Current research interests

Parameter estimation in general Hidden Markov Models.

Markov Chain Monte Carlo (MCMC) and sequential Monte Carlo methods.

Particle filtering.

Computable bounds for general Markov chains.

PHD Students: Cyrille Dubarry, Florian Maire, Tepmony Sim

Associate editor of the Annals of Applied Probability.

Co-author with E. Moulines and D. Stoffer of the book: Non Linear Time series: Theory, Methods and Applications with R Examples

Link to Plan de travail. Link to some teaching materials



Département CITI,

Telecom SudParis

9 rue Charles Fourier

91000 EVRY

Tél: + 33 (0) 1 60 76 45 29

Fax: + 33 (0) 1 60 76 44 33

Room: D 204

Email: randal.douc At