Edit Profile (opens in new tab) Doucet, Arnaud Co-Author Distance Author ID: doucet.arnaud Published as: Doucet, Arnaud; Doucet, A. Homepage: https://www.stats.ox.ac.uk/~doucet/ External Links: MGP · ORCID · Google Scholar Documents Indexed: 115 Publications since 1997, including 10 Additional arXiv Preprints 3 Contributions as Editor · 3 Further Contributions Co-Authors: 109 Co-Authors with 121 Joint Publications 2,241 Co-Co-Authors all top 5 Co-Authors 0 single-authored 22 Andrieu, Christophe 22 Del Moral, Pierre 15 Jasra, Ajay 11 Singh, Sumeetpal Sidhu 10 Deligiannidis, George 10 Johansen, Adam M. 7 Bouchard-Côté, Alexandre 7 Robert, Christian P. 6 Caron, François 6 Chopin, Nicolas 6 de Freitas, Nando 6 Pitt, Michael K. 5 De Bortoli, Valentin 5 Godsill, Simon J. 5 Holmes, Christopher C. 5 Lee, Anthony J. T. 5 Paulin, Daniel 5 Tadić, Vladislav B. 5 Tadić, Vladislav Z. B. 4 Fearnhead, Paul 4 Girolami, Mark A. 4 Peters, Gareth William 4 Roberts, Gareth O. 3 Bornn, Luke 3 Cornebise, Julien 3 Davy, Manuel 3 Draper, David 3 Fitzgerald, William J. 3 Gordon, Neil A. 3 Heng, Jeremy 3 Jacob, Pierre E. 3 Punskaya, Elena 3 Stephens, David A. 3 Teh, Yee Whye 2 Barthelmé, Simon 2 Bercu, Bernard 2 Beskos, Alexandros 2 Bhadra, Anindya 2 Bishop, Adrian N. 2 Briers, Mark 2 Cappé, Olivier 2 Crisan, Dan O. 2 Critchley, Frank 2 Crucinio, Francesca Romana 2 Everitt, Richard Geoffrey 2 Finke, Axel 2 Gelman, Andrew 2 Golightly, Andrew 2 Gottardo, Raphael 2 Holenstein, Roman 2 Kantas, Nikolas 2 Kohn, Robert J. 2 Kypraios, Theodore 2 Latuszynski, Krzysztof 2 Lindsten, Fredrik 2 Maddison, Chris J. 2 Marin, Jean-Michel 2 Maskell, Simon 2 Mateu, Jorge 2 Pace, Michele 2 Papaspiliopoulos, Omiros 2 Pettitt, Anthony N. 2 Porcu, Emilio 2 Rue, Håvard 2 Simpson, Daniel Peter 2 Thiéry, Alexandre H. 2 Thornton, James 2 Tong, Howell 2 Vo, Ba-Ngu 2 Vollmer, Sebastian J. 2 West, Mike 1 Adams, Ryan Prescott 1 Alenlöv, Johan 1 Ali, Hassan 1 Amshah, Dino Isa 1 Anaya-Izquierdo, Karim Alejandro 1 Arafat, Ahmed 1 Arbel, Julyan 1 Archambeau, Cédric 1 Aston, John A. D. 1 Bao, Le 1 Bardenet, Rémi 1 Barnes, Chris P. 1 Beaumont, Mark A. 1 Beffy, Magali 1 Belmonte, Miguel A. G. 1 Bérard, Jean 1 Bergman, Niclas 1 Bhaumik, Shovan 1 Bierkens, Joris 1 Blum, Michael G. B. 1 Bouchard, Guillaume 1 Boys, Richard J. 1 Breyer, Laird Arnault 1 Brockwell, Anthony E. 1 Calderhead, Ben 1 Campbell, David A. 1 Campbell, Eddy 1 Castellanos, José Abel 1 Castro, Daniela ...and 170 more Co-Authors all top 5 Serials 9 Journal of the Royal Statistical Society. Series B. Statistical Methodology 6 Annals of the Institute of Statistical Mathematics 6 IEEE Transactions on Signal Processing 5 Signal Processing 5 Journal of Machine Learning Research (JMLR) 4 Journal of the American Statistical Association 4 SIAM Journal on Control and Optimization 3 IEEE Transactions on Information Theory 3 The Annals of Statistics 3 Biometrika 3 Statistics & Probability Letters 3 The Annals of Applied Probability 3 Stochastic Processes and their Applications 3 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings 3 Statistics and Computing 2 Advances in Applied Probability 2 Stochastic Analysis and Applications 2 Statistical Science 2 Electronic Journal of Probability 2 Bernoulli 2 Methodology and Computing in Applied Probability 1 The Canadian Journal of Statistics 1 Scandinavian Journal of Statistics 1 Theory of Probability and its Applications 1 Applied Mathematics and Computation 1 Automatica 1 IEEE Transactions on Automatic Control 1 IEEE Transactions on Communications 1 Journal of Applied Probability 1 Journal of Time Series Analysis 1 Machine Learning 1 Neural Computation 1 European Journal of Operational Research 1 Computational Statistics and Data Analysis 1 SIAM Journal on Optimization 1 The Journal of Artificial Intelligence Research (JAIR) 1 Monte Carlo Methods and Applications 1 ACM Transactions on Modeling and Computer Simulation 1 PAA. Pattern Analysis and Applications 1 Proceedings of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences 1 EURASIP Journal on Applied Signal Processing 1 Comptes Rendus. Mathématique. Académie des Sciences, Paris 1 Statistical Applications in Genetics and Molecular Biology 1 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis 1 Electronic Journal of Statistics 1 Journal of Computational and Graphical Statistics 1 IEEE Transactions on Circuits and Systems I: Regular Papers all top 5 Fields 67 Statistics (62-XX) 55 Numerical analysis (65-XX) 47 Probability theory and stochastic processes (60-XX) 21 Systems theory; control (93-XX) 13 Information and communication theory, circuits (94-XX) 12 Computer science (68-XX) 7 Operations research, mathematical programming (90-XX) 6 Statistical mechanics, structure of matter (82-XX) 4 Biology and other natural sciences (92-XX) 3 General and overarching topics; collections (00-XX) 3 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Integral equations (45-XX) 2 Operator theory (47-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Geophysics (86-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 99 Publications have been cited 2,952 times in 1,764 Documents Cited by ▼ Year ▼ Sequential Monte Carlo