4. Mathematics
  5. Statistics Theory

Randal Douc

Mathematics – Statistics Theory

Scientist

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Scientist

SAMOVAR
CITI
CMAP

École Polytechnique, Palaiseau

A vanilla Rao--Blackwellization of Metropolis--Hastings algorithms

Statistics – Computation
Scientific paper

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Adaptive Importance Sampling in General Mixture Classes

Statistics – Computation
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Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime

Mathematics – Statistics Theory
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Bounds on Regeneration Times and Limit Theorems for Subgeometric Markov Chains

Mathematics – Probability
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Comparison of Resampling Schemes for Particle Filtering

Computer Science – Computational Engineering – Finance – and Science
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Profile ID: LFWR-SCP-P-96631

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