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Arnaud Doucet
Information about the author Arnaud Doucet will soon be added to the site.
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2 papers
in total
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Inference for Lévy-Driven Stochastic Volatility Models via Adaptive Sequential Monte Carlo
2011
We investigate simulation methodology for Bayesian inference in Lévy-driven...
A policy gradient method for semi-Markov decision processes with application to call admission control
2007
Solving a semi-Markov decision process (SMDP) using value or policy iteration requires...
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