Nicolas CHOPIN

Nicolas CHOPIN
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2022

  • Waste-free sequential monte carlo

    Journal of the royal statistical society. series b: statistical methodology, vol. 84, iss. 1, pp. 114-148, 2022.
    By H. -D. Dau and N. Chopin

    [DOI] [Bibtex] 

    @article{Dau2022114,
author={Dau, H.-D. and Chopin, N.},
title={Waste-free sequential Monte Carlo},
journal={Journal of the Royal Statistical Society. Series B: Statistical Methodology},
year={2022},
volume={84},
number={1},
pages={114-148},
doi={10.1111/rssb.12475},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85118990729&doi=10.1111%2frssb.12475&partnerID=40&md5=b74c66e506fe64860d80b11247ae5146},
publisher={John Wiley and Sons Inc},
}

2021

  • Adaptive tuning of hamiltonian monte carlo within sequential monte carlo

    Bayesian analysis, vol. 16, iss. 3, pp. 745-771, 2021.
    By A. Buchholz, N. Chopin, and P. E. Jacob

    [DOI] [Bibtex] 

    @article{Buchholz2021745,
author={Buchholz, A. and Chopin, N. and Jacob, P.E.},
title={Adaptive Tuning of Hamiltonian Monte Carlo Within Sequential Monte Carlo},
journal={Bayesian Analysis},
year={2021},
volume={16},
number={3},
pages={745-771},
doi={10.1214/20-BA1222},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85114370324&doi=10.1214%2f20-BA1222&partnerID=40&md5=3aabc50c93f9911c2ebdfc92b2bc1fea},
publisher={International Society for Bayesian Analysis},
}

2019

  • Improving approximate bayesian computation via quasi-monte carlo

    Journal of computational and graphical statistics, vol. 28, iss. 1, pp. 205-219, 2019.
    By A. Buchholz and N. Chopin

    [DOI] [Bibtex] 

    @article{Buchholz2019205,
author={Buchholz, A. and Chopin, N.},
title={Improving Approximate Bayesian Computation via Quasi-Monte Carlo},
journal={Journal of Computational and Graphical Statistics},
year={2019},
volume={28},
number={1},
pages={205-219},
doi={10.1080/10618600.2018.1497511},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85055267217&doi=10.1080%2f10618600.2018.1497511&partnerID=40&md5=624a273eb9f9c37ce449cdf5e837cfe3},
publisher={American Statistical Association},
}

  • Negative association, ordering and convergence of resampling methods

    Annals of statistics, vol. 47, iss. 4, pp. 2236-2260, 2019.
    By M. Gerber, N. Chopin, and N. Whiteley

    [DOI] [Bibtex] 

    @article{Gerber20192236,
author={Gerber, M. and Chopin, N. and Whiteley, N.},
title={Negative association, ordering and convergence of resampling methods},
journal={Annals of Statistics},
year={2019},
volume={47},
number={4},
pages={2236-2260},
doi={10.1214/18-AOS1746},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85061910085&doi=10.1214%2f18-AOS1746&partnerID=40&md5=4aa56d7e4b4da9c6937a5e0bbf143736},
publisher={Institute of Mathematical Statistics},
}

2017

  • Convergence of sequential quasi-monte carlo smoothing algorithms

    Bernoulli, vol. 23, iss. 4B, pp. 2951-2987, 2017.
    By M. Gerber and N. Chopin

    [DOI] [Bibtex] 

    @article{Gerber20172951,
author={Gerber, M. and Chopin, N.},
title={Convergence of sequential quasi-Monte Carlo smoothing algorithms},
journal={Bernoulli},
year={2017},
volume={23},
number={4B},
pages={2951-2987},
doi={10.3150/16-BEJ834},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85019550080&doi=10.3150%2f16-BEJ834&partnerID=40&md5=e9071243d8e37633fe12e576baa2921d},
publisher={International Statistical Institute},
}

  • Control functionals for monte carlo integration

    Journal of the royal statistical society. series b: statistical methodology, vol. 79, iss. 3, pp. 695-718, 2017.
    By C. J. Oates, M. Girolami, and N. Chopin

    [DOI] [Bibtex] 

