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

Martinez-Cantin, R., de Freitas, N., Brochu, E., Castellanos, J. and Doucet, A. (2009) “A Bayesian exploration-exploitation approach for optimal online sensing and planning with a visually guided mobile robot”, Autonomous Robots, 27(2), pp. 93–103.

Hoffman, M., Kueck, H., De Freitas, N. and Doucet, A. (2009) “New inference strategies for solving Markov Decision Processes using reversible jump MCMC”, Proceedings of the 25th Conference on Uncertainty in Artificial Intelligence, UAI 2009, pp. 223–231.

Andrieu, C., Doucet, A. and Holenstein, R. (2009) “Particle Markov Chain Monte Carlo for Efficient Numerical Simulation”, in. Springer Berlin Heidelberg, pp. 45–60.

Kantas, N., Doucet, A., Singh, S. and Maciejowski, J. (2009) “An Overview of Sequential Monte Carlo Methods for Parameter Estimation in General State-Space Models”, IFAC-PapersOnLine, 42(10), pp. 774–785.

Doucet, A. and Vo, B. (2009) “Commentary”, Statistica Sinica, 19(1), pp. 39–41.

Andrieu, C., Doucet, A. and Holenstein, R. (2009) “Particle Markov Chain Monte Carlo for Efficient Numerical Simulation”, in. Springer Nature, pp. 45–60.

Bercu, B., Del Moral, P. and Doucet, A. (2009) “A Functional Central Limit Theorem for a Class of Interacting Markov Chain Monte Carlo Methods”, ELECTRONIC JOURNAL OF PROBABILITY, 14, pp. 2130–2155.

Sadhu, S., Bhaumik, S., Doucet, A. and Ghoshal, T. (2009) “Particle-method-based formulation of risk-sensitive filter”, SIGNAL PROCESSING, 89(3), pp. 314–319.

Kueck, H., Hoffman, M., Doucet, A. and de Freitas, N. (2009) “Inference and Learning for Active Sensing, Experimental Design and Control”, in PATTERN RECOGNITION AND IMAGE ANALYSIS, PROCEEDINGS, pp. 1–10.

Caron, F. and Doucet, A. (2009) “Bayesian nonparametric models on decomposable graphs”, in Advances in Neural Information Processing Systems 22 - Proceedings of the 2009 Conference, pp. 225–233.

Contact Details

College affiliation: Fellow at Hertford College

Email: doucet@stats.ox.ac.uk

Telephone: +44(0)1865 285368

Office number: 1.09

PA: Lauren Haynes

Graduate Students

Guneet Singh Dhillon

Research Groups

Computational Statistics and Machine Learning

Statistical Theory and Methodology