Working papers

- "COIN: COmpression with Implicit Neural representations" (with E. Dupont, A. Golinski, M. Alizadeh & Y.W. Teh). arXiv:2103.03123. Pdf

- "Improving Lossless Compression Rates via Monte Carlo Bits-Back Coding" (with Y. Ruan, K. Ullrich, D. Severo, J. Townsend, A. Khisti, A. Makhzani & C.J. Maddison). arXiv:2102.11086. Pdf

- "Differentiable Particle Filtering via Entropy-Regularized Optimal Transport" (with A. Corenflos, J. Thornton & G. Deligiannidis). arXiv:2102.07850. Pdf

- "Annealed Flow Transport Monte Carlo" (with M. Arbel & A.G.D.G. Matthews). arXiv:2102.07501. Pdf

- "Generative Models as Distributions of Functions" (with E. Dupont & Y.W. Teh). arXiv:2102.04776. Pdf

- "Metropolis--Hastings with Averaged Acceptance Ratios" (with C. Andrieu, S. Yildirim & N. Chopin). arXiv2101.01253. Pdf

- "Unbiased Gradient Estimation for Variational Auto-Encoders using Coupled Markov Chains" (with F.J. Ruiz, M.K. Titsias & T. Cemgil). arXiv:2010.01845. Pdf

- "A Particle Method for Solving Fredholm Equations of the First Kind" (with F. Crucinio & A.M. Johansen). arXiv:2009.09974. Pdf

- "Noisy Adaptive Group Testing using Bayesian Sequential Experimental Design" (with M. Cuturi, O. Teboul, Q. Berthet & J.P. Vert). arXiv:2004.12508. Pdf

- "Ensemble Rejection Sampling" (with G. Deligiannidis & S. Rubenthaler). arXiv:2001.09188. Pdf

- "Schrödinger Bridge Samplers" (with E. Bernton, J. Heng & P.E. Jacob). arXiv:1912.13170. Pdf

- "Mean-field Behaviour of Neural Tangent Kernel for Deep Neural Networks" (with S. Hayou & J. Rousseau). arXiv:1905.13654. Pdf (updated 03/10/19)

- "Efficient MCMC Sampling with Dimension-Free Convergence Rate using ADMM-type Splitting" (with M. Vono & D. Paulin). arXiv:1905.11937. Pdf (updated 31/08/20)

- "Non-reversible Parallel Tempering: A Scalable Highly Parallel MCMC Scheme" (with S. Syed, A. Bouchard-Côté & G. Deligiannidis). arXiv:1905.02939. Pdf (updated 07/10/19)

- "Hamiltonian Descent Methods" (with C.J. Maddison, D. Paulin, Y.W. Teh & B. O'Donoghue). arXiv:1809.05042. Pdf

- "Multivariate Stochastic Volatility with Co-Heteroscedasticity" (with J. Chan, R. Leon-Gonzalez & R.W. Strachan). GRIPS Discussion Papers 18-12. Pdf

- "Scalable Monte Carlo Inference for State-Space Models" (with S. Yildirim & C. Andrieu). arXiv:1809.02527. Pdf

- "Piecewise-Deterministic Markov Chain Monte Carlo" (with P. Vanetti, A. Bouchard-Côté & G. Deligiannidis). arXiv:1707.05296. (updated 15/05/18) Pdf

- "Pseudo-marginal Hamiltonian Monte Carlo" (with J. Alenlov & F. Lindsten). arXiv:1607.02516. Pdf (updated 02/10/19)

- "On Embedded Hidden Markov Models and Particle Markov chain Monte Carlo Methods" (with A. Finke & A.M. Johansen). arXiv:1610.08962 Pdf

- "Bayesian Nonparametric Image Segmentation using a Generalized Swedsen-Wang Algorithm" (with R. Xu & F. Caron), arXiv:1602:03048. Pdf

- "Derivative-free Estimation of the Score Vector and Observed Information Matrix with Applications to State-Space Models'' (with P.E. Jacob & S. Rubenthaler), arXiv:1304:5768 (updated 07/2015).

- "Consensus in the Wasserstein Metric Space of Probability Measures" (with A. Bishop), arXiv:1404.0145 (revised July 2015).

- "Perfect Simulation using Atomic Regeneration with Application to Sequential Monte Carlo" (with A. Lee and K. Łatuszyński), arXiv:1407.5770. Pdf

- A. Doucet, N. De Freitas & N.J. Gordon (editors), Sequential Monte Carlo Methods in Practice, Springer-Verlag: New York, 2001.