methods in practice. Foreword by Adrian Smith. Zbl 0967.00022 529 2001 Sequential Monte Carlo samplers. Zbl 1105.62034 Del Moral, Pierre; Doucet, Arnaud; Jasra, Ajay 333 2006 Riemann manifold Langevin and Hamiltonian Monte Carlo methods. With discussion and authors’ reply. Zbl 1411.62071 Girolami, Mark; Calderhead, Ben 248 2011 Particle Markov chain Monte Carlo methods. With discussion and authors’ reply. Zbl 1411.65020 Andrieu, Christophe; Doucet, Arnaud; Holenstein, Roman 245 2010 A tutorial on particle filtering and smoothing: fifteen years later. Zbl 1513.60043 Doucet, A.; Johansen, A. M. 188 2011 An introduction to MCMC for machine learning. Zbl 1033.68081 Andrieu, Christophe; de Freitas, Nando; Doucet, Arnaud; Jordan, Michael I. 139 2003 An adaptive sequential Monte Carlo method for approximate Bayesian computation. Zbl 1252.65025 Del Moral, Pierre; Doucet, Arnaud; Jasra, Ajay 100 2012 An introduction to sequential Monte Carlo methods. Zbl 1056.93576 Doucet, Arnaud; de Freitas, Nando; Gordon, Neil 89 2001 On particle methods for parameter estimation in state-space models. Zbl 1332.62096 Kantas, Nikolas; Doucet, Arnaud; Singh, Sumeetpal S.; Maciejowski, Jan; Chopin, Nicolas 83 2015 Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator. Zbl 1452.62055 Doucet, A.; Pitt, M. K.; Deligiannidis, G.; Kohn, R. 81 2015 Particle Markov chain Monte Carlo for efficient numerical simulation. Zbl 1184.65001 Andrieu, Christophe; Doucet, Arnaud; Holenstein, Roman 79 2009 A survey of convergence results on particle filtering methods for practitioners. Zbl 1369.60015 Crisan, Dan; Doucet, Arnaud 79 2002 Constructing summary statistics for approximate Bayesian computation: semi-automatic approximate Bayesian computation. With discussion and authors’ reply. Zbl 1411.62057 Fearnhead, Paul; Prangle, Dennis 79 2012 Monte Carlo smoothing for nonlinear times series. Zbl 1089.62517 Godsill, Simon J.; Doucet, Arnaud; West, Mike 74 2004 The bouncy particle sampler: a nonreversible rejection-free Markov chain Monte Carlo method. Zbl 1398.60084 Bouchard-Côté, Alexandre; Vollmer, Sebastian J.; Doucet, Arnaud 67 2018 Particle approximations of the score and observed information matrix in state space models with application to parameter estimation. Zbl 1214.62093 Poyiadjis, George; Doucet, Arnaud; Singh, Sumeetpal S. 63 2011 Inference for Lévy-driven stochastic volatility models via adaptive sequential Monte Carlo. Zbl 1246.91149 Jasra, Ajay; Stephens, David A.; Doucet, Arnaud; Tsagaris, Theodoros 56 2011 On adaptive resampling strategies for sequential Monte Carlo methods. Zbl 1236.60072 Del Moral, Pierre; Doucet, Arnaud; Jasra, Ajay 46 2012 On Markov chain Monte Carlo methods for tall data. Zbl 1433.68394 Bardenet, Rémi; Doucet, Arnaud; Holmes, Chris 35 2017 Smoothing algorithms for state-space models. Zbl 1422.62297 Briers, Mark; Doucet, Arnaud; Maskell, Simon 34 2010 The correlated pseudomarginal method. Zbl 1407.62074 Deligiannidis, George; Doucet, Arnaud; Pitt, Michael K. 33 2018 Sequential quasi Monte Carlo. With discussion and authors’ reply. Zbl 1414.62109 Gerber, Mathieu; Chopin, Nicolas 32 2015 Bayesian inference for linear dynamic models with Dirichlet process mixtures. Zbl 1391.62144 Caron, François; Davy, Manuel; Doucet, Arnaud; Duflos, Emmanuel; Vanheeghe, Philippe 28 2008 Particle filtering for partially observed Gaussian state space models. Zbl 1067.62098 Andrieu, Christophe; Doucet, Arnaud 24 2002 Parameter estimation in general state-space models using particle methods. Zbl 1047.62084 Doucet, Arnaud; Tadić, Vladislav B. 23 2003 A backward particle interpretation of Feynman-Kac formulae. Zbl 1209.65009 Del Moral, Pierre; Doucet, Arnaud; Singh, Sumeetpal S. 23 2010 A note on auxiliary particle filters. Zbl 1152.62066 Johansen, Adam M.; Doucet, Arnaud 22 2008 Exponential ergodicity of the bouncy particle sampler. Zbl 1467.60057 Deligiannidis, George; Bouchard-Côté, Alexandre; Doucet, Arnaud 22 2019 Particle motions in absorbing medium with hard and soft obstacles. Zbl 1071.60100 Del Moral, Pierre; Doucet, Arnaud 17 2004 Stochastic sampling algorithms for state estimation of jump Markov linear systems. Zbl 0980.93076 Doucet, Arnaud; Logothetis, Andrew; Krishnamurthy, Vikram 16 2000 Efficient particle filtering for jump Markov systems. Application to time-varying autoregressions. Zbl 1369.94075 Andrieu, Christophe; Davy, Manuel; Doucet, Arnaud 16 2003 Piecewise deterministic Markov processes for scalable Monte Carlo on restricted domains. Zbl 1463.62215 Bierkens, Joris; Bouchard-Côté, Alexandre; Doucet, Arnaud; Duncan, Andrew B.; Fearnhead, Paul; Lienart, Thibaut; Roberts, Gareth; Vollmer, Sebastian J. 16 2018 Reversible jump Markov chain Monte Carlo strategies for Bayesian model selection in autoregressive processes. Zbl 1062.62206 Vermaak, J.; Andrieu, C.; Doucet, A.; Godsill, S. J. 15 2004 Marginal maximum a posteriori estimation using Markov chain Monte Carlo. Zbl 1247.62087 Doucet, Arnaud; Godsill, Simon J.; Robert, Christian P. 14 2002 Sequential Monte Carlo for Bayesian computation. Zbl 1252.62016 Del Moral, Pierre; Doucet, Arnaud; Jasra, Ajay 13 2007 Sequentially interacting Markov chain Monte Carlo