111 citations · 198 across the 3 of their papers we have counts for
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math.PR2005★ 111 cited
Quantitative bounds on convergence of time-inhomogeneous Markov chains
R. Douc, E. Moulines, Jeffrey S. Rosenthal
Convergence rates of Markov chains have been widely studied in recent years. In particular, quantitative bounds on convergence rates have been studied in various forms by Meyn and…
math.PR2004★ 80 cited
Practical drift conditions for subgeometric rates of convergence
Randal Douc, Gersende Fort, Eric Moulines +1
We present a new drift condition which implies rates of convergence to the stationary distribution of the iterates of a ψ-irreducible aperiodic and positive recurrent transition ke…
math.PR2004★ 7 cited
Moderate deviations for particle filtering
R. Douc, A. Guillin, J. Najim
Consider the state space model (X_t,Y_t), where (X_t) is a Markov chain, and (Y_t) are the observations. In order to solve the so-called filtering problem, one has to compute L(X_t…