2021-

- "Gibbs Flow for Approximate Transport with Applications to Bayesian Computation" (with J. Heng & Y. Pokern). Journal of the Royal Statistical Society Series B, vol. 83, no. 1, pp. 156--187, 2021. Pdf

- "Randomized Hamiltonian Monte Carlo as Scaling Limit of the Bouncy Particle Sampler and Dimension-free Convergence Rates" (with G. Deligiannidis, D. Paulin & A. Bouchard-Côté). Annals of Applied Probability, to appear. Pdf

- "Large Sample Asymptotics of the Pseudo-Marginal Method" (with S. Schmon, G. Deligiannidis & M.K. Pitt). Biometrika, vol. 108, no. 1, pp. 37--51, 2021. Pdf

- "Dual Space Preconditioning for Gradient Descent" (with C.J. Maddison, D. Paulin & Y.W. Teh). SIAM Journal on Optimization, to appear. Pdf

- "Asymptotic Properties of Recursive Particle Maximum Likelihood Estimation" (with V.B. Tadic). IEEE Transactions on Information Theory, vol. 67, no. 3, pp. 1825--1848, 2021. Pdf

- "Bias of Particle Approximations to Optimal Filter Derivative" (with V.B. Tadic). SIAM Journal on Control and Optimization, vol. 59, no. 1, pp. 727--748, 2021 . Pdf

- "Learning Deep Features in Instrumental Variable Regression" (with L. Xu, Y. Chen, S. Srinivasan, N. De Freitas & A. Gretton). Proc. ICLR, 2021. Pdf

- "Robust Pruning at Initialization" (with S. Hayou, J-F. Ton & Y.W. Teh). Proc. ICLR, 2021. Pdf

- "Stable Resnet" (with S. Hayou, E. Clerico, B. He, G. Deligiannidis & J. Rousseau). Proc. AISTATS, 2021 (oral presentation). Pdf

- "Controlled Sequential Monte Carlo" (with J. Heng, A. Bishop & G. Deligiannidis). Annals of Statistics, vol. 48, no. 5, pp. 2904--2929, 2020. Pdf Matlab code

- "Exponential Ergodicity of the Bouncy Particle Sampler" (with G. Deligiannidis & A. Bouchard-Côté). Annals of Statistics, vol. 47, no. 3, pp. 1268--1287, 2019. Pdf

- "Analyticity of Entropy Rates of Continuous-state Hidden Markov Models" (with V.B. Tadic). IEEE Transactions on Information Theory, vol. 65, no. 12, pp. 7950--7975, 2019.Pdf

- "Limit Theorems for Sequential MCMC Methods" (with A. Finke & A.M. Johansen). Advances in Applied Probability, vol. 52, pp. 377--403, 2020. Pdf

- "Stability of Optimal Filter Higher-Order Derivatives" (with V.B. Tadic). Stochastic Processes and Their Applications, vol. 130, pp. 4808--4858, 2020. Pdf

- "Unbiased MCMC for Intractable Target Distributions" (with L. Middleton, G. Deligiannidis & P.E. Jacob). Electronic Journal of Statistics, vol. 14, no. 2, pp. 2842--2891, 2020. Pdf

- "Non-reversible Jump Algorithms for Bayesian Nested Model Selection" (with P. Gagnon). Journal of Computational and Graphical Statistics arXiv:1911.01340. Pdf

- "Modular Meta-Learning with Shrinkage" (with Y. Chen et al.), Proc. NeurIPS, 2020 (spotlight). arXiv:1911.01340. Pdf

- "Relaxing Bijectivity Constraints with Continuously Indexed Normalising Flows" (with R. Cornish, A. Caterini & G. Deligiannidis), Proc. ICML, 2020. Pdf

- "Augmented Neural Ordinary Differential Equations" (with E. Dupont & Y.W. Teh), Proc. NeurIPS, 2019.Pdf

- "Unbiased Smoothing using Particle Independent Metropolis--Hastings" (with L. Middleton, G. Deligiannidis & P.E. Jacob), Proc. AISTATS, 2019. (oral presentation) Pdf Code

- "Bernoulli Race Particle Filters" (with S. Schmon & G. Deligiannidis), Proc. AISTATS, 2019. Pdf

- "Scalable Metropolis--Hastings for Exact Bayesian Inference with Large Datasets" (with R. Cornish, P. Vanetti, A. Bouchard-Côté & G. Deligiannidis), Proc. ICML, 2019. (oral presentation) Pdf

- "On the Impact of the Activation Function on Deep Neural Networks Training" (with S. Hayou & J. Rousseau), Proc. ICML, 2019. Pdf

- "Replica Conditional Sequential Monte Carlo" (with A. Shestopaloff), Proc. ICML, 2019.

