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Professor Arnaud Doucet

Professor of Statistics

Fellow at Hertford College

OxCSML group

01865272860
01865285368

Biographical Sketch

I obtained my PhD from the University of Paris XI (Orsay) in 1997. I previously held academic positions at Cambridge University, Melbourne University, The Institute of Statistical Mathematics in Tokyo and the University of British Columbia where I was a Canada Research Chair in Stochastic Computation.

Research Interests

  • Bayesian statistics
  • Stochastic simulations
  • Sequential Monte Carlo
  • Markov chain Monte Carlo
  • Time series

I am primarily interested in the development and study of novel Monte Carlo methods for inference in complex stochastic models.

Selected Publications

  • A. Doucet, M. K. Pitt, G. Deligiannidis and R . John, Efficient Implementation of Markov chain Monte Carlo when Using an Unbiased Likelihood Estimator, Biometrika, vol. 102, no. 2, pp. 295-313, 2015.