Randal Douc

Available identifiers

zbMath Open douc.randalWikidataQ3418792 ScholiaQ3418792MaRDI QIDQ216413

List of research outcomes

Publication	Date of Publication	Type
The importance Markov chain	2024-03-27	Paper
Infinite-dimensional gradient-based descent for alpha-divergence minimisation	2021-12-03	Paper
General-order observation-driven models: ergodicity and consistency of the maximum likelihood estimator	2021-08-09	Paper
Necessary and sufficient conditions for the identifiability of observation‐driven models	2021-06-30	Paper
A Global Stochastic Optimization Particle Filter Algorithm	2020-07-09	Paper
Posterior consistency for partially observed Markov models	2020-01-24	Paper
The $f$-Divergence Expectation Iteration Scheme	2019-09-26	Paper
Numerically stable online estimation of variance in particle filters	2019-04-30	Paper
Markov Chains	2018-08-28	Paper
Asymptotic properties of quasi-maximum likelihood estimators in observation-driven time series models	2017-07-11	Paper
The maximizing set of the asymptotic normalized log-likelihood for partially observed Markov chains	2016-11-16	Paper
On the use of Markov chain Monte Carlo methods for the sampling of mixture models: a statistical perspective	2016-02-22	Paper
Handy sufficient conditions for the convergence of the maximum likelihood estimator in observation-driven models	2015-10-22	Paper
Uniform Ergodicity of the Particle Gibbs Sampler	2015-10-05	Paper
Scaling analysis of delayed rejection MCMC methods	2015-01-28	Paper
Comparison of asymptotic variances of inhomogeneous Markov chains with application to Markov chain Monte Carlo methods	2014-10-17	Paper
Long-term stability of sequential Monte Carlo methods under verifiable conditions	2014-09-25	Paper
Asymptotic properties of the maximum likelihood estimation in misspecified hidden Markov models	2014-09-15	Paper
Calibrating the exponential Ornstein–Uhlenbeck multiscale stochastic volatility model	2014-09-05	Paper
Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator	2014-04-28	Paper
https://portal.mardi4nfdi.de/entity/Q2871232	2014-01-22	Paper
Scaling analysis of multiple-try MCMC methods	2012-03-22	Paper
Sequential Monte Carlo smoothing for general state space hidden Markov models	2012-01-10	Paper
A vanilla Rao-Blackwellization of Metropolis-Hastings algorithms	2011-04-05	Paper
Consistency of the maximum likelihood estimator for general hidden Markov models	2011-04-05	Paper
Forgetting of the initial distribution for nonergodic hidden Markov chains	2010-10-04	Paper
Forgetting of the initial condition for the filter in general state-space hidden Markov chain: a coupling approach	2009-11-20	Paper
Bounds on regeneration times and limit theorems for subgeometric Markov chains	2009-10-08	Paper
On the auxiliary particle filter	2009-06-18	Paper
Forgetting the initial distribution for hidden Markov models	2009-05-06	Paper
Subgeometric rates of convergence of \(f\)-ergodic strong Markov processes	2009-04-02	Paper
On the Forward Filtering Backward Smoothing particle approximations of the smoothing distribution in general state spaces models	2009-04-02	Paper
Sequential Monte Carlo smoothing with application to parameter estimation in nonlinear state space models	2009-03-02	Paper
Limit theorems for weighted samples with applications to sequential Monte Carlo methods	2008-11-18	Paper
On the existence of some ARCH\((\infty)\)processes	2008-04-28	Paper
Computable convergence rates for sub-geometric ergodic Markov chains	2008-02-06	Paper
Minimum variance importance samplingviaPopulation Monte Carlo	2007-11-30	Paper
On the use of sequential Monte Carlo methods for approximating smoothing functionals, with application to fixed parameter estimation	2007-11-20	Paper
Limit theorems for weighted samples with applications to sequential Monte Carlo methods	2007-11-20	Paper
Convergence of adaptive mixtures of importance sampling schemes	2007-07-23	Paper
Subgeometric ergodicity of Markov chains	2007-01-09	Paper
Non singularity of the asymptotic Fisher information matrix in hidden Markov models	2005-11-25	Paper
Moderate deviations for particle filtering	2005-04-29	Paper
Quantitative bounds on convergence of time-inhomogeneous Markov chains	2005-03-21	Paper
Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime	2005-02-28	Paper
Practical drift conditions for subgeometric rates of convergence.	2004-09-15	Paper
On the Convergence of the Monte Carlo Maximum Likelihood Method for Latent Variable Models	2004-03-16	Paper
Asymptotics of the maximum likelihood estimator for general hidden Markov models	2002-06-30	Paper
Propriétés asymptotiques de l'estimateur de maximum de vraisemblance pour des modèles de Markov cachés généraux	2000-06-22	Paper

Research outcomes over time

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