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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. | ||
| - | <color /green> If you click below, you can find a list of my published papers: </color> | + | <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> | ||
| - | ^ Id ^ Authors ^ Title ^ Journal ^ Year ^ References ^ Links ^ | + | ^ Id ^ Authors ^ Title ^ Journal ^ Year ^ References ^ Links ^ |
| - | | 1 | R. Douc, C. Matias | Propriétés asymptotiques de l'estimateur de maximum de vraisemblance pour des modèles de Markov cachés généraux | C.R Académie des Sciences | 2000 | Série I, p.135-138 | | | + | | 1 | R. Douc, C. Matias | Propriétés asymptotiques de l'estimateur de maximum de vraisemblance pour des modèles de Markov cachés généraux | C.R Académie des Sciences | 2000 | Série I, p.135-138 | | |
| - | | 2 | R. Douc, C. Matias | Asymptotics of the Maximum Likelihood Estimator for general Hidden Markov Models | Bernoulli | 2001 | Volume 7, no. 3, 381--420 | | | + | | 2 | R. Douc, C. Matias | Asymptotics of the Maximum Likelihood Estimator for general Hidden Markov Models | Bernoulli | 2001 | Volume 7, no. 3, 381--420 | | |
| - | | 3 | O.Cappé, R.Douc, E.Moulines, C.Robert. | On the Convergence of the Monte-Carlo Maximum Likelihood for Latent Variable Models | Scandinavian Journal of Statistics | 2002 | Volume 29 issue 4, p. 615-635 | | | + | | 3 | O.Cappé, R.Douc, E.Moulines, C.Robert. | On the Convergence of the Monte-Carlo Maximum Likelihood for Latent Variable Models | Scandinavian Journal of Statistics | 2002 | Volume 29 issue 4, p. 615-635 | | |
| - | | 4 | R.Douc, E. Moulines, J. Rosenthal. | Quantitative bounds for geometric convergence rates of Markov chains | Annals of Applied Probability | 2004 | Volume 14, no. 4, 1643-1665 | | | + | | 4 | R.Douc, E. Moulines, J. Rosenthal. | Quantitative bounds for geometric convergence rates of Markov chains | Annals of Applied Probability | 2004 | Volume 14, no. 4, 1643-1665 | | |
| - | | 5 | R. Douc, G. Fort, E. Moulines, P. Soulier. | Practical drift conditions for subgeometric rates of convergence | Annals of Applied Probability | 2004 | Volume 14, no. 3, 1353--1377. 60J10 | | | + | | 5 | R. Douc, G. Fort, E. Moulines, P. Soulier. | Practical drift conditions for subgeometric rates of convergence | Annals of Applied Probability | 2004 | Volume 14, no. 3, 1353--1377. 60J10 | | |
| - | | 6 | R. Douc, E. Moulines, T. Ryden | Asymptotic properties of the maximum likelihood estimator in autoregressive models with Marko | Annals of Statistics | 2004 | Volume 32 , no. 5, 2254-2304 | | | + | | 6 | R. Douc, E. Moulines, T. Ryden | Asymptotic properties of the maximum likelihood estimator in autoregressive models with Marko | Annals of Statistics | 2004 | Volume 32 , no. 5, 2254-2304 | | |
| - | | 7 | R. Douc, A. Guillin and J. Najim | Moderate deviation in particle filtering | Annals of Applied Probability | 2005 | Volume 15 , no. 1B, 587-614 | | | + | | 7 | R. Douc, A. Guillin and J. Najim | Moderate deviation in particle filtering | Annals of Applied Probability | 2005 | Volume 15 , no. 1B, 587-614 | | |
| - | | 8 | R. Douc, E. Moulines and P. Soulier | Computable bounds for subgeometric ergodic Markov chains | Bernoulli | 2007 | Volume 13, Number 3 , 831-848 | | | + | | 8 | R. Douc, E. Moulines and P. Soulier | Computable bounds for subgeometric ergodic Markov chains | Bernoulli | 2007 | Volume 13, Number 3 , 831-848 | | |
