Uniform Stability of A Particle Approximation of the Optimal Filter Derivative, with P. Del Moral & S.S. Singh. Pdf
On Particle
Methods for Parameter Estimation in General State-Space Models,
with N. Kantas et al.
Autoregressive
Kernels for Time Series, with M. Cuturi Pdf
A
Hierarchical Bayesian Framework for Constructing Sparsity-inducing
Priors, with
A. Lee, F. Caron & C.C. Holmes Pdf
A Note on
Efficient Conditional Simulation of Gaussian Distributions Pdf
Efficient
Bayesian Inference for
Switching State-Space Models using Discrete Particle Markov Chain
Monte Carlo methods, with C. Andrieu & N.
Whiteley, Technical report no. 1004 Department of Mathematics Bristol
University Pdf
Forward
Smoothing using Sequential
Monte Carlo,
with P. Del Moral & S.S. Singh Pdf
ParticleMarkov Chain Monte
Carlo for Multiple Change-Point Problems, with C. Andrieu
& N. Whiteley, Technical report no. 0911 Department of
Mathematics Bristol University Pdf
A
Functional Central Limit
Theorem for a Class of Interacting Markov Chain Monte Carlo Models,
with B. Bercu & P. Del Moral Pdf
Generalized Polya Urn for Time-Varying Pitman-Yor
Processes, with F.
Caron & M. Davy Pdf
short version in UAI 2007
On-line
Simulation-Based
Algorithms for Parameter Estimation in General
State-Space Models, with C. Andrieu &
V.B. Tadic
(Pdf
short version published in IEEE CDC/ECC 2005)
Grouping
Priors and the Bayesian Elastic Net, with L. Bornn
& R. Gottardo Pdf
Distributed
Maximum Likelihood for Self-Localization in Sensor Networks,
with N. Kantas & S.S. Singh.
Posterior
Sampling in the Presence of Unknown Normalising Constants: An Adaptive
Pseudo-marginal Approach, with C. Andrieu, K.K. Berthelsen
& G.O. Roberts.
The Expected
Auxiliary Variable Method for Monte Carlo Simulation, with
C. Andrieu, K.K. Berthelsen & G.O. Roberts.
Smooth(er)
Multivariate Particle
Filters for Likelihood Evaluation and Maximization, with
A. Lee
Older work
On the
Convergence of a
Stochastic Optimisation Algorithm for Optimal Observer Trajectory
Planning, (convergence appendix of Automatica paper to
appear 2007)
with S.S. Singh,
N. Kantas, B. Vo & J.R. Evans Pdf
Particle
Methods for Average
Cost Control in Non linear Non
Gaussian
State Space Models with S.S. Singh & V.B. Tadic
Convergence
of Sequential Monte
Carlo Methods, with D. Crisan,
CUED/F-INFENG/TR381, 2000. Pdf
Maximum A
Posteriori Parameter Estimation for Hidden Markov
Models, with C.P. Robert, CUED/F-INFENG/TR376,
2000.
On Sequential Simulation-Based
Methods for Bayesian Filtering, CUED/F-INFENG/TR 310,
1998. Pdf.
Appeared in a highly revised version in Statistics
&
Computing.