Breadcrumb
Professor Arnaud Doucet
Professor of Statistics
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.
Publications
Hoffman, M., De Freitas, N., Doucet, A. and Peters, J. (2009) “An expectation maximization algorithm for continuous Markov decision processes with arbitrary rewards”, Journal of Machine Learning Research, 5, pp. 232–239.
Hoffman, M., Doucet, A., De Freitas, N. and Jasra, A. (2009) “Trans-dimensional MCMC for Bayesian policy learning”, Advances in Neural Information Processing Systems 20 - Proceedings of the 2007 Conference [Preprint].
Contact Details
College affiliation: Fellow at Hertford College
Telephone: +44(0)1865 285368
Office number: 1.09