    @article{Oates2017695,
author={Oates, C.J. and Girolami, M. and Chopin, N.},
title={Control functionals for Monte Carlo integration},
journal={Journal of the Royal Statistical Society. Series B: Statistical Methodology},
year={2017},
volume={79},
number={3},
pages={695-718},
doi={10.1111/rssb.12185},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84971325632&doi=10.1111%2frssb.12185&partnerID=40&md5=232a287ef8a5f8786f0e8d5a7e194dea},
publisher={Blackwell Publishing Ltd},
}

2015

  • On particle gibbs sampling

    Bernoulli, vol. 21, iss. 3, pp. 1855-1883, 2015.
    By N. Chopin and S. S. Singh

    [DOI] [Bibtex] 

    @article{Chopin20151855,
author={Chopin, N. and Singh, S.S.},
title={On particle Gibbs sampling},
journal={Bernoulli},
year={2015},
volume={21},
number={3},
pages={1855-1883},
doi={10.3150/14-BEJ629},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84938651689&doi=10.3150%2f14-BEJ629&partnerID=40&md5=12104efb98533c8d9dc7ec8ee7f9f8eb},
publisher={International Statistical Institute},
}

  • The poisson transform for unnormalised statistical models

    Statistics and computing, vol. 25, iss. 4, pp. 767-780, 2015.
    By S. Barthelmé and N. Chopin

    [DOI] [Bibtex] 

    @article{Barthelmé2015767,
author={Barthelmé, S. and Chopin, N.},
title={The Poisson transform for unnormalised statistical models},
journal={Statistics and Computing},
year={2015},
volume={25},
number={4},
pages={767-780},
doi={10.1007/s11222-015-9559-4},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84932197246&doi=10.1007%2fs11222-015-9559-4&partnerID=40&md5=b72ea5745b4489be4abe5b6e22a32426},
publisher={Kluwer Academic Publishers},
}

  • Sequential quasi monte carlo

    Journal of the royal statistical society. series b: statistical methodology, vol. 77, iss. 3, pp. 509-579, 2015.
    By M. Gerber and N. Chopin

    [DOI] [Bibtex] 

    @article{Gerber2015509,
author={Gerber, M. and Chopin, N.},
title={Sequential quasi Monte Carlo},
journal={Journal of the Royal Statistical Society. Series B: Statistical Methodology},
year={2015},
volume={77},
number={3},
pages={509-579},
doi={10.1111/rssb.12104},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84929149762&doi=10.1111%2frssb.12104&partnerID=40&md5=8bb5aa880c9948f143aad00cc4632aec},
}

  • On particle methods for parameter estimation in state-space models

    Statistical science, vol. 30, iss. 3, pp. 328-351, 2015.
    By N. Kantas, A. Doucet, S. S. Singh, J. Maciejowski, and N. Chopin

    [DOI] [Bibtex] 

    @article{Kantas2015328,
author={Kantas, N. and Doucet, A. and Singh, S.S. and Maciejowski, J. and Chopin, N.},
title={On particle methods for parameter estimation in state-space models},
journal={Statistical Science},
year={2015},
volume={30},
number={3},
pages={328-351},
doi={10.1214/14-STS511},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84931459778&doi=10.1214%2f14-STS511&partnerID=40&md5=b80e24a9f5d0a541a907ae1a5db81280},
publisher={Institute of Mathematical Statistics},
}

2014

  • Expectation propagation for likelihood-free inference

    Journal of the american statistical association, vol. 109, iss. 505, pp. 315-333, 2014.
    By S. Barthelmé and N. Chopin

    [DOI] [Bibtex] 

    @article{Barthelmé2014315,
author={Barthelmé, S. and Chopin, N.},
title={Expectation propagation for likelihood-free inference},
journal={Journal of the American Statistical Association},
year={2014},
volume={109},
number={505},
pages={315-333},
doi={10.1080/01621459.2013.864178},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84901815715&doi=10.1080%2f01621459.2013.864178&partnerID=40&md5=794ec11cc834769340aa9e61eacc7af5},
publisher={American Statistical Association},
}

2013

  • Computational aspects of bayesian spectral density estimation

    Journal of computational and graphical statistics, vol. 22, iss. 3, pp. 533-557, 2013.
    By N. Chopin, J. Rousseau, and B. Liseo

    [DOI] [Bibtex] 

