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List of works by Arnaud Doucet

A backward particle interpretation of Feynman-Kac formulae

article published in 2010

A boosting approach to structure learning of graphs with and without prior knowledge.

scientific article

An Introduction to MCMC for Machine Learning

scholarly article by Christophe Andrieu et al published 2003 in Machine Learning

An adaptive sequential Monte Carlo method for approximate Bayesian computation

article published in 2011

Asynchronous Anytime Sequential Monte Carlo

scientific article published in January 2014

Augmented Neural ODEs

Bayesian Nonparametric Models on Decomposable Graphs

scientific article published in January 2009

Bayesian Policy Learning with Trans-Dimensional MCMC

scientific article published in January 2008

Bayesian sparsity-path-analysis of genetic association signal using generalized t priors.

scientific article published on 6 January 2012

Bias of Particle Approximations to Optimal Filter Derivative

scientific article published in 2021

Clone MCMC: Parallel High-Dimensional Gaussian Gibbs Sampling

scientific article published in January 2017

Expectation Particle Belief Propagation

Exponential ergodicity of the bouncy particle sampler

scientific article published in 2019

Filtering Variational Objectives

scientific article published in January 2017

Global Optimisation of Neural Network Models via Sequential Sampling

Hamiltonian Variational Auto-Encoder

Modular Meta-Learning with Shrinkage

scientific article published in November 2020

On adaptive resampling strategies for sequential Monte Carlo methods

On sequential Monte Carlo sampling methods for Bayesian filtering

On the Utility of Graphics Cards to Perform Massively Parallel Simulation of Advanced Monte Carlo Methods

scientific article published on December 1, 2010

Particle Markov chain Monte Carlo methods

Particle Motions in Absorbing Medium with Hard and Soft Obstacles

article published in 2004

Particle methods: An introduction with applications

Randomized Hamiltonian Monte Carlo as scaling limit of the bouncy particle sampler and dimension-free convergence rates

scientific article published in 2021

Rao-Blackwellised Particle Filtering via Data Augmentation

Robust Full Bayesian Methods for Neural Networks

Sequential Bayesian Kernel Regression

scientific article published in January 2004

Sequential Monte Carlo samplers

The Unscented Particle Filter