| - | | 9 | R. Douc, A. Guillin, J.M. Marin, C.P. Robert | Minimum variance importance sampling via Population Monte Carlo | Esaim P&S. | 2007 | Volume 11, pp. 427-447 | | | + | | 9 | R. Douc, A. Guillin, J.M. Marin, C.P. Robert | Minimum variance importance sampling via Population Monte Carlo | Esaim P&S. | 2007 | Volume 11, pp. 427-447 | | |
| - | | 10 | R. Douc, A. Guillin, J.M. Marin, C.P. Robert. | Convergence of adaptive mixtures of importance sampling schemes | Annals of Statistics | 2007 | Volume 35, Number 1. | | | + | | 10 | R. Douc, A. Guillin, J.M. Marin, C.P. Robert. | Convergence of adaptive mixtures of importance sampling schemes | Annals of Statistics | 2007 | Volume 35, Number 1. | | |
| - | | 11 | O. Cappé, R. Douc, A. Guillin, J. M. Marin and C. Robert | Adaptive importance sampling in general mixture classes | Statistics and Computing | 2008 | Volume 18, Number 4, 447-459 | | | + | | 11 | O. Cappé, R. Douc, A. Guillin, J. M. Marin and C. Robert | Adaptive importance sampling in general mixture classes | Statistics and Computing | 2008 | Volume 18, Number 4, 447-459 | | |
| - | | 12 | O. Cappé, R. Douc, E. Moulines and J. Olsson. | Sequential Monte Carlo smoothing with application to parameter estimation in non linear state space models | Bernoulli. | 2008 | Volume 14, Number 1 , 155-179. | | | + | | 12 | O. Cappé, R. Douc, E. Moulines and J. Olsson. | Sequential Monte Carlo smoothing with application to parameter estimation in non linear state space models | Bernoulli. | 2008 | Volume 14, Number 1 , 155-179. | | |
| - | | 13 | R. Douc, A. Guillin and E. Moulines. | Bounds on regeneration times and limit theorems for subgeometric Markov chains | Annales de l'I.H.P | 2008 | Volume 44, Number 2, 239-257. | | | + | | 13 | R. Douc, A. Guillin and E. Moulines. | Bounds on regeneration times and limit theorems for subgeometric Markov chains | Annales de l'I.H.P | 2008 | Volume 44, Number 2, 239-257. | | |
| - | | 14 | R.Douc and E. Moulines | Limit theorems for weighted samples with applications to Sequential Monte Carlo Methods | Annals of Statistics | 2008 | Volume 36, Number 5 , 2344-2376 | | | + | | 14 | R.Douc and E. Moulines | Limit theorems for weighted samples with applications to Sequential Monte Carlo Methods | Annals of Statistics | 2008 | Volume 36, Number 5 , 2344-2376 | | |
| - | | 15 | R. Douc, F. Roueff and P. Soulier | On the existence of ARCH(infini) processes | Stochastic Processes and their Applications | 2008 | Volume 118, Issue 5, 755-761 | | | + | | 15 | R. Douc, F. Roueff and P. Soulier | On the existence of ARCH(infini) processes | Stochastic Processes and their Applications | 2008 | Volume 118, Issue 5, 755-761 | | |
| - | | 16 | R. Douc, G. Fort, E. Moulines and P. Priouret | Forgetting of the initial distribution for Hidden Markov Models | Stochastic Processes and their Applications | 2009 | Volume 119, Number 4, Pages 1235-1256 | | | + | | 16 | R. Douc, G. Fort, E. Moulines and P. Priouret | Forgetting of the initial distribution for Hidden Markov Models | Stochastic Processes and their Applications | 2009 | Volume 119, Number 4, Pages 1235-1256 | | |
| - | | 17 | R.Douc, E. Moulines and J. Olsson | Optimality of the auxillary particle filter | Probability and Mathematical Statistics. | 2009 | Volume 29, issue 1, pages 1-28 | | | + | | 17 | R.Douc, E. Moulines and J. Olsson | Optimality of the auxillary particle filter | Probability and Mathematical Statistics. | 2009 | Volume 29, issue 1, pages 1-28 | | |
