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)
Interacting Markov chain Monte Carlo methods for solving nonlinear measure-valued equations
Del Moral, P
Doucet, A
Annals of Applied Probability
volume 20
issue 2
593-639
(2010)
Sequentially interacting Markov chain Monte Carlo methods
Brockwell, A
Del Moral, P
Doucet, A
Annals of Statistics
volume 38
issue 6
3387-3411
(2010)
Particle approximations of the score and observed information matrix in state space models with application to parameter estimation
Poyiadjis, G
Doucet, A
Singh, S
Biometrika
volume 98
issue 1
65-80
(2011)
On nonlinear Markov chain Monte Carlo
Andrieu, C
Jasra, A
Doucet, A
Del Moral, P
Bernoulli
volume 17
issue 3
987-1014
(01 Jan 2011)
Inference for Lévy-Driven Stochastic Volatility Models via Adaptive Sequential Monte Carlo
Jasra, A
Stephens, D
Doucet, A
Tsagaris, T
Scandinavian Journal of Statistics
volume 38
issue 1
1-22
(01 Mar 2011)
On the conditional distributions of spatial point processes
Caron, F
Moral, P
Doucet, A
Pace, M
Advances in Applied Probability
volume 43
issue 2
301-307
(01 Jun 2011)
An adaptive sequential Monte Carlo method for approximate Bayesian computation
Del Moral, P
Doucet, A
Jasra, A
Statistics and Computing
1-12
(2011)