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world:homepage [2023/09/27 16:32] rdouc [Welcome to Randal Douc's homepage] |
world:homepage [2023/10/13 18:23] (current) rdouc |
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| - | * **Current position**: Full professor at Telecom Sudparis (since jan. 2008). | + | * **Current position**: Full professor at Telecom Sudparis (2008-current). |
| * **Former position**: | * **Former position**: | ||
| - | * Full time "Professeur chargé de cours", Ecole Polytechnique, 2001-2007. | + | * Full time position: "Professeur chargé de cours", Ecole Polytechnique, 2001-2007. |
| - | * Part-time “Professeur chargé de cours”, Ecole Polytechnique, 2017-2023. | + | * Part-time position: “Professeur chargé de cours”, Ecole Polytechnique, 2017-2023. |
| * **Area of Interest**: Computational Statistics, Applied Probability, Machine Learning. | * **Area of Interest**: Computational Statistics, Applied Probability, Machine Learning. | ||
| * **Keywords**: Hidden Markov Models, latent variable models, sequential Monte Carlo methods, Markov chains Monte Carlo, variational inference, statistical inference. | * **Keywords**: Hidden Markov Models, latent variable models, sequential Monte Carlo methods, Markov chains Monte Carlo, variational inference, statistical inference. | ||
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| - **Book**: R. Douc, E. Moulines, P. Priouret and P. Soulier: //Markov chains.// Springer Edition, 2018. | - **Book**: R. Douc, E. Moulines, P. Priouret and P. Soulier: //Markov chains.// Springer Edition, 2018. | ||
| - | If you click below, you can find a list of my published papers: | + | <color /yellow> If you click below, you can find a list of my published papers: </color> |
| - | <hidden ====Click here to see my published papers====> | + | <hidden ====Click here to see my published papers====> |
| <sortable r1> | <sortable r1> | ||
| <searchtable> | <searchtable> | ||
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| | 25 | R. Douc and E. Moulines | Asymptotic properties of the maximum likelihood estimation in misspecified Hidden Markov models | Annals of Statistics | 2012 | Oct. 2012, Volume 40, Number 5 (2012), 2697-2732. | | | | 25 | R. Douc and E. Moulines | Asymptotic properties of the maximum likelihood estimation in misspecified Hidden Markov models | Annals of Statistics | 2012 | Oct. 2012, Volume 40, Number 5 (2012), 2697-2732. | | | ||
| | 26 | R. Douc, P. Doukhan and E. Moulines | Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator | Stochastic Processes and their Applications | 2013 | Volume 123, Issue 7, July 2013, Pages 2620-2647 | | | | 26 | R. Douc, P. Doukhan and E. Moulines | Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator | Stochastic Processes and their Applications | 2013 | Volume 123, Issue 7, July 2013, Pages 2620-2647 | | | ||
| - | | 28 | M. Bédard, R. Douc and E. Moulines | Scaling analysis of Delayed Rejection MCMC methods | Methodology and Computing in Applied ProbabilitY | 2014 | Volume 16, Issue 4, P 811-838 | | | + | | 28 | M. Bédard, R. Douc and E. Moulines | Scaling analysis of Delayed Rejection MCMC methods | Methodology and Computing in Applied Probability | 2014 | Volume 16, Issue 4, P 811-838 | | |
| | 27 | C. Dubarry, R. Douc | Calibrating the exponential Ornstein-Uhlenbeck multiscale stochastic volatility model | Quantitative finance | 2013 | Volume 14, Issue 3, p 443-456 | | | | 27 | C. Dubarry, R. Douc | Calibrating the exponential Ornstein-Uhlenbeck multiscale stochastic volatility model | Quantitative finance | 2013 | Volume 14, Issue 3, p 443-456 | | | ||
| | 29 | R. Douc, E. Moulines and J. Olsson | Long-term stability of sequential Monte Carlo methods under verifiable conditions | Annals of Applied Probability | 2014 | Volume 24, No. 5, p 1767–1802 | | | | 29 | R. Douc, E. Moulines and J. Olsson | Long-term stability of sequential Monte Carlo methods under verifiable conditions | Annals of Applied Probability | 2014 | Volume 24, No. 5, p 1767–1802 | | | ||
world/homepage.1695825168.txt.gz · Last modified: 2023/09/27 16:32 by rdouc
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