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Publications by A. Doucet

Particle Approximations of the Score and Observed Information Matrix in State Space Models With Application to Parameter Estimation

Biometrika
StatisticsProbabilityUncertaintyApplied MathematicsBiological SciencesAgriculturalMathematics
2011English

Bayesian Curve Fitting Using McMc With Applications to Signal Segmentation

IEEE Transactions on Signal Processing
Electronic EngineeringSignal ProcessingElectrical
2002English

Efficient Particle Filtering for Jump Markov Systems. Application to Time-Varying Autoregressions

IEEE Transactions on Signal Processing
Electronic EngineeringSignal ProcessingElectrical
2003English

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