randal douc
randal douc
Verified email at telecom-sudparis.eu
Title
Cited by
Cited by
Year
Comparison of resampling schemes for particle filtering
R Douc, O Cappé
ISPA 2005. Proceedings of the 4th International Symposium on Image and …, 2005
9312005
Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime
R Douc, E Moulines, T Rydén
The Annals of statistics 32 (5), 2254-2304, 2004
2612004
Adaptive importance sampling in general mixture classes
O Cappé, R Douc, A Guillin, JM Marin, CP Robert
Statistics and Computing 18 (4), 447-459, 2008
2432008
Limit theorems for weighted samples with applications to sequential Monte Carlo methods
R Douc, E Moulines
ESAIM: Proceedings 19, 101-107, 2007
1682007
Sequential Monte Carlo smoothing with application to parameter estimation in nonlinear state space models
J Olsson, O Cappé, R Douc, E Moulines
Bernoulli 14 (1), 155-179, 2008
1672008
Nonlinear time series: Theory, methods and applications with R examples
R Douc, E Moulines, D Stoffer
CRC press, 2014
1602014
Practical drift conditions for subgeometric rates of convergence
R Douc, G Fort, E Moulines, P Soulier
The Annals of Applied Probability 14 (3), 1353-1377, 2004
1472004
Sequential Monte Carlo smoothing for general state space hidden Markov models
R Douc, A Garivier, E Moulines, J Olsson
The Annals of Applied Probability 21 (6), 2109-2145, 2011
1412011
Convergence of adaptive mixtures of importance sampling schemes
R Douc, A Guillin, JM Marin, CP Robert
The Annals of Statistics 35 (1), 420-448, 2007
1372007
Subgeometric rates of convergence of f-ergodic strong Markov processes
R Douc, G Fort, A Guillin
Stochastic processes and their applications 119 (3), 897-923, 2009
1342009
Asymptotics of the maximum likelihood estimator for general hidden Markov models
R Douc, C Matias
Bernoulli 7 (3), 381-420, 2001
1332001
Minimum variance importance sampling via Population Monte Carlo
R Douc, A Guillin, JM Marin, CP Robert
ESAIM: Probability and Statistics 11, 427-447, 2007
992007
Consistency of the maximum likelihood estimator for general hidden Markov models
R Douc, E Moulines, J Olsson, R Van Handel
the Annals of Statistics 39 (1), 474-513, 2011
982011
Quantitative bounds on convergence of time-inhomogeneous Markov chains
R Douc, E Moulines, JS Rosenthal
Annals of Applied Probability, 1643-1665, 2004
922004
Optimality of the auxiliary particle filter
R Douc, E Moulines, J Olsson
622009
Forgetting the initial distribution for hidden Markov models
R Douc, G Fort, E Moulines, P Priouret
Stochastic processes and their applications 119 (4), 1235-1256, 2009
522009
On the existence of some ARCH (∞) processes
R Douc, F Roueff, P Soulier
Stochastic Processes and Their Applications 118 (5), 755-761, 2008
492008
Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator
R Douc, P Doukhan, E Moulines
Stochastic Processes and their Applications 123 (7), 2620-2647, 2013
472013
Long-term stability of sequential Monte Carlo methods under verifiable conditions
R Douc, E Moulines, J Olsson
The Annals of Applied Probability 24 (5), 1767-1802, 2014
412014
Scaling analysis of multiple-try MCMC methods
M Bédard, R Douc, E Moulines
Stochastic Processes and their Applications 122 (3), 758-786, 2012
392012
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