A
Arnaud Doucet
Researcher at University of Oxford
Publications - 431
Citations - 46995
Arnaud Doucet is an academic researcher from University of Oxford. The author has contributed to research in topics: Particle filter & Markov chain Monte Carlo. The author has an hindex of 75, co-authored 386 publications receiving 43388 citations. Previous affiliations of Arnaud Doucet include University of British Columbia & École nationale supérieure de l'électronique et de ses applications.
Papers
More filters
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Pseudo-Marginal Hamiltonian Monte Carlo
TL;DR: An original MCMC algorithm, termed pseudo-marginal HMC, is proposed, which approximates the HMC algorithm targeting the marginal posterior of the parameters and can outperform significantly both standard HMC and pseudo- Marginal MH schemes.
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Learning Deep Features in Instrumental Variable Regression
TL;DR: Deep feature instrumental variable regression (DFIV) is proposed, to address the case where relations between instruments, treatments, and outcomes may be nonlinear, and outperforms recent state-of-the-art methods on challenging IV benchmarks, including settings involving high dimensional image data.
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Derivative-Free Estimation of the Score Vector and Observed Information Matrix with Application to State-Space Models
TL;DR: This work derives new derivative-free estimators of the score vector and observed information matrix which are computed using sequential Monte Carlo approximations of smoothed additive functionals associated with a modified version of the original state-space model.
Particle Filtering and Smoothing: Fifteen years later
Arnaud Doucet,Adam M. Johansen +1 more
TL;DR: A complete, up-to-date survey of particle filtering methods as of 2008, including basic and advanced particle methods for filtering as well as smoothing.