Nicolas Chopin, Researcher at CREST and Professor at ENSAE Paris, has been elected to the 2026 class of ISBA Fellows. ISBA is the leading international society for Bayesian statistics.
The honor was announced at the 2026 ISBA World Meeting, held in Nagoya, Japan, from 28 June to 3 July 2026.
The ISBA Fellows program was created in 2012 to mark the society’s 20th anniversary. It recognizes members who have made outstanding contributions to statistics through publications, teaching, or service to the community, and in particular work that has had a significant impact in promoting Bayesian ideas and methods. A committee of past Fellows elects new Fellows every two years.
At the heart of Bayesian computation
Nicolas Chopin works on Bayesian computation: the design of algorithms that make Bayesian inference possible in practice. He is an international expert on sequential Monte Carlo (SMC) methods, also known as particle filters, which were the subject of his PhD under the supervision of Christian P. Robert. His 2002 paper in Biometrika was one of the first to take these methods beyond time-series filtering and use them for Bayesian inference in static models. He later co-developed the SMC² algorithm (Journal of the Royal Statistical Society, Series B, 2013). SMC² sequentially estimates both the hidden states and the parameters of state-space models, which are widely used in epidemiology, finance, robotics and language processing. His research also covers Markov chain Monte Carlo (MCMC), quasi-Monte Carlo methods, and approximation methods such as expectation propagation and variational inference. His paper “Leave Pima Indians alone” (Statistical Science, 2017), a critical review of Bayesian computation methods, drew wide discussion.
Together with Omiros Papaspiliopoulos, he co-authored An Introduction to Sequential Monte Carlo (Springer, 2020), which received ISBA’s DeGroot Prize in 2021. He also develops particles, an open-source Python library that accompanies the book. ISBA had already recognized his work in 2002, when his PhD thesis received the Leonard J. Savage Award. He has been a Fellow of the Institute of Mathematical Statistics since 2020 and became Joint Editor of the Journal of the Royal Statistical Society, Series B in 2026. Before that, he was an Associate Editor of the Annals of Statistics and Biometrika.
CREST warmly congratulates Nicolas Chopin on this distinction.
See the list of ISBA Fellows: https://bayesian.org/membership/isba-fellows/