Efficient block sampling strategies for sequential Monte Carlo methods
Doucet, A
Briers, M
Sénécal, S
Journal of Computational and Graphical Statistics
volume 15
issue 3
693-711
(01 Sep 2006)
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)
https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=elements_prod_1&SrcAuth=WosAPI&KeyUT=WOS:000207827500003&DestLinkType=FullRecord&DestApp=WOS_CPL
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)
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)
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)
Bayesian Inference for Dynamic Models with Dirichlet Process Mixtures
Caron, F
Davy, M
Doucet, A
Duflos, E
Vanheeghe, P
209-230
(01 Jul 2006)
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)
A framework for kernel-based multi-category classification
Hill, S
Doucet, A
Journal of Artificial Intelligence Research
volume 30
525-564
(01 Jan 2007)
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)
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)
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