- Discussion of Unbiased MCMC using Couplings by Jacob et al. (with P. Vanetti) , J. Roy. Stat. Soc. B, vol. 82, no. 3, pp. 592--593, 2020. Pdf

- Discussion of Quasi-Stationary Monte Carlo and the Scale Algorithm by Pollock et al. (with P. Vanetti) , J. Roy. Stat. Soc. B, 2020. Pdf

- "The Correlated Pseudo-Marginal Method" (with G. Deligiannidis & M.K. Pitt). Journal of the Royal Statistical Society Series B, vol. 80, no. 5, pp. 839--870, 2018. Pdf Code

- "The Bouncy Particle Sampler: A Non-Reversible Rejection Free Markov chain Monte Carlo Method" (with A. Bouchard-Côté & S.J. Vollmer). Journal of the American Statistical Association, vol. 113, pp. 855--867, 2018. Pdf Code Piecewise deterministic MCMC library by T. Lienart. See also Msc Thesis by N. Galbraith Pdf with Python code

- "Asymptotic Bias of Stochastic Gradient Search" (with V.B. Tadic). Annals of Applied Probability, vol. 27, no. 6, pp. 3255-3304, 2017 Pdf (extended version Pdf).

- "On Markov chain Monte Carlo Methods for Tall Data'' (with R. Bardenet & C.C. Holmes). Journal of Machine Learning Research, vol. 18(47), pp. 1--43, 2017. Pdf IPython notebook

- "Particle Gibbs Split-Merge Sampling for Bayesian Inference in Mixture Models" (with A. Bouchard-Côté & A. Roth). Journal of Machine Learning Research, vol. 18(28), pp. 1--39, 2017. Pdf and code

- "Generalized Pólya Urn for Time-Varying Pitman-Yor Processes'' (with F. Caron et al.). Journal of Machine Learning Research, vol. 18(27), pp. 1--32, 2017. Pdf Object tracking code

- "Piecewise deterministic Markov processes for scalable Monte Carlo on restricted domains" (with J. Bierkens et al.). Statistics and Probability Letters, vol. 136, pp. 148-154, 2018 Pdf Code.

- "On Uncertainty Quantification in Hydrogeology and Hydrogeophysics" (with N. Linde, D. Ginsbourger, J. Irving & F. Nobile). Advances in Water Resources, vol. 110, pp. 166-181, 2017. Pdf

- "Hamiltonian Variational Auto-Encoder" (with A. Caterini & D. Sejdinovic). Proc. NeurIPS, 2018 Pdf

- "Filtering Variational Objectives" (with C. Maddison et al.). Proc. NIPS, 2017. Pdf TensorFlow implementation

- "Clone MCMC: Parallel High-Dimensional Gaussian Gibbs Sampling" (with A. Barbos, F. Caron & J-F. Giovannelli). Proc. NIPS, 2017. Pdf

- "Particle Value Functions" (with C. Maddison et al.). Proc. Workshop ICLR, 2017. Pdf

- "Sequential Monte Carlo Methods" (with A. Lee). in Handbook of Graphical Models (eds. Maathuis, Drton, Lauritzen & Wainwright), 2018 Pdf.

- "Efficient Implementation of Markov chain Monte Carlo when Using an Unbiased Likelihood Estimator" (with M.K. Pitt, G. Deligiannidis & R. Kohn), Biometrika, vol. 102, no. 2, pp. 295-313, 2015 (+18 pages Supplementary material). Pdf

- "Bayesian Phylogenetic Inference using a Combinatorial Sequential Monte Carlo Method" (with L. Wang & A. Bouchard-Côté). Journal of the American Statistical Association, vol. 110, no. 512, pp. 1362-1374, 2015. Pdf Java code

- "On Particle Methods for Parameter Estimation in State-Space Models" (with N. Kantas et al.). Statistical Science, vol. 30, no. 3, pp. 328-351, 2015. Pdf

- "Uniform Stability of a Particle Approximation of the Optimal Filter Derivative" (with P. Del Moral & S.S. Singh), SIAM J. Control Optimization, vol. 53, no. 3, pp. 1278-1304, 2015. Pdf

- "Particle Methods: An Introduction with Applications" (with P. Del Moral), ESAIM: Proceedings, vol. 44, pp. 1-46, 2014. Pdf

- "Expectation Particle Belief Propagation" (with T. Lienart & Y.W. Teh), Proc. NIPS, 2015. Code

- "Interacting Particle Markov chain Monte Carlo" (with T. Rainforth et al.), Proc. ICML, 2016. Code

2013-2014

- "A Lognormal Central Limit Theorem for Particle Approximations of Normalizing Constants" (with J. Berard & P. Del Moral), Electronic J. Proba, vol. 19, no. 94, pp. 1-28, 2014 Pdf.

