Comparison of resampling schemes for particle filtering R Douc, O Cappé ISPA 2005. Proceedings of the 4th International Symposium on Image and …, 2005 | 1287 | 2005 |
Adaptive importance sampling in general mixture classes O Cappé, R Douc, A Guillin, JM Marin, CP Robert Statistics and Computing 18, 447-459, 2008 | 366 | 2008 |
Markov chains: Basic definitions R Douc, E Moulines, P Priouret, P Soulier, R Douc, E Moulines, P Priouret, ... Markov Chains, 3-25, 2018 | 332 | 2018 |
Nonlinear time series: Theory, methods and applications with R examples R Douc, E Moulines, D Stoffer CRC press, 2014 | 328 | 2014 |
Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime R Douc, E Moulines, T Rydén | 318 | 2004 |
Limit theorems for weighted samples with applications to sequential Monte Carlo methods R Douc, E Moulines ESAIM: Proceedings 19, 101-107, 2007 | 209 | 2007 |
Sequential Monte Carlo smoothing with application to parameter estimation in nonlinear state space models J Olsson, O Cappé, R Douc, E Moulines | 208 | 2008 |
Sequential Monte Carlo smoothing for general state space hidden Markov models R Douc, A Garivier, E Moulines, J Olsson | 193 | 2011 |
Practical drift conditions for subgeometric rates of convergence R Douc, G Fort, E Moulines, P Soulier | 190 | 2004 |
Convergence of adaptive mixtures of importance sampling schemes R Douc, A Guillin, JM Marin, CP Robert | 186 | 2007 |
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 | 183 | 2009 |
Asymptotics of the maximum likelihood estimator for general hidden Markov models R Douc, C Matias | 147 | 2001 |
Consistency of the maximum likelihood estimator for general hidden Markov models R Douc, E Moulines, J Olsson, R Van Handel | 146 | 2011 |
Minimum variance importance sampling via population Monte Carlo R Douc, A Guillin, JM Marin, CP Robert ESAIM: Probability and Statistics 11, 427-447, 2007 | 120 | 2007 |
Quantitative bounds on convergence of time-inhomogeneous Markov chains R Douc, E Moulines, JS Rosenthal Annals of Applied Probability, 1643-1665, 2004 | 105 | 2004 |
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 | 85 | 2013 |
Optimality of the auxiliary particle filter R Douc, E Moulines, J Olsson Probability and Mathematical Statistics 29 (1), 1-28, 2009 | 71 | 2009 |
Scaling analysis of multiple-try MCMC methods M Bédard, R Douc, E Moulines Stochastic Processes and their Applications 122 (3), 758-786, 2012 | 68 | 2012 |
On the existence of some ARCH (∞) processes R Douc, F Roueff, P Soulier Stochastic Processes and Their Applications 118 (5), 755-761, 2008 | 65 | 2008 |
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 | 64 | 2009 |