The following pages link to Randal Douc (Q216413):
Displaying 50 items.
- The maximizing set of the asymptotic normalized log-likelihood for partially observed Markov chains (Q341618) (← links)
- Comparison of asymptotic variances of inhomogeneous Markov chains with application to Markov chain Monte Carlo methods (Q464192) (← links)
- Sequential Monte Carlo smoothing for general state space hidden Markov models (Q657691) (← links)
- Bounds on regeneration times and limit theorems for subgeometric Markov chains (Q731664) (← links)
- Asymptotic properties of the maximum likelihood estimation in misspecified hidden Markov models (Q741804) (← links)
- Long-term stability of sequential Monte Carlo methods under verifiable conditions (Q744372) (← links)
- Handy sufficient conditions for the convergence of the maximum likelihood estimator in observation-driven models (Q746977) (← links)
- Scaling analysis of multiple-try MCMC methods (Q765876) (← links)
- Limit theorems for weighted samples with applications to sequential Monte Carlo methods (Q955144) (← links)
- (Q997385) (redirect page) (← links)
- Convergence of adaptive mixtures of importance sampling schemes (Q997389) (← links)
- Sequential Monte Carlo smoothing with application to parameter estimation in nonlinear state space models (Q1002580) (← links)
- Subgeometric rates of convergence of \(f\)-ergodic strong Markov processes (Q1009672) (← links)
- Forgetting the initial distribution for hidden Markov models (Q1016613) (← links)
- Forgetting of the initial condition for the filter in general state-space hidden Markov chain: a coupling approach (Q1039093) (← links)
- Numerically stable online estimation of variance in particle filters (Q1740533) (← links)
- Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime (Q1766135) (← links)
- Quantitative bounds on convergence of time-inhomogeneous Markov chains (Q1769405) (← links)
- Moderate deviations for particle filtering (Q1774189) (← links)
- Practical drift conditions for subgeometric rates of convergence. (Q1879912) (← links)
- Forgetting of the initial distribution for nonergodic hidden Markov chains (Q1958495) (← links)
- General-order observation-driven models: ergodicity and consistency of the maximum likelihood estimator (Q2044417) (← links)
- Infinite-dimensional gradient-based descent for alpha-divergence minimisation (Q2054493) (← links)
- Posterior consistency for partially observed Markov models (Q2289808) (← links)
- Asymptotic properties of quasi-maximum likelihood estimators in observation-driven time series models (Q2362685) (← links)
- A vanilla Rao-Blackwellization of Metropolis-Hastings algorithms (Q2429930) (← links)
- Consistency of the maximum likelihood estimator for general hidden Markov models (Q2429938) (← links)
- Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator (Q2447647) (← links)
- Computable convergence rates for sub-geometric ergodic Markov chains (Q2469654) (← links)
- On the existence of some ARCH\((\infty)\)processes (Q2483465) (← links)
- Scaling analysis of delayed rejection MCMC methods (Q2513657) (← links)
- (Q2871232) (← links)
- Calibrating the exponential Ornstein–Uhlenbeck multiscale stochastic volatility model (Q2879040) (← links)
- Uniform Ergodicity of the Particle Gibbs Sampler (Q2949876) (← links)
- Subgeometric ergodicity of Markov chains (Q3416884) (← links)
- On the auxiliary particle filter (Q3633243) (← links)
- On the Convergence of the Monte Carlo Maximum Likelihood Method for Latent Variable Models (Q4455923) (← links)
- Markov Chains (Q4583332) (← links)
- Propriétés asymptotiques de l'estimateur de maximum de vraisemblance pour des modèles de Markov cachés généraux (Q4950786) (← links)
- Necessary and sufficient conditions for the identifiability of observation‐driven models (Q4997691) (← links)
- On the use of sequential Monte Carlo methods for approximating smoothing functionals, with application to fixed parameter estimation (Q5427531) (← links)
- Limit theorems for weighted samples with applications to sequential Monte Carlo methods (Q5427542) (← links)
- Minimum variance importance sampling<i>via</i>Population Monte Carlo (Q5429614) (← links)
- Asymptotics of the maximum likelihood estimator for general hidden Markov models (Q5949611) (← links)
- On the use of Markov chain Monte Carlo methods for the sampling of mixture models: a statistical perspective (Q5963549) (← links)
- The importance Markov chain (Q6204189) (← links)
- On the Forward Filtering Backward Smoothing particle approximations of the smoothing distribution in general state spaces models (Q6213389) (← links)
- The $f$-Divergence Expectation Iteration Scheme (Q6326061) (← links)
- A Global Stochastic Optimization Particle Filter Algorithm (Q6344760) (← links)
- Non singularity of the asymptotic Fisher information matrix in hidden Markov models (Q6476362) (← links)