Randal Douc

Statistics and Probability · 2004–2012

A researcher in the Science corpus: 12 papers; trusts 40 researchers and is trusted by 51 researchers here, as inferred from the citation graph.

Subfields

• Statistics and Probability — 44 citations into it; #1,625 of 12,932 by trust here, #1,248 by citations
• Probabilistic & Bayesian Methods — 30 citations into it; #1,318 of 1,525 by trust here, #1,515 by citations
• Artificial Intelligence — 29 citations into it; #6,521 of 35,345 by trust here, #9,465 by citations
• Mathematical Physics — 19 citations into it; #2,565 of 8,562 by trust here, #2,582 by citations
• Finance — 14 citations into it; #6,212 of 10,518 by trust here, #4,599 by citations
• Computer Networks and Communications — 9 citations into it; #2,189 of 9,886 by trust here, #4,128 by citations
• Statistical Learning Theory — 6 citations into it
• General Health Professions — 5 citations into it

Whom Randal Douc trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Nicolas Chopin
2. Pierre Del Moral
3. Olivier Capp'e
4. Richard L. Tweedie
5. Sean P. Meyn
6. Kerrie L. Mengersen
7. Eric Moulines
8. Neil J. Gordon
9. Dag Tjøstheim
10. Reuven Y. Rubinstein

Who trusts Randal Douc overall

1. Ingmar Schuster
2. Arnaud Guillin
3. Victor Elvira
4. Patrick Cattiaux
5. P. Baxendale
6. Olivier Capp'e
7. Oleg Butkovsky
8. Jean-Michel Marin
9. Brooks Paige
10. Arnaud Doucet

Papers from Randal Douc's perspective

Ordered by how strongly the researchers Randal Douc trusts endorse each paper. Same corpus, a different order for every researcher.

1. Markov Chains and Stochastic Stability
2. Population Monte Carlo
3. Monte Carlo Statistical Methods
4. Rates of convergence of the Hastings and Metropolis algorithms
5. A sequential particle filter method for static models
6. Monte Carlo Strategies in Scientific Computing
7. Novel approach to nonlinear/non-Gaussian Bayesian state estimation
8. Monte Carlo Sampling Methods Using Markov Chains and Their Applications
9. Simulation and the Monte Carlo method
10. Sequential Monte Carlo methods for dynamic systems

Their papers

• Long-term stability of sequential Monte Carlo methods under verifiable conditions (2012) — 49 citations
• Practical drift conditions for subgeometric rates of convergence (2004) — 189 citations
• Minimum variance importance sampling via Population Monte Carlo (2007) — 102 citations
• Quantitative bounds on convergence of time-inhomogeneous Markov chains (2004) — 111 citations
• Adaptive importance sampling in general mixture classes (2007) — 319 citations
• Convergence of adaptive mixtures of importance sampling schemes (2007) — 132 citations
• A vanilla Rao--Blackwellization of Metropolis--Hastings algorithms (2009) — 46 citations
• Subgeometric rates of convergence of f-ergodic strong Markov processes (2006) — 199 citations
• Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator (2012) — 76 citations
• Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime (2004) — 261 citations
• Optimality of the auxiliary particle filter (2009) — 58 citations
• Comparison of resampling schemes for particle filtering (2005) — 1,050 citations