Particle Markov chain Monte Carlo methods
Andrieu, Christophe, Doucet, Arnaud, Holenstein, Roman
Published in Journal of the Royal Statistical Society. Series B, Statistical methodology (01.06.2010)
Published in Journal of the Royal Statistical Society. Series B, Statistical methodology (01.06.2010)
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Journal Article
Sequential Monte Carlo samplers
Del Moral, Pierre, Doucet, Arnaud, Jasra, Ajay
Published in Journal of the Royal Statistical Society. Series B, Statistical methodology (01.06.2006)
Published in Journal of the Royal Statistical Society. Series B, Statistical methodology (01.06.2006)
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Journal Article
Smoothing algorithms for state–space models
Briers, Mark, Doucet, Arnaud, Maskell, Simon
Published in Annals of the Institute of Statistical Mathematics (01.02.2010)
Published in Annals of the Institute of Statistical Mathematics (01.02.2010)
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Journal Article
On the Utility of Graphics Cards to Perform Massively Parallel Simulation of Advanced Monte Carlo Methods
Lee, Anthony, Yau, Christopher, Giles, Michael B., Doucet, Arnaud, Holmes, Christopher C.
Published in Journal of computational and graphical statistics (01.12.2010)
Published in Journal of computational and graphical statistics (01.12.2010)
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Journal Article
Inference for Lévy-Driven Stochastic Volatility Models via Adaptive Sequential Monte Carlo
JASRA, AJAY, STEPHENS, DAVID A., DOUCET, ARNAUD, TSAGARIS, THEODOROS
Published in Scandinavian journal of statistics (01.03.2011)
Published in Scandinavian journal of statistics (01.03.2011)
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Journal Article
An Introduction to MCMC for Machine Learning
Andrieu, Christophe, de Freitas, Nando, Doucet, Arnaud, Jordan, Michael I
Published in Machine learning (01.01.2003)
Published in Machine learning (01.01.2003)
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Journal Article
Monte Carlo Smoothing for Nonlinear Time Series
Godsill, Simon J, Doucet, Arnaud, West, Mike
Published in Journal of the American Statistical Association (01.03.2004)
Published in Journal of the American Statistical Association (01.03.2004)
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Journal Article
Efficient Block Sampling Strategies for Sequential Monte Carlo Methods
Doucet, Arnaud, Briers, Mark, Sénécal, Stéphane
Published in Journal of computational and graphical statistics (01.09.2006)
Published in Journal of computational and graphical statistics (01.09.2006)
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Journal Article
An Adaptive Interacting Wang-Landau Algorithm for Automatic Density Exploration
Bornn, Luke, Jacob, Pierre E., Del Moral, Pierre, Doucet, Arnaud
Published in Journal of computational and graphical statistics (01.09.2013)
Published in Journal of computational and graphical statistics (01.09.2013)
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Journal Article
Nonreversible Jump Algorithms for Bayesian Nested Model Selection
Gagnon, Philippe, Doucet, Arnaud
Published in Journal of computational and graphical statistics (17.11.2020)
Published in Journal of computational and graphical statistics (17.11.2020)
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Journal Article
The correlated pseudomarginal method
Deligiannidis, George, Doucet, Arnaud
Published in Journal of the Royal Statistical Society. Series B, Statistical methodology (01.11.2018)
Published in Journal of the Royal Statistical Society. Series B, Statistical methodology (01.11.2018)
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Journal Article
On uncertainty quantification in hydrogeology and hydrogeophysics
Linde, Niklas, Ginsbourger, David, Irving, James, Nobile, Fabio, Doucet, Arnaud
Published in Advances in water resources (01.12.2017)
Published in Advances in water resources (01.12.2017)
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Journal Article