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
De Bortoli, V., Mathieu, E., Hutchinson, M., Thornton, J., Teh, Y. and Doucet, A. (2023) “Riemannian score-based generative modelling”, in Advances in Neural Information Processing Systems 35 (NeurIPS 2022). Curran Associates, pp. 2406–2422.
Falck, F., Williams, C., Danks, D., Deligiannidis, G., Yau, C., Holmes, C., Willetts, M. and Doucet, A. (2023) “A multi-resolution framework for U-nets with applications to hierarchical VAEs”, in Advances in Neural Information Processing Systems 35 (NeurIPS 2022). Curran Associates, pp. 15529–15544.
Doucet, A., Grathwohl, W., Matthews, A. and Strathmann, H. (2023) “Score-based diffusion meets annealed importance sampling”, in Advances in Neural Information Processing Systems 35 (NeurIPS 2022). Curran Associates, pp. 21482–21496.
Campbell, A., Benton, J., De Bortoli, V., Rainforth, T., Deligiannidis, G. and Doucet, A. (2023) “A continuous time framework for discrete denoising models”, in Advances in Neural Information Processing Systems 35 (NeurIPS 2022). Curran Associates, pp. 28266–28279.
Dupont, E., Loya, H., Alizadeh, M., Golinski, A., Teh, Y. and Doucet, A. (2022) “COIN++: neural compression across modalities”, Transactions on Machine Learning Research, 2022(11).
Cherief-Abdellatif, B.-E., Shi, Y., Doucet, A. and Guedj, B. (2022) “On PAC-Bayesian reconstruction guarantees for VAEs”, in Proceedings of the 25th International Conference on Artificial Intelligence and Statistics (AISTATS 2022). Journal of Machine Learning Research, pp. 3066–3079.
Clerico, E., Shidani, A., Deligiannidis, G. and Doucet, A. (2022) “Chained generalisation bounds”, in. Proceedings of Machine Learning Research, pp. 4212–4257.
Matthews, A., Arbel, M., Rezende, D. and Doucet, A. (2022) “Continual repeated annealed flow transport Monte Carlo”, in Proceedings of the 39th International Conference on Machine Learning. Journal of Machine Learning Research, pp. 15196–15219.
Campbell, A., Shi, Y., Rainforth, T. and Doucet, A. (2022) “Online variational filtering and parameter learning”, in Advances in Neural Information Processing Systems 34 (NeurIPS 2021). Curran Associates, pp. 18633–18645.
Contact Details
College affiliation: Fellow at Hertford College
Telephone: +44(0)1865 285368
Office number: 1.09