Advanced Search
MyIDEAS: Login to follow this author

Nicolas Chopin

Contents:

This is information that was supplied by Nicolas Chopin in registering through RePEc. If you are Nicolas Chopin , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Nicolas
Middle Name:
Last Name: Chopin
Suffix:

RePEc Short-ID: pch1240

Email: [This author has chosen not to make the email address public]
Homepage:
Postal Address:
Phone:

Affiliation

Centre de Recherche en Économie et Statistique (CREST)
Groupe des Écoles Nationales d'Économie et Statistique (GENES)
Location: Paris, France
Homepage: http://www.crest.fr/
Email:
Phone: 01 41 17 60 81
Fax:
Postal: 15 Boulevard Gabriel Peri 92245 Malakoff Cedex
Handle: RePEc:edi:crestfr (more details at EDIRC)

Works

as in new window

Working papers

  1. Chopin, Nicolas & Jacob, Pierre E. & Papaspiliopoulos, Omiros, 2013. "SMC^2: an efficient algorithm for sequential analysis of state-space models," Economics Papers from University Paris Dauphine 123456789/7305, Paris Dauphine University.
  2. Nicolas Chopin & Sumeetpal S. Singh, 2013. "On the Particle Gibbs Sampler," Working Papers 2013-41, Centre de Recherche en Economie et Statistique.
  3. Schäfer, Christian & Chopin, Nicolas, 2013. "Sequential Monte Carlo on large binary sampling spaces," Economics Papers from University Paris Dauphine 123456789/5671, Paris Dauphine University.
  4. Nicolas Chopin & Tony Lelievre & Gabriel Stoltz, 2010. "Free Energy Methods for Efficient Exploration of Mixture Posterior Densities," Working Papers 2010-33, Centre de Recherche en Economie et Statistique.
  5. Nicolas CHOPIN & Pierre DEL MORAL & Sylvain RUBENTHALER, 2010. "Stability of Feynman-Kac Formulae with Path-dependent Potentials," Working Papers 2010-03, Centre de Recherche en Economie et Statistique.
  6. Nicolas Chopin & Pierre Jacob, 2010. "Free Energy Sequential Monte Carlo Application to Mixture Modelling," Working Papers 2010-34, Centre de Recherche en Economie et Statistique.
  7. Judith Rousseau & Nicolas Chopin & Brunero Liseo, 2010. "Bayesian Nonparametric Estimation of the Spectral Density of a Long or Intermediate Memory Gaussian Process," Working Papers 2010-38, Centre de Recherche en Economie et Statistique.
  8. Nicolas Chopin & Christian Schafer, 2010. "Adaptive Monte Carlo on Multivariate Binary Sampling Spaces," Working Papers 2010-24, Centre de Recherche en Economie et Statistique.
  9. Sumeetpal S. Singh & Nicolas Chopin & Nick Whiteley, 2010. "Bayesian Learning of Noisy Markov Decision Processes," Working Papers 2010-36, Centre de Recherche en Economie et Statistique.
  10. Nicolas Chopin & Alessandra Iacobucci & Jean-Michel Marin & Kerrie L. Mengersen & Christian P. Robert & Robin Ryder & Christian Schafer, 2010. "On Particle Learning," Working Papers 2010-22, Centre de Recherche en Economie et Statistique.
  11. Chopin, Nicolas & Robert, Christian P. & Rousseau, Judith, 2009. "Harold Jeffreys' Theory of Probability revisited," Economics Papers from University Paris Dauphine 123456789/3222, Paris Dauphine University.
  12. Nicolas Chopin, 2002. "Central Limit Theorem for Sequential Monte Carlo Methods and its Applications to Bayesian Inference," Working Papers 2002-44, Centre de Recherche en Economie et Statistique.
  13. Nicolas Chopin, 2001. "Sequential Inference and State Number Determination for Discrete State-Space Models through Particle Filtering," Working Papers 2001-34, Centre de Recherche en Economie et Statistique.
  14. Nicolas Chopin & Florian Pelgrin, 2001. "Bayesian Hidden Markov Analysis of the Information Content of the Yield Curve about Inflation," Working Papers 2001-44, Centre de Recherche en Economie et Statistique.
  15. Nicolas Chopin, 2000. "A Sequential Particle Filter Method for Static Models," Working Papers 2000-45, Centre de Recherche en Economie et Statistique.
  16. Singh, Sumeetpal S. & Sedki, Mohammed & Jasra, Ajay & Pudlo, Pierre & Robert, Christian P. & Lee, Anthony & Marin, Jean-Michel & Kosmidis, Ioannis & Girolami, Mark & Andrieu, Christophe & Cornebise, J, . "Some discussions of D. Fearnhead and D. Prangle's Read Paper "Constructing summary statistics for approximate Bayesian computation: semi-automatic approximate Bayesian computation"," Economics Papers from University Paris Dauphine 123456789/7864, Paris Dauphine University.

Articles

  1. N. Chopin & P. E. Jacob & O. Papaspiliopoulos, 2013. "SMC-super-2: an efficient algorithm for sequential analysis of state space models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 75(3), pages 397-426, 06.
  2. Chopin, N. & Del Moral, P. & Rubenthaler, S., 2011. "Stability of Feynman-Kac formulae with path-dependent potentials," Stochastic Processes and their Applications, Elsevier, vol. 121(1), pages 38-60, January.
  3. Nicolas Chopin & Christian P. Robert, 2010. "Properties of nested sampling," Biometrika, Biometrika Trust, vol. 97(3), pages 741-755.
  4. H�vard Rue & Sara Martino & Nicolas Chopin, 2009. "Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 71(2), pages 319-392.
  5. Chopin, N., 2008. "On the equivalence between standard and sequentially ordered hidden Markov models," Statistics & Probability Letters, Elsevier, vol. 78(14), pages 2171-2174, October.
  6. Nicolas Chopin, 2007. "Inference and model choice for sequentially ordered hidden Markov models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 69(2), pages 269-284.
  7. Nicolas Chopin, 2007. "Dynamic Detection of Change Points in Long Time Series," Annals of the Institute of Statistical Mathematics, Springer, vol. 59(2), pages 349-366, June.
  8. Chopin, Nicolas & Pelgrin, Florian, 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, Elsevier, vol. 123(2), pages 327-344, December.
  9. Nicolas Chopin, 2002. "A sequential particle filter method for static models," Biometrika, Biometrika Trust, vol. 89(3), pages 539-552, August.

Books

  1. Schäfer, Christian, 2012. "Monte Carlo methods for sampling high-dimensional binary vectors," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/10860 edited by Chopin, Nicolas, September.

Statistics

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Nicolas Chopin should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.