Christophe Andrieu
Christophe Andrieu
Professor of Statistics, University of Bristol
Verified email at
Cited by
Cited by
On sequential Monte Carlo sampling methods for Bayesian filtering
A Doucet, S Godsill, C Andrieu
Statistics and computing 10 (3), 197-208, 2000
An introduction to MCMC for machine learning
C Andrieu, N De Freitas, A Doucet, MI Jordan
Machine learning 50 (1), 5-43, 2003
Particle markov chain monte carlo methods
C Andrieu, A Doucet, R Holenstein
Journal of the Royal Statistical Society: Series B (Statistical Methodology†…, 2010
On sequential simulation-based methods for Bayesian filtering
A Doucet
The pseudo-marginal approach for efficient Monte Carlo computations
C Andrieu, GO Roberts
The Annals of Statistics 37 (2), 697-725, 2009
A tutorial on adaptive MCMC
C Andrieu, J Thoms
Statistics and computing 18 (4), 343-373, 2008
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
On the ergodicity properties of some adaptive MCMC algorithms
C Andrieu, … Moulines
The Annals of Applied Probability 16 (3), 1462-1505, 2006
Joint Bayesian model selection and estimation of noisy sinusoids via reversible jump MCMC
C Andrieu, A Doucet
IEEE Transactions on Signal Processing 47 (10), 2667-2676, 1999
Particle filtering for partially observed Gaussian state space models
C Andrieu, A Doucet
Journal of the Royal Statistical Society: Series B (Statistical Methodology†…, 2002
Stability of stochastic approximation under verifiable conditions
C Andrieu, … Moulines, P Priouret
SIAM Journal on control and optimization 44 (1), 283-312, 2005
Efficient particle filtering for jump Markov systems. Application to time-varying autoregressions
C Andrieu, M Davy, A Doucet
IEEE Transactions on signal processing 51 (7), 1762-1770, 2003
Bayesian curve fitting using MCMC with applications to signal segmentation
E Punskaya, C Andrieu, A Doucet, WJ Fitzgerald
IEEE Transactions on signal processing 50 (3), 747-758, 2002
Particle methods for Bayesian modeling and enhancement of speech signals
J Vermaak, C Andrieu, A Doucet, SJ Godsill
IEEE Transactions on Speech and Audio Processing 10 (3), 173-185, 2002
Sequential MCMC for Bayesian model selection
C Andrieu, N De Freitas, A Doucet
Proceedings of the IEEE Signal Processing Workshop on Higher-Order†…, 1999
Model criticism based on likelihood-free inference, with an application to protein network evolution
O Ratmann, C Andrieu, C Wiuf, S Richardson
Proceedings of the National Academy of Sciences 106 (26), 10576-10581, 2009
Particle filtering for multi-target tracking and sensor management
A Doucet, BN Vo, C Andrieu, M Davy
Proceedings of the Fifth International Conference on Information Fusion†…, 2002
Iterative algorithms for state estimation of jump Markov linear systems
A Doucet, C Andrieu
IEEE transactions on signal processing 49 (6), 1216-1227, 2001
On-line parameter estimation in general state-space models
C Andrieu, A Doucet, VB Tadic
Proceedings of the 44th IEEE Conference on Decision and Control, 332-337, 2005
Model selection by MCMC computation
C Andrieu, PM Djurić, A Doucet
Signal Processing 81 (1), 19-37, 2001
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