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)
Authors’ reply to the Discussion of ‘From denoising diffusions to denoising Markov models’ at the Discussion Meeting on ‘Probabilistic and statistical aspects of machine learning’
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
335-339
(12 Apr 2024)
An inductive model of technological progress
Enos, J
Etheridge, A
Prometheus
volume 28
issue 1
5-13
(01 Mar 2010)
Decentralised Finance and Automated Market Making: Predictable Loss and Optimal Liquidity Provision
Cartea, Á
Drissi, F
Monga, M
(01 Jan 2022)