| - | | 18 | R. Douc, G. Fort and A. Guillin | Subgeometric rates of convergence of f-ergodic strong Markov processes | Stochastic Processes and their Applications. | 2009 | Volume 119 Number 3, 897-923. | | | + | | 18 | R. Douc, G. Fort and A. Guillin | Subgeometric rates of convergence of f-ergodic strong Markov processes | Stochastic Processes and their Applications. | 2009 | Volume 119 Number 3, 897-923. | | |
| - | | 19 | R. Douc, E. Moulines and Y. Ritov. | Forgetting of the initial condition for the filter in general state-space hidden Markov chain: a coupling approach | Electronic Journal of Probability | 2009 | Volume 14, pp 27-49. | | | + | | 19 | R. Douc, E. Moulines and Y. Ritov. | Forgetting of the initial condition for the filter in general state-space hidden Markov chain: a coupling approach | Electronic Journal of Probability | 2009 | Volume 14, pp 27-49. | | |
| - | | 20 | R. Douc, E. Gassiat, B. Landelle, E. Moulines | Forgetting the initial distribution in non-ergodic Hidden Markov models | Annals of Applied Probability | 2010 | Volume 20, Number 5, 1638-1662. | | | + | | 20 | R. Douc, E. Gassiat, B. Landelle, E. Moulines | Forgetting the initial distribution in non-ergodic Hidden Markov models | Annals of Applied Probability | 2010 | Volume 20, Number 5, 1638-1662. | | |
| - | | 21 | R. Douc, E. Moulines, J. Olsson and R. Van Handel | Consistency of the maximum likelihood estimator for general hidden Markov models | Annals of Statistics | 2011 | Volume 39, Number 1, 474-513. | | | + | | 21 | R. Douc, E. Moulines, J. Olsson and R. Van Handel | Consistency of the maximum likelihood estimator for general hidden Markov models | Annals of Statistics | 2011 | Volume 39, Number 1, 474-513. | | |
| - | | 22 | R. Douc, C.P. Robert | A vanilla Rao-Blackwellisation of Metropolis Hastings algorithms | Annals of Statistics | 2011 | Volume 39, Number 1, 261-277 | | | + | | 22 | R. Douc, C.P. Robert | A vanilla Rao-Blackwellisation of Metropolis Hastings algorithms | Annals of Statistics | 2011 | Volume 39, Number 1, 261-277 | | |
| - | | 23 | R. Douc, A. Garivier, E. Moulines, J. Olsson. | Sequential Monte Carlo smoothing for general state space hidden Markov models | Annals of Applied Probability | 2011 | Volume 21, Number 6 (2011), 2109-2145 | | | + | | 23 | R. Douc, A. Garivier, E. Moulines, J. Olsson. | Sequential Monte Carlo smoothing for general state space hidden Markov models | Annals of Applied Probability | 2011 | Volume 21, Number 6 (2011), 2109-2145 | | |
| - | | 24 | M. Bédard, R. Douc and E. Moulines | Scaling analysis of multiple-try MCMC methods | Stochastic Processes and their Applications | 2012 | Volume 122, Issue 3, Pages 758-786 | | | + | | 24 | M. Bédard, R. Douc and E. Moulines | Scaling analysis of multiple-try MCMC methods | Stochastic Processes and their Applications | 2012 | Volume 122, Issue 3, Pages 758-786 | | |
| - | | 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 | | |
| - | | 30 | F. Maire, R. Douc, J. Olsson | Comparison of Asymptotic Variances of Inhomogeneous Markov Chains with Applications to Markov Chain Monte Carlo Methods | Annals of Statistics | 2014 | Volume 42, No. 4, p 1483–1510 | | | + | | 30 | F. Maire, R. Douc, J. Olsson | Comparison of Asymptotic Variances of Inhomogeneous Markov Chains with Applications to Markov Chain Monte Carlo Methods | Annals of Statistics | 2014 | Volume 42, No. 4, p 1483–1510 | | |