    @article{Chopin2013533,
author={Chopin, N. and Rousseau, J. and Liseo, B.},
title={Computational aspects of Bayesian spectral density estimation},
journal={Journal of Computational and Graphical Statistics},
year={2013},
volume={22},
number={3},
pages={533-557},
doi={10.1080/10618600.2013.785293},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84890242663&doi=10.1080%2f10618600.2013.785293&partnerID=40&md5=4860201eb7e44b2562c0354e4386cc19},
}

  • Smc2: an efficient algorithm for sequential analysis of state space models

    Journal of the royal statistical society. series b: statistical methodology, vol. 75, iss. 3, pp. 397-426, 2013.
    By N. Chopin, P. E. Jacob, and O. Papaspiliopoulos

    [DOI] [Bibtex] 

    @article{Chopin2013397,
author={Chopin, N. and Jacob, P.E. and Papaspiliopoulos, O.},
title={SMC2: An efficient algorithm for sequential analysis of state space models},
journal={Journal of the Royal Statistical Society. Series B: Statistical Methodology},
year={2013},
volume={75},
number={3},
pages={397-426},
doi={10.1111/j.1467-9868.2012.01046.x},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84878260706&doi=10.1111%2fj.1467-9868.2012.01046.x&partnerID=40&md5=90a96648a2eb9b67c3392f7984c22b23},
}

  • Sequential monte carlo on large binary sampling spaces

    Statistics and computing, vol. 23, iss. 2, pp. 163-184, 2013.
    By C. Schäfer and N. Chopin

    [DOI] [Bibtex] 

    @article{Schäfer2013163,
author={Schäfer, C. and Chopin, N.},
title={Sequential Monte Carlo on large binary sampling spaces},
journal={Statistics and Computing},
year={2013},
volume={23},
number={2},
pages={163-184},
doi={10.1007/s11222-011-9299-z},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84872617354&doi=10.1007%2fs11222-011-9299-z&partnerID=40&md5=14d59feba0b7e1061992397a412bb6c7},
publisher={Kluwer Academic Publishers},
}

  • Bayesian learning of noisy markov decision processes

    Acm transactions on modeling and computer simulation, vol. 23, iss. 1, 2013.
    By S. S. Singh, N. Chopin, and N. Whiteley

    [DOI] [Bibtex] 

    @article{Singh2013,
author={Singh, S.S. and Chopin, N. and Whiteley, N.},
title={Bayesian learning of noisy markov decision processes},
journal={ACM Transactions on Modeling and Computer Simulation},
year={2013},
volume={23},
number={1},
doi={10.1145/2414416.2414420},
art_number={4},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84873697423&doi=10.1145%2f2414416.2414420&partnerID=40&md5=963d9ac0971a83a74919a0df94ea096b},
}

2012

  • Free energy methods for bayesian inference: efficient exploration of univariate gaussian mixture posteriors

    Statistics and computing, vol. 22, iss. 4, pp. 897-916, 2012.
    By N. Chopin, T. Lelièvre, and G. Stoltz

    [DOI] [Bibtex] 

    @article{Chopin2012897,
author={Chopin, N. and Lelièvre, T. and Stoltz, G.},
title={Free energy methods for Bayesian inference: Efficient exploration of univariate Gaussian mixture posteriors},
journal={Statistics and Computing},
year={2012},
volume={22},
number={4},
pages={897-916},
doi={10.1007/s11222-011-9257-9},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84859780059&doi=10.1007%2fs11222-011-9257-9&partnerID=40&md5=23296dc5fb10324acaa79c4f920297d8},
}

  • Bayesian nonparametric estimation of the spectral density of a long or intermediate memory gaussian process

    Annals of statistics, vol. 40, iss. 2, pp. 964-995, 2012.
    By J. Rousseau, N. Chopin, and B. Liseo

    [DOI] [Bibtex] 

    @article{Rousseau2012964,
author={Rousseau, J. and Chopin, N. and Liseo, B.},
title={Bayesian nonparametric estimation of the spectral density of a long or intermediate memory gaussian process},
journal={Annals of Statistics},
year={2012},
volume={40},
number={2},
pages={964-995},
doi={10.1214/11-AOS955},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84872066330&doi=10.1214%2f11-AOS955&partnerID=40&md5=530457e02a1f0d526c0a8143f3beb72a},
}

  • Free energy sequential monte carlo, application to mixture modelling

    Bayesian statistics 9, vol. 9780199694587, 2012.
    By N. Chopin, P. Jacob, and P. J. Green