- "An Online Expectation-Maximization Algorithm for Changepoint Models" (with S. Yildirim & S.S. Singh), J. Comp. Graph. Statist., vol. 22, no. 4, pp. 906-926, 2013. Pdf Matlab code

- "Simulated Likelihood Inference for Stochastic Volatility Models using Continuous Particle Filtering" (with M.K. Pitt & S. Malik), Ann. Inst. Stat. Math., vol 66, pp. 527-552, 2014. Pdf

- "An Adaptive Interacting Wang-Landau Algorithm for Automatic Density Exploration" (with L. Bornn, P. Jacob & P. Del Moral), J. Comp. Graph. Statist., vol. 22, no. 3, pp. 749-773, 2013. Pdf R package PAWL

- "Fast Computation of Wasserstein Barycenters'' (with M. Cuturi), Proc. ICML, 2014. Pdf

- "Towards Scaling Up MCMC for Large Datasets" (with R. Bardenet & C.C. Holmes), Proc. ICML, 2014. Pdf Supplementary material

- "Asynchronous Anytime Sequential Monte Carlo" (with B. Paiges, F. Wood & Y.W. Teh), Proc. NIPS, 2014.

2011-2012

- "Particle Approximations of the Score and Observed Information Matrix in State-Space Models with Application to Parameter Estimation" (with G. Poyiadjis & S.S. Singh), Biometrika, vol. 98, no. 1, pp. 65-80, 2011. Pdf

- "On the Conditional Distributions of Spatial Point Processes" (with F. Caron, P. Del Moral & M. Pace), Advances in Applied Probability, vol. 43, no. 2, pp. 301-307, 2011. Pdf

- "An Adaptive Sequential Monte Carlo Method for Approximate Bayesian Computation" (with P. Del Moral & A. Jasra), Statist. Computing, vol. 22, no. 5, pp. 1009-1020, 2012. Pdf C code

- "Bayesian Sparsity-Path-Analysis of Genetic Association Signal using Generalized t Priors" (with A. Lee, F. Caron & C.C. Holmes), Statistical Applications in Genetics and Molecular Biology, vol. 11, no. 2, 2012. Pdf

- "Efficient Bayesian Inference for Generalized Bradley-Terry Models" (with F. Caron), J. Comp. Graph. Statist., vol. 21, no. 1, pp. 174-196, 2012. Pdf Webpage with Matlab code

- "Particle Approximation of the Intensity Measures of A Spatial Branching Point Process Arising in Multi-target Tracking" (with F. Caron, P. Del Moral & M. Pace), SIAM J. Control Optimization, vol. 49, no. 4, pp. 1766-1792, 2011. Pdf

- "Fluctuations of Interacting Markov Chain Monte Carlo Methods" (with B. Bercu & P. Del Moral), Stochastic Processes and Their Applications, vol. 122, no. 4, pp. 1304-1331, 2012. Pdf

- "Robust Inference on Parameters via Particle Filters and Sandwich Covariance Matrices" (with N. Shephard), Technical report Department of Economics, Oxford University, Discussion paper 606 Pdf.

- "Efficient Bayesian Inference for Multivariate Probit Models with Sparse Inverse Correlation Matrices" (with A. Talhouk & K.P. Murphy), J. Comp. Graph. Statist., vol. 21, no. 3, pp. 739-757. Pdf Matlab code

- "On Adaptive Resampling Strategies for Sequential Monte Carlo Methods" (with P. Del Moral & A. Jasra), Bernoulli, vol. 18, no. 1, pp. 252-278, 2012. Pdf

- "On-line Changepoint Detection and Parameter Estimation with Application to Genomic data" (with F. Caron & R. Gottardo), Statist. Computing, vol. 22, no. 2, pp. 579-595, 2012. Pdf

- "Exact approximation of Rao-Blackwellised particle filters" (with A.M. Johansen & N. Whiteley), Proc. 16th IFAC SysId, 2012 Pdf

- "On-line parameter estimation in general state-space models using a pseudo-likelihood approach" (with C. Andrieu & V.B. Tadic), Proc. 16th IFAC SysId, 2012 Pdf

- "Distributed Maximum Likelihood for Simultaneous Self-Localization and Tracking in Sensor Networks" (with N. Kantas & S.S. Singh), IEEE Trans. Signal Processing, 2012 Pdf

- Discussion of Riemannian Manifold
Langevin and Hamiltonian Monte Carlo Methods by M. Girolami et al.
(with P. Jacob & A.M. Johansen),
*Journal Royal Statistical Society B*, 73(2):162, 2011.

