Sequential Monte Carlo Methods
Doucet, A
Encyclopedia of Statistical Sciences
(15 Dec 2005)
Non-linear Markov Chain Monte Carlo
Andrieu, C
Jasra, A
Doucet, A
Del Moral, P
ESAIM Proceedings
volume 19
79-84
(30 Oct 2007)
Convergence of the equi-energy sampler
Andrieu, C
Jasra, A
Doucet, A
Del Moral, P
ESAIM Proceedings
volume 19
1-5
(30 Oct 2007)
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
(01 Jan 2017)
Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator
Doucet, A
Pitt, M
Deligiannidis, G
Kohn, R
(05 Oct 2012)
Sequential Monte Carlo Samplers CUED Technical Report
Del Moral, P
Doucet, A
Peters, G
(01 Jan 2004)
Sequential Monte Carlo for Bayesian Computation
Moral, P
Doucet, A
Jasra, A
Bayesian Statistics 8
125-158
(19 Jul 2007)
An Adaptive Interacting Wang-Landau Algorithm for Automatic Density Exploration
Bornn, L
Jacob, P
Del Moral, P
Doucet, A
(17 Sep 2011)
From denoising diffusions to denoising Markov models
Benton, J
Shi, Y
De Bortoli, V
Deligiannidis, G
Doucet, A
Journal of the Royal Statistical Society Series B (Statistical Methodology)
volume 86
issue 2
286-301
(12 Apr 2024)
Diffusion Schrödinger Bridges for Bayesian Computation
Heng, J
De Bortoli, V
Doucet, A
Statistical Science
volume 39
issue 1
(01 Feb 2024)