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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@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@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@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@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@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@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@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@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@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@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@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@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@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@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@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@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@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@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@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@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@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@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@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@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@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@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@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@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}, }