- "A Tutorial on Particle Filtering and Smoothing: Fifteen years Later", (with A.M. Johansen), in Handbook of Nonlinear Filtering (eds. D. Crisan et B. Rozovsky), Oxford University Press, 2011. Pdf

- "On Nonlinear Markov chain Monte Carlo" (with C. Andrieu, A. Jasra & P. Del Moral), Bernoulli, vol. 17, no. 3, pp. 987-1014, 2011. Pdf

- "Efficient Bayesian Inference for Switching State-Space Models using Discrete Particle Markov Chain Monte Carlo methods" (with C. Andrieu & N. Whiteley), Technical report no. 1004 Department of Mathematics Bristol University Pdf

- "Particle Markov chain Monte Carlo for Efficient Numerical Simulation" (with C. Andrieu & R. Holenstein), in Monte Carlo and Quasi Monte Carlo Methods 2008, Lecture Notes in Statistics, Springer, pp. 45-60, 2009. Pdf

- "Particle Markov chain Monte Carlo methods" (with C. Andrieu & R. Holenstein) (with discussion), Journal Royal Statistical Society B, vol. 72, no. 3, pp. 269-342, 2010. Pdf

- "Forward Smoothing using Sequential Monte Carlo" (with P. Del Moral & S.S. Singh), Technical report Cambridge University TR638, Sept. 2009, revised arXiv:1012:5390 Pdf

- "On the Utility of Graphics Cards to Perform Massively Parallel Implementation of Advanced Monte Carlo Methods" (with A. Lee, C. Yau, M. Giles & C.C. Holmes), J. Comp. Graph. Statist., vol. 19, no. 4, pp. 769-789, 2010. Pdf Website with GPU code

- "A Backward Particle Interpretation of Feynman-Kac Formulae" (with P. Del Moral & S.S. Singh), ESAIM: Math. Model. Num. Analy., Special issue on Probabilistic Methods for PDEs, vol. 44, pp. 947-975, 2010. Pdf

- "On Solving Integral Equations using Markov Chain Monte Carlo Methods " (with A. M. Johansen & V. B. Tadić), Applied Math. Computation, vol. 216, no. 10, pp. 2869-2880, 2010. Pdf

- "A New Class of Interacting Markov chain Monte Carlo
Methods" (with P. Del Moral), Comptes
rendus Acad. Sci. Math., vol. 348, pp. 79-83, 2010
**.**

- "Interacting Markov chain Monte Carlo Methods for Solving Nonlinear Measured-Valued Equations" (with P. Del Moral), Annals of Applied Probability, vol. 20, no. 2, pp. 593-639, 2010. Pdf

- "Smoothing Algorithms for State-space Models" (with M. Briers & S. Maskell), Annals Institute Statistical Mathematics, vol. 62, no. 1, pp. 61-89, 2010. Pdf

- "A Boosting Approach to Structure Learning of High Dimensional Graphs with and without Prior Knowledge" (S. Anjum & C.C. Holmes), Bioinformatics, vol. 25, no. 22, pp. 2929-2936, 2009. Pdf

- "An Efficient Computational Approach to Prior Sensitivity and Cross-Validation" (with L. Bornn & R. Gottardo), Canadian Journal of Statistics, vol. 38, no. 1, pp. 47-64, 2010. Pdf

- "Sequentially Interacting Markov chain Monte Carlo" (with A. Brockwell & P. Del Moral), Annals of Statistics, vol. 38, no. 6, pp. 3387-3411, 2010. Pdf

- "A Functional Central Limit Theorem for a Class of Interacting Markov Chain Monte Carlo Methods" (with B. Bercu & P. Del Moral), Electronic Journal of Probability, vol. 73, pp. 2130-2355, 2009. Pdf

- Discussion of Tracking of multiple merging and splitting targets: A statistical perspective by Storlie et al. (with B. Vo), Statistica Sinica.

- "A Bayesian Approach to Joint Tracking and Identification of Geometric Shapes in Video Sequences" (with P. Minvielle, A. Marrs & S. Maskell), Image and Vision Computing, vol. 28, pp. 111-123, 2010. Pdf

- "An Overview of Sequential Monte Carlo Methods for Parameter Estimation in General State-Space Models" (N. Kantas, S.S. Singh and J.M. Maciejowski), Proceedings IFAC System Identification (SySid) Meeting, 2009.

- "Bayesian Nonparametric Models on Decomposable Graphs" (with F. Caron), Proc. NIPS, 2009.