    [DOI] [Bibtex] 

    @book{Chopin2012,
author={Chopin, N. and Jacob, P. and Green, P.J.},
title={Free Energy Sequential Monte Carlo, Application to Mixture Modelling},
journal={Bayesian Statistics 9},
year={2012},
volume={9780199694587},
doi={10.1093/acprof:oso/9780199694587.003.0003},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84933474405&doi=10.1093%2facprof%3aoso%2f9780199694587.003.0003&partnerID=40&md5=581fe50d839b3d4c4e2055fc96ed2027},
publisher={Oxford University Press},
}

2011

  • Fast simulation of truncated gaussian distributions

    Statistics and computing, vol. 21, iss. 2, pp. 275-288, 2011.
    By N. Chopin

    [DOI] [Bibtex] 

    @article{Chopin2011275,
author={Chopin, N.},
title={Fast simulation of truncated Gaussian distributions},
journal={Statistics and Computing},
year={2011},
volume={21},
number={2},
pages={275-288},
doi={10.1007/s11222-009-9168-1},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-79951550930&doi=10.1007%2fs11222-009-9168-1&partnerID=40&md5=8ad475abcb6e37296e589e17d7e1f467},
publisher={Kluwer Academic Publishers},
}

  • Stability of feynman-kac formulae with path-dependent potentials

    Stochastic processes and their applications, vol. 121, iss. 1, pp. 38-60, 2011.
    By N. Chopin, P. Del Moral, and S. Rubenthaler

    [DOI] [Bibtex] 

    @article{Chopin201138,
author={Chopin, N. and Del Moral, P. and Rubenthaler, S.},
title={Stability of Feynman-Kac formulae with path-dependent potentials},
journal={Stochastic Processes and their Applications},
year={2011},
volume={121},
number={1},
pages={38-60},
doi={10.1016/j.spa.2010.08.012},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-78149471152&doi=10.1016%2fj.spa.2010.08.012&partnerID=40&md5=b2c3b839946600cb56f4ea2540b5f1cc},
}

2010

  • Properties of nested sampling

    Biometrika, vol. 97, iss. 3, pp. 741-755, 2010.
    By N. Chopin and C. P. Robert

    [DOI] [Bibtex] 

    @article{Chopin2010741,
author={Chopin, N. and Robert, C.P.},
title={Properties of nested sampling},
journal={Biometrika},
year={2010},
volume={97},
number={3},
pages={741-755},
doi={10.1093/biomet/asq021},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-77955861158&doi=10.1093%2fbiomet%2fasq021&partnerID=40&md5=cc05fc1a85b552e1b5c326d62949bd07},
publisher={Oxford University Press},
}

2009

  • Harold jeffreys's theory of probability revisited

    Statistical science, vol. 24, iss. 2, pp. 141-172, 2009.
    By C. P. Robert, N. Chopin, and J. Rousseau

    [DOI] [Bibtex] 

    @article{Robert2009141,
author={Robert, C.P. and Chopin, N. and Rousseau, J.},
title={Harold Jeffreys's theory of probability revisited},
journal={Statistical Science},
year={2009},
volume={24},
number={2},
pages={141-172},
doi={10.1214/09-STS284},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-77955125911&doi=10.1214%2f09-STS284&partnerID=40&md5=99b149c49998619659c3edf9995d63a2},
}

  • Approximate bayesian inference for latent gaussian models by using integrated nested laplace approximations

    Journal of the royal statistical society. series b: statistical methodology, vol. 71, iss. 2, pp. 319-392, 2009.
    By H. Rue, S. Martino, and N. Chopin

    [DOI] [Bibtex] 

    @article{Rue2009319,
author={Rue, H. and Martino, S. and Chopin, N.},
title={Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations},
journal={Journal of the Royal Statistical Society. Series B: Statistical Methodology},
year={2009},
volume={71},
number={2},
pages={319-392},
doi={10.1111/j.1467-9868.2008.00700.x},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-62849120031&doi=10.1111%2fj.1467-9868.2008.00700.x&partnerID=40&md5=323b4a68ce12047755c205e0ffb2a6cf},
}

  • Rejoinder: harold jeffreys's theory of probability revisited

    Statistical science, vol. 24, iss. 2, pp. 191-194, 2009.
    By C. P. Robert, N. Chopin, and J. Rousseau

