems. Application to time-varying autoregressions
Andrieu, C
Davy, M
Doucet, A
IEEE Transactions on Signal Processing
volume 51
issue 7
1762-1770
(01 Jul 2003)
doi:10.1109/TSP.2003.810284
Parameter estimation in general state-space models using particle methods
Doucet, A
Tadić, V
Annals of the Institute of Statistical Mathematics
volume 55
issue 2
409-422
(27 Oct 2003)
doi:10.1023/A:1026390323638
Maintaining multi-modality through mixture tracking
Vermaak, J
Doucet, A
Pérez, P
Proceedings of the IEEE International Conference on Computer Vision
volume 2
1110-1116
(01 Jan 2003)
doi:10.1109/iccv.2003.1238473
A new class of soft MIMO demodulation algorithms
Dong, B
Wang, X
Doucet, A
IEEE Transactions on Signal Processing
volume 51
issue 11
2752-2763
(01 Nov 2003)
doi:10.1109/TSP.2003.818155
Particle methods for change detection, system identification, and control
Andrieu, C
Doucet, A
Singh, S
Tadić, V
Proceedings of the IEEE
volume 92
issue 3
423-438
(01 Jan 2004)
doi:10.1109/JPROC.2003.823142
Computational advances for and from Bayesian analysis
Andrieu, C
Doucet, A
Robert, C
Statistical Science
volume 19
issue 1
118-127
(01 Jan 2004)
doi:10.1214/088342304000000071
Monte carlo smoothing for nonlinear time series
Godsill, S
Doucet, A
West, M
Journal of the American Statistical Association
volume 99
issue 465
156-168
(01 Mar 2004)
doi:10.1198/016214504000000151
Reversible jump Markov chain Monte Carlo strategies for Bayesian model selection in autoregressive processes
Vermaak, J
Andrieu, C
Doucet, A
Godsill, S
Journal of Time Series Analysis
volume 25
issue 6
785-809
(01 Nov 2004)
doi:10.1111/j.1467-9892.2004.00380.x
Particle motions in absorbing medium with hard and soft obstacles
Del Moral, P
Doucet, A
STOCHASTIC ANALYSIS AND APPLICATIONS
volume 22
issue 5
1175-1207
(2004)
doi:10.1081/SAP-200026444
Smoothing algorithms for state-space models
Briers, M
Doucet, A
Maskell, S
Annals of the Institute of Statistical Mathematics
volume 62
issue 1
61-89
(01 Feb 2010)
doi:10.1007/s10463-009-0236-2