- "An Expectation Maximization Algorithm for Continuous Markov Decision Processes with Arbitrary Rewards" (with M. Hoffman, N. De Freitas & J. Peters), Proc. AI-STATS, 2009. Pdf

- "Particle Markov Chain Monte Carlo for Multiple Change-Point Problems" (with C. Andrieu & N. Whiteley), Technical report no. 0911 Department of Mathematics Bristol University, 2009. Pdf

- "A Hierarchical Bayesian Framework for Constructing Sparsity-inducing Priors" (with A. Lee, F. Caron & C.C. Holmes), 2009. Pdf

- A Note on Efficient Conditional Simulation of Gaussian Distributions Pdf

- "Generalized Polya urn for time-varying Dirichlet processes", (with F. Caron & M. Davy), Proc. UAI, 2007 Pdf

- "Sparse Bayesian Nonparametric Regression", (with F. Caron), Proc. ICML, 2008. Pdf

- "Simulation-Based Optimal Sensor Scheduling with Application to Observer Trajectory Planning", (with S.S. Singh et al.), Automatica, vol. 43, no. 5, pp. 817-830, 2007. Pdf

- "A Note on Auxiliary Particle Filters", (with A.M. Johansen), Statistics and Probability Letters, vol. 78, pp. 1498-1504, 2008. Pdf

- "Particle methods for Maximum Likelihood Parameter Estimation in Latent Variable Models", (with A. M. Johansen & M. Davy), Statistics and Computing, vol. 18, pp. 47-57, 2008. Pdf

- "A Note on the Convergence of the
Equi-Energy Sampler", (with C. Andrieu, A. Jasra & P. Del
Moral),
*Stochastic Analysis and Applications*, vol. 26, pp. 298-312, 2008. Pdf

- "Sharp Propagation of Chaos Estimates for Feynman-Kac Particle Models", (with P. Del Moral & G.W. Peters), Teoriya Veroyatnostei i ee Primeneniya, vol. 51, no. 3, 2006. Reprinted in SIAM Theory of Probability and Its Applications, vol. 51, no. 3, pp. 459-485, 2007 Pdf

- "A Framework for Kernel-Based Multi-Category Classification", (with S.I. Hill), J. Artificial Intell. Res., vol. 30, pp. 525-564, 2007. Pdf

- "Bayesian policy learning with trans-dimensional MCMC", (with M. Hoffman, N. De Freitas & A. Jasra), Proc. NIPS, 2007. Pdf

- "Sequential
Monte Carlo Samplers", (with P. Del Moral & A.
Jasra),
*J. Royal Statist. Soc.*B, vol. 68, no. 3, pp. 411-436, 2006. Pdf Additional note Website with C++ code Google Scholar Classic paper

- "Efficient Block Sampling Strategies for Sequential Monte Carlo", (with M. Briers & S. Senecal), J. Comp. Graph. Statist., vol. 15, no. 3, pp. 693-711, 2006. Pdf

- "Sequential Monte Carlo methods for
Bayesian Multi-target filtering with Random Finite Sets", (with B. Vo
& S.S. Singh),
*IEEE Trans. Aerospace Elec. Systems*, vol. 41, pp. 1224-1245, 2005. Pdf

- "Sequential Monte Carlo for Bayesian Computation" with discussion, (with P. Del Moral & A. Jasra), Bayesian Statistics 8, Oxford University Press, 2006. Pdf preliminary version here

- "Convergence
of the SMC Implementation of the PHD Filter", (with A. Johansen, S.S.
Singh & B. Vo),
*Methodology and Computing in Applied Probability*, vol. 8, no. 2, pp. 265-291, 2006. Pdf

- Discussion
of Exact and Computationally Efficient
Likelihood
Estimation of Discretely Observed Diffusions by Beskos et al. (with M.
Rousset)
*J. Royal Statist. Soc.*B, 2006. Pdf

- "Exponential Forgetting and Geometric Ergodicity in General State-Space Models", (with V.B. Tadic), Stochastic Processes and Their Applications, vol. 115, pp. 1408-1436, 2005. Pdf

- "Fast Particle Smoothing: If I Had a Million Particles", (with M. Klass et al.), Proc. ICML, 2006 Pdf

- "Space Alternating Data Augmentation: Application to Finite Mixture of Gaussians and Speaker Recognition" (with T. Matsui & S. Senecal), Proc. IEEE ICASSP, 2005. Pdf

- "Towards practical N^2 Monte Carlo: The marginal particle filter", (with M. Klaas & N. De Freitas), Proc. UAI, 2005 Pdf

- "Online simulation-based methods for parameter estimation in non linear non Gaussian state-space models", (with C. Andrieu & V.B. Tadic), Proc. IEEE CDC (invited paper), 2005 Pdf

- "Particle methods for optimal filter derivative: Application to parameter estimation", (with G. Poyadjis & S.S. Singh), Proc. IEEE ICASSP (invited paper), 2005 Pdf Extended version of this paper Maximum Likelihood Parameter Estimation using Particle Methods, Joint Statistical Meeting, Pdf