methods. Zbl 1251.65002 Brockwell, Anthony; Del Moral, Pierre; Doucet, Arnaud 12 2010 Convergence of simulated annealing using Foster-Lyapunov criteria. Zbl 0999.60066 Andrieu, Christophe; Breyer, Laird A.; Doucet, Arnaud 12 2001 Maximum a posteriori sequence estimation using Monte Carlo particle filters. Zbl 0995.62096 Godsill, Simon; Doucet, Arnaud; West, Mike 12 2001 Non-linear Markov chain Monte Carlo. Zbl 1359.60048 Andrieu, Christophe; Jasra, Ajay; Doucet, Arnaud; Del Moral, Pierre 12 2007 A lognormal central limit theorem for particle approximations of normalizing constants. Zbl 1308.65014 Bérard, Jean; Del Moral, Pierre; Doucet, Arnaud 12 2014 On nonlinear Markov chain Monte Carlo. Zbl 1241.60037 Andrieu, Christophe; Jasra, Ajay; Doucet, Arnaud; Del Moral, Pierre 11 2011 Interacting sequential Monte Carlo samplers for trans-dimensional simulation. Zbl 1452.62077 Jasra, Ajay; Doucet, Arnaud; Stephens, David A.; Holmes, Christopher C. 11 2008 Asymptotic bias of stochastic gradient search. Zbl 1387.49044 Tadić, Vladislav B.; Doucet, Arnaud 11 2017 Large-sample asymptotics of the pseudo-marginal method. Zbl 1462.62072 Schmon, S. M.; Deligiannidis, G.; Doucet, A.; Pitt, M. K. 11 2021 Simulated likelihood inference for stochastic volatility models using continuous particle filtering. Zbl 1334.62182 Pitt, Michael K.; Malik, Sheheryar; Doucet, Arnaud 10 2014 Controlled sequential Monte Carlo. Zbl 1455.62162 Heng, Jeremy; Bishop, Adrian N.; Deligiannidis, George; Doucet, Arnaud 10 2020 Exponential forgetting and geometric ergodicity for optimal filtering in general state-space models. Zbl 1074.60051 Tadić, Vladislav B.; Doucet, Arnaud 9 2005 A policy gradient method for semi-Markov decision processes with application to call admission control. Zbl 1163.90790 Singh, Sumeetpal S.; Tadić, Vladislav B.; Doucet, Arnaud 9 2007 Particle methods: an introduction with applications. Zbl 1351.60099 Del Moral, Piere; Doucet, Arnaud 9 2014 Generalized Pólya urn for time-varying Pitman-Yor processes. Zbl 1437.62229 Caron, François; Neiswanger, Willie; Wood, Frank; Doucet, Arnaud; Davy, Manuel 9 2017 On solving integral equations using Markov chain Monte Carlo methods. Zbl 1193.65217 Doucet, Arnaud; Johansen, Adam M.; Tadić, Vladislav B. 9 2010 Sequential Monte Carlo methods for diffusion processes. Zbl 1195.60105 Jasra, Ajay; Doucet, Arnaud 9 2009 Randomized Hamiltonian Monte Carlo as scaling limit of the bouncy particle sampler and dimension-free convergence rates. Zbl 1484.65004 Deligiannidis, George; Paulin, Daniel; Bouchard-Côté, Alexandre; Doucet, Arnaud 9 2021 An efficient computational approach for prior sensitivity analysis and cross-validation. Zbl 1190.62046 Bornn, Luke; Doucet, Arnaud; Gottardo, Raphael 8 2010 Uniform stability of a particle approximation of the optimal filter derivative. Zbl 1349.65010 Del Moral, Pierre; Doucet, Arnaud; Singh, Sumeetpal S. 8 2015 Gibbs flow for approximate transport with applications to Bayesian computation. Zbl 07555260 Heng, Jeremy; Doucet, Arnaud; Pokern, Yvo 8 2021 Robust full Bayesian learning for radial basis networks. Zbl 1013.68179 Andrieu, Christophe; de Freitas, Nando; Doucet, Arnaud 7 2001 On a class of genealogical and interacting Metropolis models. Zbl 1055.65005 Del Moral, Pierre; Doucet, Arnaud 7 2003 On-line changepoint detection and parameter estimation with application to genomic data. Zbl 1322.62085 Caron, François; Doucet, Arnaud; Gottardo, Raphael 7 2012 A note on convergence of the equi-energy sampler. Zbl 1214.82098 Andrieu, Christophe; Jasra, Ajay; Doucet, Arnaud; Del Moral, Pierre 6 2008 Interacting Markov chain Monte Carlo methods for solving nonlinear measure-valued equations. Zbl 1198.65024 del Moral, Pierre; Doucet, Arnaud 6 2010 Sharp propagation of chaos estimates for Feynman-Kac particle models. Zbl 1156.60072 Del Moral, P.; Doucet, A.; Peters, G. W. 6 2007 Fluctuations of interacting Markov chain Monte Carlo methods. Zbl 1244.60043 Bercu, Bernard; Del Moral, Pierre; Doucet, Arnaud 6 2012 Stability of sequential Monte Carlo samplers via the Foster-Lyapunov condition. Zbl 1319.60044 Jasra, Ajay; Doucet, Arnaud 6 2008 Simulation-based optimal sensor scheduling with application to observer trajectory planning. Zbl 1117.93377 Singh, Sumeetpal S.; Kantas, Nikolaos; Vo, Ba-Ngu; Doucet, Arnaud; Evans, Robin J. 5 2007 Computational advances for and from Bayesian analysis. Zbl 1062.62043 Andrieu, C.; Doucet, A.; Robert, C. P. 5 2004 Bayesian phylogenetic inference using a combinatorial sequential Monte Carlo method. Zbl 1373.62555 Wang, Liangliang; Bouchard-Côté, Alexandre; Doucet, Arnaud 5 2015 Particle Gibbs split-merge sampling for Bayesian inference in mixture models. Zbl 1439.62081 Bouchard-Côté, Alexandre; Doucet, Arnaud; Roth, Andrew 5 2017 Simulated annealing for maximum a posteriori parameter estimation of hidden Markov models. Zbl 1009.62070 Andrieu, Christophe; Doucet, Arnaud 4 2000 Simulation-based methods for blind maximum-likelihood filter identification. Zbl 0926.93066 Cappé, Olivier; Doucet, Arnaud; Lavielle, Marc; Moulines, Eric 4 1999 A functional central limit theorem for a class of interacting Markov chain Monte Carlo methods. Zbl 