On-line optimization of sequential Monte Carlo methods using stochastic approximation. - Arnaud Doucet; Vladislav Z. B. Tadic (ACC, 2002)

Exponential forgetting and geometric ergodicity in state-space models. - Vladislav Z. B. Tadic; Arnaud Doucet (CDC, 2002)

A policy gradient method for SMDPs with application to call admission control. - Sumetpal Singh; Vladislav Z. B. Tadic; Arnaud Doucet (ICARCV, 2002)

Two time-scale stochastic approximation for constrained stochastic optimization and constrained Markov decision problems. - Vladislav Z. B. Tadic; Arnaud Doucet; Sumeetpal S. Singh (ACC, 2003)

Optimisation of particle filters using simultaneous perturbation stochastic approximation. - Bao Ling Chan; Arnaud Doucet; Vladislav Z. B. Tadic (ICASSP (6), 2003)

Adaptive envelope-constrained filtering. - Ba-Ngu Vo; Sumeetpal S. Singh; Vladislav Z. B. Tadic (ICASSP (6), 2003)

Particle methods for change detection, system identification, and control. - Christophe Andrieu; Arnaud Doucet; Sumeetpal S. Singh; Vladislav Z. B. Tadic (Proc. IEEE, 2004)

On-Line Parameter Estimation in General State-Space Models. - Christophe Andrieu; Arnaud Doucet; Vladislav Z. B. Tadic (CDC/ECC, 2005)

A Monte Carlo Algorithm for Optimal Quantization in Hidden Markov Models. - Vladislav Z. B. Tadic; Arnaud Doucet (ISIT, 2007)

A policy gradient method for semi-Markov decision processes with application to call admission control. - Sumeetpal S. Singh; Vladislav Z. B. Tadic; Arnaud Doucet (Eur. J. Oper. Res., 2007)

On solving integral equations using Markov chain Monte Carlo methods. - Arnaud Doucet; Adam M. Johansen; Vladislav Z. B. Tadic (Appl. Math. Comput., 2010)

Asymptotic bias of stochastic gradient search. - Vladislav Z. B. Tadic; Arnaud Doucet (CDC/ECC, 2011)

Stability of Optimal Filter Higher-Order Derivatives. - Vladislav Z. B. Tadic; Arnaud Doucet (CDC, 2019)

Analyticity of Entropy Rates of Continuous-State Hidden Markov Models. - Vladislav Z. B. Tadic; Arnaud Doucet (IEEE Trans. Inf. Theory, 2019)

Bias of Particle Approximations to Optimal Filter Derivative. - Vladislav Z. B. Tadic; Arnaud Doucet (SIAM J. Control. Optim., 2021)

Asymptotic Properties of Recursive Particle Maximum Likelihood Estimation. - Vladislav Z. B. Tadic; Arnaud Doucet (IEEE Trans. Inf. Theory, 2021)