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.

Former PHD Students: Cyrille Dubarry, Florian Maire, Tepmony Sim

Associate editor of the Annals of Applied Probability. 2013-2018

  1. Book: R. Douc, E. Moulines and D. Stoffer: Non Linear Time series: Theory, Methods and Applications with R Examples. Wiley Edition.
  2. Book: R. Douc, E. Moulines, P. Priouret and P. Soulier: Markov chains. Springer Edition.
  1. Link to Plan de travail.
  2. Link to Teaching materials.
  3. Link to My dokuwiki .



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