1191.60038 Bercu, Bernard; Del Moral, Pierre; Doucet, Arnaud 4 2009 Active policy learning for robot planning and exploration under uncertainty. Zbl 1331.68227 Martinez-Cantin, Ruben; de Freitas, Nando; Doucet, Arnaud; Castellanos, José A. 4 2008 A framework for kernel-based multi-category classification. Zbl 1182.68197 Hill, S. I.; Doucet, A. 4 2007 Model selection by MCMC computation. Zbl 1098.94514 Andrieu, C.; Djurić, P. M.; Doucet, A. 3 2001 Particle-method-based formulation of risk-sensitive filter. Zbl 1151.94406 Sadhu, Smita; Bhaumik, Shovan; Doucet, Arnaud; Ghoshal, T. K. 3 2009 Bayesian sparsity-path-analysis of genetic association signal using generalized \(t\) priors. Zbl 1296.92044 Lee, Anthony; Caron, Francois; Doucet, Arnaud; Holmes, Chris 3 2012 Unbiased Markov chain Monte Carlo for intractable target distributions. Zbl 1450.62027 Middleton, Lawrence; Deligiannidis, George; Doucet, Arnaud; Jacob, Pierre E. 3 2020 Efficient MCMC sampling with dimension-free convergence rate using ADMM-type splitting. Zbl 07625178 Vono, Maxime; Paulin, Daniel; Doucet, Arnaud 3 2022 Non-reversible parallel tempering: a scalable highly parallel MCMC scheme. Zbl 07593414 Syed, Saifuddin; Bouchard-Côté, Alexandre; Deligiannidis, George; Doucet, Arnaud 3 2022 Asymptotic properties of recursive particle maximum likelihood estimation. Zbl 1473.62294 Tadić, Vladislav Z. B.; Doucet, Arnaud 3 2021 Optimal estimation of amplitude and phase modulated signals. Zbl 0986.65003 Andrieu, Christophe; Doucet, Arnaud 2 2001 Convergence of the SMC implementation of the PHD filter. Zbl 1104.60009 Johansen, Adam M.; Singh, Sumeetpal S.; Doucet, Arnaud; Vo, Ba-Ngu 2 2006 Convergence of the equi-energy sampler. Zbl 1359.65017 Andrieu, Christophe; Jasra, Ajay; Doucet, Arnaud; Del Moral, Pierre 2 2007 Calibration and filtering for multi factor commodity models with seasonality: incorporating panel data from futures contracts. Zbl 1307.91179 Peters, Gareth William; Briers, Mark; Shevchenko, Pavel; Doucet, Arnaud 2 2013 Nonreversible jump algorithms for Bayesian nested model selection. Zbl 07499862 Gagnon, Philippe; Doucet, Arnaud 2 2021 Limit theorems for sequential MCMC methods. Zbl 07378171 Finke, Axel; Doucet, Arnaud; Johansen, Adam M. 2 2020 Network consensus in the Wasserstein metric space of probability measures. Zbl 1473.60005 Bishop, Adrian N.; Doucet, Arnaud 2 2021 Pseudo-marginal Hamiltonian Monte Carlo. Zbl 07415084 Alenlöv, Johan; Doucet, Arnaud; Lindsten, Fredrik 2 2021 On the conditional distributions of spatial point processes. Zbl 1284.62588 Caron, François; Del Moral, Pierre; Doucet, Arnaud; Pace, Michele 1 2011 A new class of interacting Markov chain Monte Carlo methods. Zbl 1185.60084 del Moral, Pierre; Doucet, Arnaud 1 2010 Bayesian computational approaches to model selection. Zbl 0972.93072 Andrieu, C.; Doucet, A.; Fitzgerald, W. J.; Pérez, J.-M. 1 2001 Sequential Monte Carlo methods for optimal filtering. Zbl 1056.93568 Andrieu, Christophe; Doucet, Arnaud; Punskaya, Elena 1 2001 Optimal estimation and Cramér-Rao bounds for partial non-Gaussian state space models. Zbl 0995.62072 Bergman, Niclas; Doucet, Arnaud; Gordon, Neil 1 2001 GSR: a new genetic algorithm for improving source and channel estimates. Zbl 1374.94491 Ali, Hassan; Doucet, Arnaud; Amshah, Dino Isa 1 2007 A new class of soft MIMO demodulation algorithms. Zbl 1369.94389 Dong, Bin; Wang, Xiaodong; Doucet, Arnaud 1 2003 Dual space preconditioning for gradient descent. Zbl 1462.90091 Maddison, Chris J.; Paulin, Daniel; Teh, Yee Whye; Doucet, Arnaud 1 2021 Stability of optimal filter higher-order derivatives. Zbl 1445.60036 Tadić, Vladislav Z. B.; Doucet, Arnaud 1 2020 Expectation-maximization algorithms for inference in Dirichlet processes mixture. Zbl 1284.68500 Kimura, T.; Tokuda, T.; Nakada, Y.; Nokajima, T.; Matsumoto, T.; Doucet, A. 1 2013 Sequential Monte Carlo methods. Zbl 1442.62120 Doucet, Arnaud; Lee, Anthony 1 2019 Efficient MCMC sampling with dimension-free convergence rate using ADMM-type splitting. Zbl 07625178 Vono, Maxime; Paulin, Daniel; Doucet, Arnaud 3 2022 Non-reversible parallel tempering: a scalable highly parallel MCMC scheme. Zbl 07593414 Syed, Saifuddin; Bouchard-Côté, Alexandre; Deligiannidis, George; Doucet, Arnaud 3 2022 Large-sample asymptotics of the pseudo-marginal method. Zbl 1462.62072 Schmon, S. M.; Deligiannidis, G.; Doucet, A.; Pitt, M. K. 11 2021 Randomized Hamiltonian Monte Carlo as scaling limit of the bouncy particle sampler and dimension-free convergence rates. Zbl 1484.65004 Deligiannidis, George; Paulin, Daniel; Bouchard-Côté, Alexandre; Doucet, Arnaud 9 2021 Gibbs flow for approximate transport with applications to Bayesian computation. Zbl 07555260 Heng, Jeremy; Doucet, Arnaud; Pokern, Yvo 8 2021 Asymptotic properties of recursive particle maximum likelihood estimation. Zbl 1473.62294 Tadić, Vladislav Z. B.; Doucet, Arnaud 3 2021 Nonreversible jump algorithms for Bayesian nested model selection. Zbl 07499862 Gagnon, Philippe; Doucet, Arnaud 2 2021 Network consensus in the Wasserstein metric space of probability measures. Zbl 1473.60005 Bishop, Adrian N.; Doucet, Arnaud 2 2021 Pseudo-marginal Hamiltonian Monte