Tadić, Vladislav Z. B.; Doucet, Arnaud Asymptotic properties of recursive particle maximum likelihood estimation. (English) Zbl 1473.62294 IEEE Trans. Inf. Theory 67, No. 3, 1825-1848 (2021). MSC: 62M05 62F10 62L12 PDFBibTeX XMLCite \textit{V. Z. B. Tadić} and \textit{A. Doucet}, IEEE Trans. Inf. Theory 67, No. 3, 1825--1848 (2021; Zbl 1473.62294) Full Text: DOI
Heng, Jeremy; Bishop, Adrian N.; Deligiannidis, George; Doucet, Arnaud Controlled sequential Monte Carlo. (English) Zbl 1455.62162 Ann. Stat. 48, No. 5, 2904-2929 (2020). MSC: 62M05 62F12 62M10 62L12 62-08 65C05 90C39 PDFBibTeX XMLCite \textit{J. Heng} et al., Ann. Stat. 48, No. 5, 2904--2929 (2020; Zbl 1455.62162) Full Text: DOI arXiv Euclid
Caron, François; Neiswanger, Willie; Wood, Frank; Doucet, Arnaud; Davy, Manuel Generalized Pólya urn for time-varying Pitman-Yor processes. (English) Zbl 1437.62229 J. Mach. Learn. Res. 18(2017-2018), Paper No. 27, 32 p. (2017). MSC: 62H30 62L12 62G05 60G10 92D30 PDFBibTeX XMLCite \textit{F. Caron} et al., J. Mach. Learn. Res. 18, Paper No. 27, 32 p. (2017; Zbl 1437.62229) Full Text: Link
Jasra, Ajay; Doucet, Arnaud Stability of sequential Monte Carlo samplers via the Foster-Lyapunov condition. (English) Zbl 1319.60044 Stat. Probab. Lett. 78, No. 17, 3062-3069 (2008). MSC: 60F05 62L12 62L20 62M05 PDFBibTeX XMLCite \textit{A. Jasra} and \textit{A. Doucet}, Stat. Probab. Lett. 78, No. 17, 3062--3069 (2008; Zbl 1319.60044) Full Text: DOI
Del Moral, Pierre; Doucet, Arnaud; Jasra, Ajay Sequential Monte Carlo samplers. (English) Zbl 1105.62034 J. R. Stat. Soc., Ser. B, Stat. Methodol. 68, No. 3, 411-436 (2006). MSC: 62F15 62L12 65C40 65C60 65C05 PDFBibTeX XMLCite \textit{P. Del Moral} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 68, No. 3, 411--436 (2006; Zbl 1105.62034) Full Text: DOI arXiv
Bergman, Niclas; Doucet, Arnaud; Gordon, Neil Optimal estimation and Cramér-Rao bounds for partial non-Gaussian state space models. (English) Zbl 0995.62072 Ann. Inst. Stat. Math. 53, No. 1, 97-112 (2001). MSC: 62L12 62F15 62M10 65C05 PDFBibTeX XMLCite \textit{N. Bergman} et al., Ann. Inst. Stat. Math. 53, No. 1, 97--112 (2001; Zbl 0995.62072) Full Text: DOI