- "Sequential Monte Carlo
samplers for rare events", (with P. Del Moral & A.M. Johansen),
*Proc. 6th International Workshop on Rare Event Simulation*, 2006 Pdf

- "Sequential sampling for dynamic environment map illumination", (with A. Ghosh & W. Heidrich), Proc. Eurographics Symposium on Rendering, 2006 Pdf

- "Particle Motions in Absorbing Medium with Hard and Soft
Obstacles", (with
P. Del Moral),
*Stochastic Analysis and Applications*, vol. 22, no. 5, pp. 1175-1207, 2004. Pdf

- "Monte Carlo Smoothing for Nonlinear Time Series", (with
S.J.
Godsill
&
M. West),
*J. Amer. Stat. Assoc*., vol. 99, no. 465, pp. 156-168, 2004.

- "Computational Methods for and from Bayesian Analysis",
(with C.
Andrieu
& C.P. Robert),
*Statistical Science*, vol. 19, no. 1, 2004. Pdf

- "Reversible Jump MCMC Strategies for Bayesian model
selection in
Autoregressive Processes", (with J. Vermaak,
C.
Andrieu
& S.J. Godsill),
*J. Time Series Analysis*, vol. 25, no. 6, pp. 785-809, 2004. Pdf

- Discussion on Efficient
Construction
of Reversible Jump MCMC Proposal Distributions by Brooks et al. (with
C. Andrieu)
*J. Royal Statist. Soc.*B, 2003.

- "On a Class of Genealogical and Interacting Metropolis
Models"
(with P.
Del Moral).
*Seminaire de Proba. XXXVII, Ed. J. Azema, M. Emery, M. Ledoux & M. Yor, Lecture Notes in Mathematics*, Springer-Verlag Berlin, 2003. Pdf

- "Efficient Particle Filtering for Jump Markov Systems -
Applications to
Time-Varying Autoregressions", (with C. Andrieu & M.
Davy),
*IEEE Trans. Signal Processing*, vol. 51, no. 7, pp. 1762-1770, 2003 Pdf

- "An Introduction to MCMC for Machine Learning", (with C.
Andrieu,
N. de
Freitas & M.I. Jordan),
*Machine Learning*, vol. 50, pp. 5-43, 2003, Pdf

- "Parameter Estimation in General State-Space Models using
Particle
Methods"
(with V.B. Tadic),
*Ann. Inst. Stat. Math.*, vol. 55, no. 2, pp. 409-422, 2003. Read Biometrika 2010 Pdf instead.

- "Maintining Multimodality
through
Mixture
Tracking", (with J. Vermaak & P. Perez),
*Proc. ICCV,*2003

- "Particle Filtering for Partially Observed Gaussian State
Space
Models",
(with C. Andrieu),
*J. Royal Statist. Soc.*B, vol. 64, no.4, pp. 827-836, 2002. Pdf

- "Particle Filters for State Estimation of Jump Markov
Linear
Systems"
(with
N.J. Gordon and V. Krishnamurthy),
*IEEE Trans. Signal Processing*, vol. 49, no.3, pp. 613-624, 2001. Pdf

- "Convergence of Simulated Annealing using Foster-Lyapunov
Criteria",
(with
C. Andrieu & L. Breyer),
*J. Applied Probability*, vol. 38, no. 4, pp. 975-994, 2001. Pdf

- "Robust Full Bayesian Learning for Radial Basis Networks"
(with
C.
Andrieu
and J.F.G. de Freitas),
*Neural Computation*, vol. 13, pp. 2359-2407, 2001. Pdf

- "Marginal Maximum A Posteriori Estimation using MCMC" (with
S.J.
Godsill
& C.P. Robert),
*Statistics and Computing*, vol. 12, pp. 77-84, 2002. Pdf

- "A Survey of Convergence Results on Particle Filtering for
Practitioners",
(with D. Crisan),
*IEEE Trans. Signal Processing*, vol. 50, no. 3, pp. 736-746, 2002. Pdf

- "Bayesian Curve Fitting with Applications to Signal
Segmentation",
(with
E. Punskaya, C. Andrieu & W.J. Fitzgerald),
*IEEE Trans. Signal Processing*, vol. 50, no. 3, pp. 747-758, 2002. Pdf

- "Maximum a Posteriori Sequence Estimation via Monte Carlo Particle Methods" (with S.J. Godsill & M. West), Ann. Inst. Stat. Math. vol. 53, no. 1, pp. 82-96, 2001.