Carlo. Zbl 07415084 Alenlöv, Johan; Doucet, Arnaud; Lindsten, Fredrik 2 2021 Dual space preconditioning for gradient descent. Zbl 1462.90091 Maddison, Chris J.; Paulin, Daniel; Teh, Yee Whye; Doucet, Arnaud 1 2021 Controlled sequential Monte Carlo. Zbl 1455.62162 Heng, Jeremy; Bishop, Adrian N.; Deligiannidis, George; Doucet, Arnaud 10 2020 Unbiased Markov chain Monte Carlo for intractable target distributions. Zbl 1450.62027 Middleton, Lawrence; Deligiannidis, George; Doucet, Arnaud; Jacob, Pierre E. 3 2020 Limit theorems for sequential MCMC methods. Zbl 07378171 Finke, Axel; Doucet, Arnaud; Johansen, Adam M. 2 2020 Stability of optimal filter higher-order derivatives. Zbl 1445.60036 Tadić, Vladislav Z. B.; Doucet, Arnaud 1 2020 Exponential ergodicity of the bouncy particle sampler. Zbl 1467.60057 Deligiannidis, George; Bouchard-Côté, Alexandre; Doucet, Arnaud 22 2019 Sequential Monte Carlo methods. Zbl 1442.62120 Doucet, Arnaud; Lee, Anthony 1 2019 The bouncy particle sampler: a nonreversible rejection-free Markov chain Monte Carlo method. Zbl 1398.60084 Bouchard-Côté, Alexandre; Vollmer, Sebastian J.; Doucet, Arnaud 67 2018 The correlated pseudomarginal method. Zbl 1407.62074 Deligiannidis, George; Doucet, Arnaud; Pitt, Michael K. 33 2018 Piecewise deterministic Markov processes for scalable Monte Carlo on restricted domains. Zbl 1463.62215 Bierkens, Joris; Bouchard-Côté, Alexandre; Doucet, Arnaud; Duncan, Andrew B.; Fearnhead, Paul; Lienart, Thibaut; Roberts, Gareth; Vollmer, Sebastian J. 16 2018 On Markov chain Monte Carlo methods for tall data. Zbl 1433.68394 Bardenet, Rémi; Doucet, Arnaud; Holmes, Chris 35 2017 Asymptotic bias of stochastic gradient search. Zbl 1387.49044 Tadić, Vladislav B.; Doucet, Arnaud 11 2017 Generalized Pólya urn for time-varying Pitman-Yor processes. Zbl 1437.62229 Caron, François; Neiswanger, Willie; Wood, Frank; Doucet, Arnaud; Davy, Manuel 9 2017 Particle Gibbs split-merge sampling for Bayesian inference in mixture models. Zbl 1439.62081 Bouchard-Côté, Alexandre; Doucet, Arnaud; Roth, Andrew 5 2017 On particle methods for parameter estimation in state-space models. Zbl 1332.62096 Kantas, Nikolas; Doucet, Arnaud; Singh, Sumeetpal S.; Maciejowski, Jan; Chopin, Nicolas 83 2015 Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator. Zbl 1452.62055 Doucet, A.; Pitt, M. K.; Deligiannidis, G.; Kohn, R. 81 2015 Sequential quasi Monte Carlo. With discussion and authors’ reply. Zbl 1414.62109 Gerber, Mathieu; Chopin, Nicolas 32 2015 Uniform stability of a particle approximation of the optimal filter derivative. Zbl 1349.65010 Del Moral, Pierre; Doucet, Arnaud; Singh, Sumeetpal S. 8 2015 Bayesian phylogenetic inference using a combinatorial sequential Monte Carlo method. Zbl 1373.62555 Wang, Liangliang; Bouchard-Côté, Alexandre; Doucet, Arnaud 5 2015 A lognormal central limit theorem for particle approximations of normalizing constants. Zbl 1308.65014 Bérard, Jean; Del Moral, Pierre; Doucet, Arnaud 12 2014 Simulated likelihood inference for stochastic volatility models using continuous particle filtering. Zbl 1334.62182 Pitt, Michael K.; Malik, Sheheryar; Doucet, Arnaud 10 2014 Particle methods: an introduction with applications. Zbl 1351.60099 Del Moral, Piere; Doucet, Arnaud 9 2014 Calibration and filtering for multi factor commodity models with seasonality: incorporating panel data from futures contracts. Zbl 1307.91179 Peters, Gareth William; Briers, Mark; Shevchenko, Pavel; Doucet, Arnaud 2 2013 Expectation-maximization algorithms for inference in Dirichlet processes mixture. Zbl 1284.68500 Kimura, T.; Tokuda, T.; Nakada, Y.; Nokajima, T.; Matsumoto, T.; Doucet, A. 1 2013 An adaptive sequential Monte Carlo method for approximate Bayesian computation. Zbl 1252.65025 Del Moral, Pierre; Doucet, Arnaud; Jasra, Ajay 100 2012 Constructing summary statistics for approximate Bayesian computation: semi-automatic approximate Bayesian computation. With discussion and authors’ reply. Zbl 1411.62057 Fearnhead, Paul; Prangle, Dennis 79 2012 On adaptive resampling strategies for sequential Monte Carlo methods. Zbl 1236.60072 Del Moral, Pierre; Doucet, Arnaud; Jasra, Ajay 46 2012 On-line changepoint detection and parameter estimation with application to genomic data. Zbl 1322.62085 Caron, François; Doucet, Arnaud; Gottardo, Raphael 7 2012 Fluctuations of interacting Markov chain Monte Carlo methods. Zbl 1244.60043 Bercu, Bernard; Del Moral, Pierre; Doucet, Arnaud 6 2012 Bayesian sparsity-path-analysis of genetic association signal using generalized \(t\) priors. Zbl 1296.92044 Lee, Anthony; Caron, Francois; Doucet, Arnaud; Holmes, Chris 3 2012 Riemann manifold Langevin and Hamiltonian Monte Carlo methods. With discussion and authors’ reply. Zbl 1411.62071 Girolami, Mark; Calderhead, Ben 248 2011 A tutorial on particle filtering and smoothing: fifteen years later. Zbl 1513.60043 Doucet, A.; Johansen, A. M. 188 2011 Particle approximations of the score and observed information matrix in state space models with application to parameter estimation. Zbl 1214.62093 Poyiadjis, George; Doucet, Arnaud; Singh, Sumeetpal S. 63 2011 Inference for Lévy-driven stochastic volatility models via adaptive