    [DOI] [Bibtex] 

    @article{Robert2009191,
author={Robert, C.P. and Chopin, N. and Rousseau, J.},
title={Rejoinder: Harold Jeffreys's theory of probability revisited},
journal={Statistical Science},
year={2009},
volume={24},
number={2},
pages={191-194},
doi={10.1214/09-STS284REJ},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-77955137079&doi=10.1214%2f09-STS284REJ&partnerID=40&md5=de5f5deb12cc0822e852fec52b5cb610},
publisher={Institute of Mathematical Statistics},
}

2008

  • On the equivalence between standard and sequentially ordered hidden markov models

    Statistics and probability letters, vol. 78, iss. 14, pp. 2171-2174, 2008.
    By N. Chopin

    [DOI] [Bibtex] 

    @article{Chopin20082171,
author={Chopin, N.},
title={On the equivalence between standard and sequentially ordered hidden Markov models},
journal={Statistics and Probability Letters},
year={2008},
volume={78},
number={14},
pages={2171-2174},
doi={10.1016/j.spl.2008.02.010},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-50649099252&doi=10.1016%2fj.spl.2008.02.010&partnerID=40&md5=f7528913b654aa24574ce1c9bd4d9e7d},
}

2007

  • Discussion of 'modern statistics for spatial point processes'

    Scandinavian journal of statistics, vol. 34, iss. 4, pp. 685-711, 2007.
    By A. Penttinen, M. Prokesov̀a, G. Hellmund, A. Baddeley, J. -M. Billiot, N. Cressie, P. Grabarnik, A. S̈arkk̈a, Y. Guan, P. Guttorp, O. Ḧaggstr̈om, U. Hahn, L. Heinrich, W. S. Kendall, A. Lawson, J. Mateu, H. Rue, S. Martino, N. Chopin, F. P. Schoenberg, D. Stoyan, J. Møller, and R. P. Waagepetersen

    [DOI] [Bibtex] 

    @article{Penttinen2007685,
author={Penttinen, A. and Prokesov̀a, M. and Hellmund, G. and Baddeley, A. and Billiot, J.-M. and Cressie, N. and Grabarnik, P. and S̈arkk̈a, A. and Guan, Y. and Guttorp, P. and Ḧaggstr̈om, O. and Hahn, U. and Heinrich, L. and Kendall, W.S. and Lawson, A. and Mateu, J. and Rue, H. and Martino, S. and Chopin, N. and Schoenberg, F.P. and Stoyan, D. and Møller, J. and Waagepetersen, R.P.},
title={Discussion of 'modern statistics for spatial point processes'},
journal={Scandinavian Journal of Statistics},
year={2007},
volume={34},
number={4},
pages={685-711},
doi={10.1111/j.1467-9469.2007.00571.x},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-36749030084&doi=10.1111%2fj.1467-9469.2007.00571.x&partnerID=40&md5=61b89b45f299708179875e492f93c4a0},
}

2004

  • Bayesian inference and state number determination for hidden markov models: an application to the information content of the yield curve about inflation

    Journal of econometrics, vol. 123, iss. 2, pp. 327-344, 2004.
    By N. Chopin and F. Pelgrin

    [DOI] [Bibtex] 

    @article{Chopin2004327,
author={Chopin, N. and Pelgrin, F.},
title={Bayesian inference and state number determination for hidden Markov models: An application to the information content of the yield curve about inflation},
journal={Journal of Econometrics},
year={2004},
volume={123},
number={2},
pages={327-344},
doi={10.1016/j.jeconom.2003.12.010},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-4644268492&doi=10.1016%2fj.jeconom.2003.12.010&partnerID=40&md5=2ffe2e30db9b674c3eff973bd9a981da},
}

2002

  • A sequential particle filter method for static models

    Biometrika, vol. 89, iss. 3, pp. 539-551, 2002.
    By N. Chopin

    [DOI] [Bibtex] 

    @article{Chopin2002539,
author={Chopin, N.},
title={A sequential particle filter method for static models},
journal={Biometrika},
year={2002},
volume={89},
number={3},
pages={539-551},
doi={10.1093/biomet/89.3.539},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-0012338718&doi=10.1093%2fbiomet%2f89.3.539&partnerID=40&md5=a068b6008fade7cc4bacd2b17c5232ee},
}