- "Optimal Estimation and Cramer-Rao Bounds for
Partial
Non-Gaussian
State-Space Models" (with N. Bergman & N.J. Gordon),
*Ann. Inst. Stat. Math.*, vol. 52, no. 1, pp. 97-112, 2001. Pdf

- "Iterative Algorithms for State Estimation of Jump Markov
Linear
Systems"
(with C. Andrieu),
*IEEE Trans. Signal Processing*, vol. 49, no. 6, pp. 1216-1227, 2001. Pdf

- "Bayesian Deconvolution of Noisy Filtered Point Processes"
(with
C.
Andrieu
& E. Barat),
*IEEE Trans. Signal Processing*, vol. 49, no. 1, pp. 134-146, 2001. Pdf

- " Rao-Blackwellised
Particle Filtering via Data Augmentation", (with C. Andrieu &
N. de Freitas),
*Proc. NIPS,*2001*.*Pdf

- "An Introduction to Sequential Monte Carlo Methods" (with
J.F.G.
de
Freitas
& N.J. Gordon) in
*Sequential Monte Carlo Methods in Practice,*New York: Springer-Verlag, January 2001. Pdf

- "Sequential Monte Carlo Methods for Optimal Filtering"
(with C.
Andrieu
& E. Punskaya) in
*Sequential Monte Carlo Methods in Practice,*New York: Springer-Verlag, January 2001.

- "Sparse Bayesian Learning
for
Regression
and Classification using MCMC", (with S.S. Tham & R. Kitagari),
*Proc. ICML,*2002.

- "Particle methods for Bayesian modeling and enhancement of
speech
signals",
(with J. Vermaak, C. Andrieu & S.J. Godsill),
*IEEE Trans. Speech and Audio Proc.*, vol. 10, no. 3, pp. 173-185, 2002.Pdf

- "On Sequential Monte Carlo Sampling Methods for Bayesian
Filtering"
(with
S.J. Godsill & C. Andrieu),
*Statistics and Computing,*vol. 10, no. 3, pp. 197-208, 2000.Pdf (journal paper version of technical report Cambridge University CUED/F-INFENG/TR310 "On sequential simulation-based methods for Bayesian filtering", 1998 Pdf) This paper is a fast breaking paper and has been reprinted in A. Harvey & T. Proietti (eds), Readings in Unobserved Components Models, Series Advanced Texts in Econometrics, Oxford University Press, 2005.

- "Convergence of Sequential Monte Carlo Methods'' (wth D. Crisan), Technical report, Cambridge University CUED/F-INFENG/TR381, 2000 (never appeared) Pdf

- ''Stochastic Sampling Algorithms for State Estimation of
Jump
Markov
Linear
Systems'' (with A. Logothetis & V. Krishnamurthy),
*IEEE Trans. Automatic Control***,**vol. 45, no. 2, pp. 188-201, 2000. Pdf

- "Simulated Annealing for Maximum A Posteriori Parameter
Estimation of
Hidden
Markov Models" (with C. Andrieu),
*IEEE Trans. Information Theory*, vol. 46, no. 3, pp. 994-1004, 2000.

- "Reversible jump
simulated
annealing
for RBFs", (with C. Andrieu & N. de Freitas),
*Proc. UAI,*2000. Pdf

- "Rao-Blackwellised
particle filtering for dynamic Bayesian networks", (with N. de Freitas,
K. Murphy & S. Russell), Proc.
U
*AI*, 2000. Pdf

- "The
Unscented
Particle
Filter", (with R van der Merwe, N. de Freitas & E Wan, ),
*Proc. NIPS*, 2000 Pdf Longer Report

- MCMC data association for
target
tracking", (with N. Bergman),
*Proc. IEEE ICASSP,*2000.Download it here

- "Sequential MCMC for
Bayesian
Model Selection", (with C. Andrieu & N. de Freitas, )
*Proc. IEEE HOS,*1999 (invited paper). Pdf

- "Simulation-Based Methods for Blind Maximum-Likelihood Linear System Identification", (with O. Cappe, E. Moulines & M. Lavielle), Signal Processing, vol. 73, no. 1-2, pp. 3-25, 1999.

- "An Improved Method for Simulation of Real Stable ARMA(p,q) processes" (with C. Andrieu), IEEE Signal Proc. Letters, vol. 6, no.6, pp. 142-144, 1999.

- "Joint Bayesian Detection and Estimation of Noisy Sinusoids
via
Reversible
Jump MCMC" (with C. Andrieu),
*IEEE Trans. Signal Processing,*vol. 47, no. 10, pp. 2667-2676, 1999 Pdf

- "Filtrage Optimal et Sous-Optimal des Signaux de Rayonnements" (never appeared): my first journal paper (written in Word) submitted to Traitement du Signal in 1995 and rejected. I was about to give up academia after this promising beginning but eventually didn't and tried harder.