sequential Monte Carlo. Zbl 1246.91149 Jasra, Ajay; Stephens, David A.; Doucet, Arnaud; Tsagaris, Theodoros 56 2011 On nonlinear Markov chain Monte Carlo. Zbl 1241.60037 Andrieu, Christophe; Jasra, Ajay; Doucet, Arnaud; Del Moral, Pierre 11 2011 On the conditional distributions of spatial point processes. Zbl 1284.62588 Caron, François; Del Moral, Pierre; Doucet, Arnaud; Pace, Michele 1 2011 Particle Markov chain Monte Carlo methods. With discussion and authors’ reply. Zbl 1411.65020 Andrieu, Christophe; Doucet, Arnaud; Holenstein, Roman 245 2010 Smoothing algorithms for state-space models. Zbl 1422.62297 Briers, Mark; Doucet, Arnaud; Maskell, Simon 34 2010 A backward particle interpretation of Feynman-Kac formulae. Zbl 1209.65009 Del Moral, Pierre; Doucet, Arnaud; Singh, Sumeetpal S. 23 2010 Sequentially interacting Markov chain Monte Carlo methods. Zbl 1251.65002 Brockwell, Anthony; Del Moral, Pierre; Doucet, Arnaud 12 2010 On solving integral equations using Markov chain Monte Carlo methods. Zbl 1193.65217 Doucet, Arnaud; Johansen, Adam M.; Tadić, Vladislav B. 9 2010 An efficient computational approach for prior sensitivity analysis and cross-validation. Zbl 1190.62046 Bornn, Luke; Doucet, Arnaud; Gottardo, Raphael 8 2010 Interacting Markov chain Monte Carlo methods for solving nonlinear measure-valued equations. Zbl 1198.65024 del Moral, Pierre; Doucet, Arnaud 6 2010 A new class of interacting Markov chain Monte Carlo methods. Zbl 1185.60084 del Moral, Pierre; Doucet, Arnaud 1 2010 Particle Markov chain Monte Carlo for efficient numerical simulation. Zbl 1184.65001 Andrieu, Christophe; Doucet, Arnaud; Holenstein, Roman 79 2009 Sequential Monte Carlo methods for diffusion processes. Zbl 1195.60105 Jasra, Ajay; Doucet, Arnaud 9 2009 A functional central limit theorem for a class of interacting Markov chain Monte Carlo methods. Zbl 1191.60038 Bercu, Bernard; Del Moral, Pierre; Doucet, Arnaud 4 2009 Particle-method-based formulation of risk-sensitive filter. Zbl 1151.94406 Sadhu, Smita; Bhaumik, Shovan; Doucet, Arnaud; Ghoshal, T. K. 3 2009 Bayesian inference for linear dynamic models with Dirichlet process mixtures. Zbl 1391.62144 Caron, François; Davy, Manuel; Doucet, Arnaud; Duflos, Emmanuel; Vanheeghe, Philippe 28 2008 A note on auxiliary particle filters. Zbl 1152.62066 Johansen, Adam M.; Doucet, Arnaud 22 2008 Interacting sequential Monte Carlo samplers for trans-dimensional simulation. Zbl 1452.62077 Jasra, Ajay; Doucet, Arnaud; Stephens, David A.; Holmes, Christopher C. 11 2008 A note on convergence of the equi-energy sampler. Zbl 1214.82098 Andrieu, Christophe; Jasra, Ajay; Doucet, Arnaud; Del Moral, Pierre 6 2008 Stability of sequential Monte Carlo samplers via the Foster-Lyapunov condition. Zbl 1319.60044 Jasra, Ajay; Doucet, Arnaud 6 2008 Active policy learning for robot planning and exploration under uncertainty. Zbl 1331.68227 Martinez-Cantin, Ruben; de Freitas, Nando; Doucet, Arnaud; Castellanos, José A. 4 2008 Sequential Monte Carlo for Bayesian computation. Zbl 1252.62016 Del Moral, Pierre; Doucet, Arnaud; Jasra, Ajay 13 2007 Non-linear Markov chain Monte Carlo. Zbl 1359.60048 Andrieu, Christophe; Jasra, Ajay; Doucet, Arnaud; Del Moral, Pierre 12 2007 A policy gradient method for semi-Markov decision processes with application to call admission control. Zbl 1163.90790 Singh, Sumeetpal S.; Tadić, Vladislav B.; Doucet, Arnaud 9 2007 Sharp propagation of chaos estimates for Feynman-Kac particle models. Zbl 1156.60072 Del Moral, P.; Doucet, A.; Peters, G. W. 6 2007 Simulation-based optimal sensor scheduling with application to observer trajectory planning. Zbl 1117.93377 Singh, Sumeetpal S.; Kantas, Nikolaos; Vo, Ba-Ngu; Doucet, Arnaud; Evans, Robin J. 5 2007 A framework for kernel-based multi-category classification. Zbl 1182.68197 Hill, S. I.; Doucet, A. 4 2007 Convergence of the equi-energy sampler. Zbl 1359.65017 Andrieu, Christophe; Jasra, Ajay; Doucet, Arnaud; Del Moral, Pierre 2 2007 GSR: a new genetic algorithm for improving source and channel estimates. Zbl 1374.94491 Ali, Hassan; Doucet, Arnaud; Amshah, Dino Isa 1 2007 Sequential Monte Carlo samplers. Zbl 1105.62034 Del Moral, Pierre; Doucet, Arnaud; Jasra, Ajay 333 2006 Convergence of the SMC implementation of the PHD filter. Zbl 1104.60009 Johansen, Adam M.; Singh, Sumeetpal S.; Doucet, Arnaud; Vo, Ba-Ngu 2 2006 Exponential forgetting and geometric ergodicity for optimal filtering in general state-space models. Zbl 1074.60051 Tadić, Vladislav B.; Doucet, Arnaud 9 2005 Monte Carlo smoothing for nonlinear times series. Zbl 1089.62517 Godsill, Simon J.; Doucet, Arnaud; West, Mike 74 2004 Particle motions in absorbing medium with hard and soft obstacles. Zbl 1071.60100 Del Moral, Pierre; Doucet, Arnaud 17 2004 Reversible jump Markov chain Monte Carlo strategies for Bayesian model selection in autoregressive processes. Zbl 1062.62206 Vermaak, J.; Andrieu, C.; Doucet, A.; Godsill, S. J. 15 2004 Computational advances for and from Bayesian analysis. Zbl 1062.62043 Andrieu, C.; Doucet, A.; Robert, C. P. 5 2004 An introduction to MCMC for machine learning. Zbl 1033.68081 Andrieu, Christophe; de Freitas, Nando; Doucet, Arnaud; Jordan, Michael