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
(01 Jan 2004)
A Rao-Blackwellized particle filter for INS/GPS integration
Giremus, A
Doucet, A
Calmettes, V
Tourneret, J
ICASSP IEEE International Conference on Acoustics Speech and Signal Processing Proceedings
volume 3
III964-III967
(28 Sep 2004)
Probability hypothesis density filter versus multiple hypothesis tracking
Panta, K
Vo, B
Singh, S
Doucet, A
Proceedings of SPIE - The International Society for Optical Engineering
volume 5429
284-295
(02 Dec 2004)
An overview of Sequential Monte Carlo methods for parameter estimation in general state-space models
Kantas, N
Doucet, A
Singh, S
MacIejowski, J
IFAC Proceedings Volumes (IFAC-PapersOnline)
volume 15
issue PART 1
774-785
(01 Jan 2009)
Optimisation of particle filters using simultaneous perturbation stochastic approximation
Chan, B
Doucet, A
Tadic, V
ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
volume 6
681-684
(01 Jan 2003)
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)
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)
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)
Stochastic sampling algorithms for state estimation of jump Markov linear systems
Doucet, A
Logothetis, A
Krishnamurthy, V
IEEE Transactions on Automatic Control
volume 45
issue 2
188-202
(03 Dec 2000)