Arnaud Doucet
Arnaud Doucet
Professor of Statistics, University of Oxford & Research Scientist, Google DeepMind
Verified email at stats.ox.ac.uk - Homepage
TitleCited byYear
Sequential Monte Carlo Methods in Practice
A Doucet, N De Freitas, N Gordon
Sequential monte carlo methods in practice, 2001
8973*2001
On sequential Monte Carlo sampling methods for Bayesian filtering
A Doucet, S Godsill, C Andrieu
Statistics and computing 10 (3), 197-208, 2000
54212000
An introduction to MCMC for machine learning
C Andrieu, N De Freitas, A Doucet, MI Jordan
Machine learning 50 (1-2), 5-43, 2003
23362003
The unscented particle filter
R Van Der Merwe, A Doucet, N De Freitas, EA Wan
Advances in neural information processing systems, 584-590, 2001
21702001
A tutorial on particle filtering and smoothing: Fifteen years later
A Doucet, AM Johansen
Oxford Handbook of Nonlinear Filtering 12 (656-704), 3, 2011
18182011
Particle Markov chain Monte Carlo methods
C Andrieu, A Doucet, R Holenstein
Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 2010
16522010
Rao-Blackwellised particle filtering for dynamic Bayesian networks
A Doucet, N De Freitas, K Murphy, S Russell
Proceedings of the Sixteenth conference on Uncertainty in artificial …, 2000
14142000
Sequential Monte Carlo samplers
P Del Moral, A Doucet, A Jasra
Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 2006
13482006
Sequential Monte Carlo methods for multitarget filtering with random finite sets
BN Vo, S Singh, A Doucet
IEEE Transactions on Aerospace and electronic systems 41 (4), 1224-1245, 2005
13012005
An introduction to sequential Monte Carlo methods
A Doucet, N De Freitas, N Gordon
Sequential Monte Carlo methods in practice, 3-14, 2001
1214*2001
A survey of convergence results on particle filtering methods for practitioners
D Crisan, A Doucet
IEEE Transactions on signal processing 50 (3), 736-746, 2002
11012002
Particle filters for state estimation of jump Markov linear systems
A Doucet, NJ Gordon, V Krishnamurthy
IEEE Transactions on signal processing 49 (3), 613-624, 2001
9632001
On sequential simulation-based methods for Bayesian filtering
A Doucet
Technical Report CUED/F-INFENG/TR.310 Cambridge University, 1998
9431998
Monte Carlo smoothing for nonlinear time series
SJ Godsill, A Doucet, M West
Journal of the american statistical association, 2004
5312004
Maintaining multi-modality through mixture tracking
J Vermaak, A Doucet, P Patrick
International Conference on Computer Vision, 1110, 2003
5252003
Sequential Monte Carlo implementation of the PHD filter for multi-target tracking
BN Vo, S Singh, A Doucet
Proc. Int’l Conf. on Information Fusion, 792-799, 2003
3852003
An adaptive sequential Monte Carlo method for approximate Bayesian computation
P Del Moral, A Doucet, A Jasra
Statistics and Computing 22 (5), 1009-1020, 2012
3682012
Particle methods for change detection, system identification, and control
C Andrieu, A Doucet, SS Singh, VB Tadic
Proceedings of the IEEE 92 (3), 423-438, 2004
3642004
Smoothing algorithms for state–space models
M Briers, A Doucet, S Maskell
Annals of the Institute of Statistical Mathematics 62 (1), 61, 2010
3012010
On the utility of graphics cards to perform massively parallel simulation of advanced Monte Carlo methods
A Lee, C Yau, MB Giles, A Doucet, CC Holmes
Journal of computational and graphical statistics 19 (4), 769-789, 2010
2982010
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