| - | | 31 | R. Douc, J. Olsson and F. Maire | On the use of Markov chain Monte Carlo methods for the sampling of mixture models | Statistics and Computing | 2015 | Volume 25, Issue 1, pp 95-110 | | | + | | 31 | R. Douc, J. Olsson and F. Maire | On the use of Markov chain Monte Carlo methods for the sampling of mixture models | Statistics and Computing | 2015 | Volume 25, Issue 1, pp 95-110 | | |
| - | | 32 | R. Douc, F. Roueff and T. Sim | Handy sufficient conditions for the convergence of the maximum likelihood estimator in observation-driven models | Lituanian Mathematical Journal | 2015 | Volume 55, Issue 3, pp 367-392 | | | + | | 32 | R. Douc, F. Roueff and T. Sim | Handy sufficient conditions for the convergence of the maximum likelihood estimator in observation-driven models | Lituanian Mathematical Journal | 2015 | Volume 55, Issue 3, pp 367-392 | | |
| - | | 33 | R. Douc, F. Lindsten and E. Moulines | Uniform ergodicity of the Particle Gibbs sampler | Scandinavian Journal of Statistics | 2015 | Volume 42, Issue 3, pp 775-797 | | | + | | 33 | R. Douc, F. Lindsten and E. Moulines | Uniform ergodicity of the Particle Gibbs sampler | Scandinavian Journal of Statistics | 2015 | Volume 42, Issue 3, pp 775-797 | | |
| - | | 34 | R. Douc, F. Roueff and T. Sim | The maximizing set of the asymptotic normalized log-likelihood for partially observed Markov chains | Annals of Applied probability | 2016 | Volume 26, Number 4, 2357-2383. | | | + | | 34 | R. Douc, F. Roueff and T. Sim | The maximizing set of the asymptotic normalized log-likelihood for partially observed Markov chains | Annals of Applied probability | 2016 | Volume 26, Number 4, 2357-2383. | | |
| - | | 35 | R. Douc, K. Fokianos and E. Moulines | Asymptotic properties of Quasi-Maximum Likelihood Estimators in Observation-Driven Time Series models | Electronic Journal of Statistics | 2017 | Volume 11, Number 2 (2017), 2707-2740. | | | + | | 35 | R. Douc, K. Fokianos and E. Moulines | Asymptotic properties of Quasi-Maximum Likelihood Estimators in Observation-Driven Time Series models | Electronic Journal of Statistics | 2017 | Volume 11, Number 2 (2017), 2707-2740. | | |
| - | | 36 | R. Douc and J. Olsson | Numerically stable online estimation of variance in particle filters | Bernoulli | 2019 | Volume 25, Number 2, 1504-1535 | | | + | | 36 | R. Douc and J. Olsson | Numerically stable online estimation of variance in particle filters | Bernoulli | 2019 | Volume 25, Number 2, 1504-1535 | | |
| - | | 37 | R. Douc, J. Olsson and F. Roueff | Posterior consistency for partially observed Markov models | Stochastic Processes and their applications | 2020 | Volume 130, Issue 2, february 2020, Pages 733-759 | | | + | | 37 | R. Douc, J. Olsson and F. Roueff | Posterior consistency for partially observed Markov models | Stochastic Processes and their applications | 2020 | Volume 130, Issue 2, february 2020, Pages 733-759 | | |
| - | | 38 | R. Douc, F. Roueff and T. Sim | Necessary and sufficient conditions for the identifiability of observation-driven models | Journal of Time Series Analysis (JTSA) | 2021 (march) | Volume 42, Issue 2, p140-160 | | | + | | 38 | R. Douc, F. Roueff and T. Sim | Necessary and sufficient conditions for the identifiability of observation-driven models | Journal of Time Series Analysis (JTSA) | 2021 | Volume 42, Issue 2, p140-160 | | |
| - | | 39 | R. Douc, F. Roueff, T. Sim | General-order observation-driven models: Ergodicity and consistency of the maximum likelihood estimator | Electronic Journal of Statistics | 2021. June | Vol. 15, No. 1, 3349-3393 | | | + | | 39 | R. Douc, F. Roueff, T. Sim | General-order observation-driven models: Ergodicity and consistency of the maximum likelihood estimator | Electronic Journal of Statistics | 2021 | Vol. 15, No. 1, 3349-3393 | | |