I. 139 2003 Parameter estimation in general state-space models using particle methods. Zbl 1047.62084 Doucet, Arnaud; Tadić, Vladislav B. 23 2003 Efficient particle filtering for jump Markov systems. Application to time-varying autoregressions. Zbl 1369.94075 Andrieu, Christophe; Davy, Manuel; Doucet, Arnaud 16 2003 On a class of genealogical and interacting Metropolis models. Zbl 1055.65005 Del Moral, Pierre; Doucet, Arnaud 7 2003 A new class of soft MIMO demodulation algorithms. Zbl 1369.94389 Dong, Bin; Wang, Xiaodong; Doucet, Arnaud 1 2003 A survey of convergence results on particle filtering methods for practitioners. Zbl 1369.60015 Crisan, Dan; Doucet, Arnaud 79 2002 Particle filtering for partially observed Gaussian state space models. Zbl 1067.62098 Andrieu, Christophe; Doucet, Arnaud 24 2002 Marginal maximum a posteriori estimation using Markov chain Monte Carlo. Zbl 1247.62087 Doucet, Arnaud; Godsill, Simon J.; Robert, Christian P. 14 2002 Sequential Monte Carlo methods in practice. Foreword by Adrian Smith. Zbl 0967.00022 529 2001 An introduction to sequential Monte Carlo methods. Zbl 1056.93576 Doucet, Arnaud; de Freitas, Nando; Gordon, Neil 89 2001 Convergence of simulated annealing using Foster-Lyapunov criteria. Zbl 0999.60066 Andrieu, Christophe; Breyer, Laird A.; Doucet, Arnaud 12 2001 Maximum a posteriori sequence estimation using Monte Carlo particle filters. Zbl 0995.62096 Godsill, Simon; Doucet, Arnaud; West, Mike 12 2001 Robust full Bayesian learning for radial basis networks. Zbl 1013.68179 Andrieu, Christophe; de Freitas, Nando; Doucet, Arnaud 7 2001 Model selection by MCMC computation. Zbl 1098.94514 Andrieu, C.; Djurić, P. M.; Doucet, A. 3 2001 Optimal estimation of amplitude and phase modulated signals. Zbl 0986.65003 Andrieu, Christophe; Doucet, Arnaud 2 2001 Bayesian computational approaches to model selection. Zbl 0972.93072 Andrieu, C.; Doucet, A.; Fitzgerald, W. J.; Pérez, J.-M. 1 2001 Sequential Monte Carlo methods for optimal filtering. Zbl 1056.93568 Andrieu, Christophe; Doucet, Arnaud; Punskaya, Elena 1 2001 Optimal estimation and Cramér-Rao bounds for partial non-Gaussian state space models. Zbl 0995.62072 Bergman, Niclas; Doucet, Arnaud; Gordon, Neil 1 2001 Stochastic sampling algorithms for state estimation of jump Markov linear systems. Zbl 0980.93076 Doucet, Arnaud; Logothetis, Andrew; Krishnamurthy, Vikram 16 2000 Simulated annealing for maximum a posteriori parameter estimation of hidden Markov models. Zbl 1009.62070 Andrieu, Christophe; Doucet, Arnaud 4 2000 Simulation-based methods for blind maximum-likelihood filter identification. Zbl 0926.93066 Cappé, Olivier; Doucet, Arnaud; Lavielle, Marc; Moulines, Eric 4 1999 all cited Publications top 5 cited Publications all top 5 Cited by 3,148 Authors 70 Jasra, Ajay 39 Del Moral, Pierre 38 Doucet, Arnaud 29 Drovandi, Christopher C. 22 Johansen, Adam M. 21 Singh, Sumeetpal Sidhu 20 Crisan, Dan O. 20 Kohn, Robert J. 19 Law, Kody J. H. 19 Moulines, Eric 18 Chopin, Nicolas 17 Beskos, Alexandros 16 Douc, Randal 16 Roberts, Gareth O. 15 Míguez, Joaquín 15 Olsson, Jimmy 14 Robert, Christian P. 14 Whiteley, Nick 12 Bierkens, Joris 12 Fearnhead, Paul 12 Golightly, Andrew 12 Jacob, Pierre E. 12 Kantas, Nikolas 12 Stuart, Andrew M. 12 Tran, Minh Ngoc 11 Andrieu, Christophe 11 Bao, Feng 11 Lee, Anthony J. T. 11 Marzouk, Youssef M. 11 Pettitt, Anthony N. 11 Reich, Sebastian 10 Ionides, Edward L. 9 Girolami, Mark A. 9 Nott, David John 9 Papaioannou, Iason 9 Sisson, Scott A. 9 Zhou, Yan 8 Caron, François 8 Elvira, Víctor 8 Kamatani, Kengo 8 Li, Jinglai 8 Marin, Jean-Michel 8 Martino, Luca 8 Peters, Gareth William 8 Sherlock, Chris 8 Thiéry, Alexandre H. 7 Baker, Ruth Elizabeth 7 Corander, Jukka 7 Everitt, Richard Geoffrey 7 Guillin, Arnaud 7 Guyader, Arnaud 7 Holmes, Christopher C. 7 Selland Kleppe, Tore 7 Koutsourelakis, Phaedon-Stelios 7 McGree, James M. 7 Pillonetto, Gianluigi 7 Tsionas, Mike G. 7 Vihola, Matti 6 Archibald, Richard 6 Aston, John A. D. 6 Bornn, Luke 6 Bouchard-Côté, Alexandre 6 Casarin, Roberto 6 Cui, Tiangang 6 Frazier, David T. 6 Friel, Nial 6 Griffin, Jim E. 6 Houssineau, Jeremie 6 Jenkins, Paul A. 6 Künsch, Hans Rudolf 6 Le Corff, Sylvain 6 Lopes, Hedibert Freitas 6 Maire, Florian 6 Morzfeld, Matthias 6 Nüsken, Nikolas 6 Picchini, Umberto 6 Polson, Nicholas G. 6 Prangle, Dennis 6 Quiroz, Matias 6 Rosenthal, Jeffrey S. 6 Schön, Thomas B. 6 Shephard, Neil 6 Ullmann, Elisabeth 6 Vila, Jean-Pierre 6 Villani, Mattias 6 Warne, David J. 6 Wikle, Christopher K. 5 Aristoff, David 5 Botev, Zdravko I. 5 Bretó, Carles 5 Cournède, Paul-Henry 5 Creal, Drew D. 5 Ding, Zhiyan 5 Dunson, David Brian 5 Durmus, Alain 5 Fan, Yanan 5 Fort, Gersende 5 Fulop, Andras 5 Godsill, Simon J. 5 Granade, Christopher E. ...and 3,048 more Authors all top 5 Cited in 291 Serials 147 Statistics and Computing 86 Computational Statistics and Data Analysis 60 Automatica 42 Journal of Computational Physics 40 Journal of Econometrics 39 The Annals of Applied Probability 39 The Annals of Applied Statistics 39 Journal of Computational and Graphical Statistics 37 SIAM/ASA Journal on Uncertainty Quantification 35 Bayesian Analysis 32 The Annals of