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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
13062005
Adaptive importance sampling in general mixture classes
O Cappé, R Douc, A Guillin, JM Marin, CP Robert
Statistics and Computing 18, 447-459, 2008
3712008
Markov chains: Basic definitions
R Douc, E Moulines, P Priouret, P Soulier, R Douc, E Moulines, P Priouret, ...
Markov Chains, 3-25, 2018
3682018
Nonlinear time series: Theory, methods and applications with R examples
R Douc, E Moulines, D Stoffer
CRC press, 2014
3372014
Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime
R Douc, E Moulines, T Rydén
3252004
Sequential Monte Carlo smoothing with application to parameter estimation in nonlinear state space models
J Olsson, O Cappé, R Douc, E Moulines
2122008
Limit theorems for weighted samples with applications to sequential Monte Carlo methods
R Douc, E Moulines
ESAIM: Proceedings 19, 101-107, 2007
2122007
Sequential Monte Carlo smoothing for general state space hidden Markov models
R Douc, A Garivier, E Moulines, J Olsson
2002011
Practical drift conditions for subgeometric rates of convergence
R Douc, G Fort, E Moulines, P Soulier
1932004
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
1892009
Convergence of adaptive mixtures of importance sampling schemes
R Douc, A Guillin, JM Marin, CP Robert
1872007
Asymptotics of the maximum likelihood estimator for general hidden Markov models
R Douc, C Matias
1532001
Consistency of the maximum likelihood estimator for general hidden Markov models
R Douc, E Moulines, J Olsson, R Van Handel
1482011
Minimum variance importance sampling via population Monte Carlo
R Douc, A Guillin, JM Marin, CP Robert
ESAIM: Probability and Statistics 11, 427-447, 2007
1212007
Quantitative bounds on convergence of time-inhomogeneous Markov chains
R Douc, E Moulines, JS Rosenthal
Annals of Applied Probability, 1643-1665, 2004
1082004
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
872013
Optimality of the auxiliary particle filter
R Douc, E Moulines, J Olsson
Probability and Mathematical Statistics 29 (1), 1-28, 2009
722009
Scaling analysis of multiple-try MCMC methods
M Bédard, R Douc, E Moulines
Stochastic Processes and their Applications 122 (3), 758-786, 2012
682012
Uniform ergodicity of the particle Gibbs sampler
F Lindsten, R Douc, E Moulines
Scandinavian Journal of Statistics 42 (3), 775-797, 2015
662015
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
652009
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