| - | | 40 | K. Daudel, R. Douc, F. Portier | Infinite-dimensional gradient-based descent for alpha-divergence minimisation | Annals of Statistics | 2021. Oct. | Vol. 49, No. 4, 2250–2270 | | | + | | 40 | K. Daudel, R. Douc, F. Portier | Infinite-dimensional gradient-based descent for alpha-divergence minimisation | Annals of Statistics | 2021 | Vol. 49, No. 4, 2250–2270 | | |
| - | | 41 | K. Daudel, R. Douc | Mixture weights optimisation for Alpha-Divergence Variational Inference | Advances in Neural Information Processing Systems, (Neurips) | 2021.\\ Nov. | 34 | | | + | | 41 | K. Daudel, R. Douc | Mixture weights optimisation for Alpha-Divergence Variational Inference | Advances in Neural Information Processing Systems, (Neurips) | 2021.\\ Nov. | 34 | | |
| - | | 42 | M. Gerber, R. Douc | A Global Stochastic Optimization Particle Filter Algorithm | Biometrika | 2022 | Volume 109, Issue 4, December 2022, Pages 937–955. | | | + | | 42 | M. Gerber, R. Douc | A Global Stochastic Optimization Particle Filter Algorithm | Biometrika | 2022 | Volume 109, Issue 4, December 2022, Pages 937–955. | | |
| - | | 43 | K. Daudel, R. Douc, F. Roueff | Monotonic alpha-divergence minimisation | Journal of Machine Learning Research (JMLR) | 2023 | (62):1−76, 2023. Vol 24. | | | + | | 43 | K. Daudel, R. Douc, F. Roueff | Monotonic alpha-divergence minimisation | Journal of Machine Learning Research (JMLR) | 2023 | (62):1−76, 2023. Vol 24. | | |
| - | | 44 | C. Andral, R. Douc, C.P. Robert | The Importance Markov chain | Stochastic Processes and their applications, Vol 171, May 2024 | 2023 | | | | + | | 44 | C. Andral, R. Douc, C.P. Robert | The Importance Markov chain | Stochastic Processes and their applications | 2024 | Vol 171, May 2024. | | |
| - | | 45 | R. Douc, A. Durmus, A. Enfroy, J. Olsson | Boost your favorite Markov Chain Monte Carlo sampler using Kac's theorem: the Kick-Kac teleportation algorithm | Submitted. [[https://arxiv.org/abs/2201.05002|Arxiv]] | 2023 | | | | + | | 45 | R. Douc, A. Durmus, A. Enfroy, J. Olsson | Boost your favorite Markov Chain Monte Carlo sampler using Kac's theorem: the Kick-Kac teleportation algorithm | Submitted. [[https://arxiv.org/abs/2201.05002|Arxiv]] | 2023 | | | |
| - | | 46 | R. Douc, P. Jacob, A. Lee, D. Vats | Solving the Poisson equation using coupled Markov chains | Submitted. [[https://arxiv.org/abs/2206.05691|Arxiv]] | 2023 | | | | + | | 46 | R. Douc, P. Jacob, A. Lee, D. Vats | Solving the Poisson equation using coupled Markov chains | Submitted. [[https://arxiv.org/abs/2206.05691|Arxiv]] | 2023 | | | |
| - | | 47 | R. Douc, S. Le Corff | Asymptotic convergence of iterative optimization algorithms | Submitted. [[https://arxiv.org/pdf/2302.12544.pdf|Arxiv]] | 2023 | | | | + | | 47 | R. Douc, S. Le Corff | Asymptotic convergence of iterative optimization algorithms | Submitted. [[https://arxiv.org/pdf/2302.12544.pdf|Arxiv]] | 2023 | | | |
| <pagemod result>| @@Id@@ | @@Authors@@ | @@Title@@ | @@Journal@@ | @@Year@@ | @@References@@ | @@Links@@ | | <pagemod result>| @@Id@@ | @@Authors@@ | @@Title@@ | @@Journal@@ | @@Year@@ | @@References@@ | @@Links@@ | | ||
| </pagemod>| | </pagemod>| | ||
world/homepage.1728042292.txt.gz · Last modified: 2024/10/04 13:44 by rdouc
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