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Nicolas Chopin

Personal Details

First Name:Nicolas
Middle Name:
Last Name:Chopin
Suffix:
RePEc Short-ID:pch1240
[This author has chosen not to make the email address public]
https://sites.google.com/site/nicolaschopinstatistician/publications

Affiliation

Centre de Recherche en Économie et Statistique (CREST)

France
http://crest.science/

: 01 41 17 60 81

Bâtiment ENSAE, 5 rue Henry LE Chatelier, 91120 Palaiseau
RePEc:edi:crestfr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Books

Working papers

  1. Alexander Buchholz & Nicolas CHOPIN, 2017. "Improving approximate Bayesian computation via quasi Monte Carlo," Working Papers 2017-37, Center for Research in Economics and Statistics.
  2. Shravan Vasishth & Bruno Nicenboim & Nicolas Chopin & Robin Ryder, 2017. "Bayesian Hierarchical Finite Mixture Models of Reading Times: A Case Study," Working Papers 2017-33, Center for Research in Economics and Statistics.
  3. Mathieu GERBER & Nicolas CHOPIN & Nick WHITELEY, 2017. "Negative association, ordering and convergence of resampling methods," Working Papers 2017-36, Center for Research in Economics and Statistics.
  4. Nicolas Chopin & Mathieu Gerber, 2017. "Sequential quasi-Monte Carlo: Introduction for Non-Experts, Dimension Reduction, Application to Partly Observed Diffusion Processes," Working Papers 2017-35, Center for Research in Economics and Statistics.
  5. Shravan Vasishth & Nicolas Chopin & Robin Ryder & Bruno Nicenboim, 2017. "Modelling dependency completion in sentence comprehension as a Bayesian hierarchical mixture process: A case study involving Chinese relative clauses," Working Papers 2017-34, Center for Research in Economics and Statistics.
  6. Chopin, Nicolas & Gadat, Sébastien & Guedj, Benjamin & Guyader, Arnaud & Vernet, Elodie, 2015. "On some recent advances in high dimensional Bayesian Statistics," TSE Working Papers 15-557, Toulouse School of Economics (TSE).
  7. Nicolas Chopin & J. Rousseau & Brunero Liseo, 2013. "Computational aspects of Bayesian spectral density estimation," Post-Print hal-01026131, HAL.
  8. Nicolas Chopin & Sumeetpal S. Singh, 2013. "On the Particle Gibbs Sampler," Working Papers 2013-41, Center for Research in Economics and Statistics.
  9. Nicolas Chopin & Christian Schafer, 2010. "Adaptive Monte Carlo on Multivariate Binary Sampling Spaces," Working Papers 2010-24, Center for Research in Economics and Statistics.
  10. Sumeetpal S. Singh & Nicolas Chopin & Nick Whiteley, 2010. "Bayesian Learning of Noisy Markov Decision Processes," Working Papers 2010-36, Center for Research in Economics and Statistics.
  11. Nicolas CHOPIN & Pierre DEL MORAL & Sylvain RUBENTHALER, 2010. "Stability of Feynman-Kac Formulae with Path-dependent Potentials," Working Papers 2010-03, Center for Research in Economics and Statistics.
  12. Nicolas Chopin & Tony Lelievre & Gabriel Stoltz, 2010. "Free Energy Methods for Efficient Exploration of Mixture Posterior Densities," Working Papers 2010-33, Center for Research in Economics and Statistics.
  13. 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, Center for Research in Economics and Statistics.
  14. 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, Center for Research in Economics and Statistics.
  15. Nicolas Chopin & Pierre Jacob, 2010. "Free Energy Sequential Monte Carlo Application to Mixture Modelling," Working Papers 2010-34, Center for Research in Economics and Statistics.
  16. Nicolas Chopin, 2002. "Central Limit Theorem for Sequential Monte Carlo Methods and its Applications to Bayesian Inference," Working Papers 2002-44, Center for Research in Economics and Statistics.
  17. Nicolas Chopin, 2001. "Sequential Inference and State Number Determination for Discrete State-Space Models through Particle Filtering," Working Papers 2001-34, Center for Research in Economics and Statistics.
  18. Nicolas Chopin & Florian Pelgrin, 2001. "Bayesian Hidden Markov Analysis of the Information Content of the Yield Curve about Inflation," Working Papers 2001-44, Center for Research in Economics and Statistics.
  19. Nicolas Chopin, 2000. "A Sequential Particle Filter Method for Static Models," Working Papers 2000-45, Center for Research in Economics and Statistics.

Articles

  1. Chris J. Oates & Mark Girolami & Nicolas Chopin, 2017. "Control functionals for Monte Carlo integration," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 79(3), pages 695-718, June.
  2. Mathieu Gerber & Nicolas Chopin, 2015. "Sequential quasi Monte Carlo," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 77(3), pages 509-579, June.
  3. Simon Barthelmé & Nicolas Chopin, 2014. "Expectation Propagation for Likelihood-Free Inference," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 109(505), pages 315-333, March.
  4. 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, June.
  5. 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.
  6. Nicolas Chopin & Christian P. Robert, 2010. "Properties of nested sampling," Biometrika, Biometrika Trust, vol. 97(3), pages 741-755.
  7. Håvard 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.
  8. 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.
  9. 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.
  10. Nicolas Chopin, 2007. "Dynamic Detection of Change Points in Long Time Series," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 59(2), pages 349-366, June.
  11. 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.
  12. 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, January.

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