Statistics 29 Stochastic Processes and their Applications 29 Bernoulli 27 Statistical Science 24 Journal of the American Statistical Association 23 Journal of Machine Learning Research (JMLR) 20 Journal of Statistical Computation and Simulation 20 SIAM Journal on Scientific Computing 19 Electronic Journal of Statistics 18 Inverse Problems 18 Physica D 18 Methodology and Computing in Applied Probability 17 Computational Statistics 16 Neural Computation 16 International Journal of Adaptive Control and Signal Processing 15 Statistics & Probability Letters 15 Journal of Time Series Analysis 14 Computer Methods in Applied Mechanics and Engineering 13 Advances in Applied Probability 12 Journal of Mathematical Psychology 12 Signal Processing 12 Machine Learning 11 Journal of Statistical Physics 11 Annals of the Institute of Statistical Mathematics 11 Stochastic Analysis and Applications 11 Journal of the Royal Statistical Society. Series B. Statistical Methodology 11 Quantitative Finance 10 International Journal of Control 10 Journal of the Franklin Institute 10 Scandinavian Journal of Statistics 10 Applied Mathematics and Computation 10 Communications in Statistics. Simulation and Computation 10 Pattern Recognition 9 Journal of Global Optimization 9 European Journal of Operational Research 9 Journal of Applied Statistics 9 Computational Geosciences 9 Journal of Theoretical Biology 8 Artificial Intelligence 8 International Statistical Review 8 Journal of Computational and Applied Mathematics 8 Econometric Reviews 8 Applied Mathematical Modelling 7 Mathematical Biosciences 7 Information Sciences 7 Journal of Applied Probability 7 International Journal of Approximate Reasoning 7 Communications in Statistics. Theory and Methods 7 Mathematical Problems in Engineering 7 Comptes Rendus. Mathématique. Académie des Sciences, Paris 7 SIAM Journal on Imaging Sciences 7 Foundations of Data Science 6 Journal of Economic Dynamics & Control 6 Journal of Computer and Systems Sciences International 6 European Journal of Control 6 Brazilian Journal of Probability and Statistics 6 Journal of Agricultural, Biological, and Environmental Statistics 6 International Journal of Systems Science. Principles and Applications of Systems and Integration 6 Environmetrics 5 Biometrics 5 Journal of Statistical Planning and Inference 5 Mathematics and Computers in Simulation 5 SIAM Journal on Numerical Analysis 5 Systems & Control Letters 5 Insurance Mathematics & Economics 5 Neural Networks 5 Journal of Mathematical Imaging and Vision 5 International Journal of Computer Vision 5 Journal of Computational Neuroscience 5 Electronic Journal of Probability 5 Studies in Nonlinear Dynamics and Econometrics 5 New Journal of Physics 5 Multiscale Modeling & Simulation 5 Inverse Problems in Science and Engineering 5 Communications in Computational Physics 4 Journal of Mathematical Analysis and Applications 4 SIAM Journal on Control and Optimization 4 Theoretical Computer Science 4 Multidimensional Systems and Signal Processing 4 Proceedings of the National Academy of Sciences of the United States of America 4 SIAM Review 4 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 4 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 4 Statistical Inference for Stochastic Processes 4 Statistical Applications in Genetics and Molecular Biology 4 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis 4 Statistical Analysis and Data Mining 4 AStA. Advances in Statistical Analysis 4 Discrete and Continuous Dynamical Systems. Series S 4 Statistics Surveys ...and 191 more Serials all top 5 Cited in 39 Fields 1,141 Statistics (62-XX) 675 Numerical analysis (65-XX) 480 Probability theory and stochastic processes (60-XX) 273 Systems theory; control (93-XX) 164 Computer science (68-XX) 122 Biology and other natural sciences (92-XX) 117 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 87 Operations research, mathematical programming (90-XX) 54 Partial differential equations (35-XX) 54 Statistical mechanics, structure of matter (82-XX) 51 Information and communication theory, circuits (94-XX) 43 Dynamical systems and ergodic theory (37-XX) 38 Geophysics (86-XX) 25 Fluid mechanics (76-XX) 15 Quantum theory (81-XX) 14 Operator theory (47-XX) 12 Integral equations (45-XX) 12 Calculus of variations and optimal control; optimization (49-XX) 12 Mechanics of particles and systems (70-XX) 11 Mechanics of deformable solids (74-XX) 10 Combinatorics (05-XX) 9 Ordinary differential equations (34-XX) 7 Optics, electromagnetic theory (78-XX) 6 Linear and multilinear algebra; matrix theory (15-XX) 5 General and overarching topics; collections (00-XX) 4 History and biography (01-XX) 3 Convex and discrete geometry (52-XX) 3 Classical thermodynamics, heat transfer (80-XX) 2 Potential theory (31-XX) 2 Approximations and expansions (41-XX) 2 Integral transforms, operational calculus (44-XX) 2 Differential geometry (53-XX) 2 Mathematics education (97-XX) 1 Real functions (26-XX) 1 Special functions (33-XX) 1 Difference and functional equations (39-XX) 1 Abstract harmonic analysis (43-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Astronomy and astrophysics (85-XX) Citations by Year