Details about Nicolas Chopin

Access statistics for papers by Nicolas Chopin.

Last updated 2024-03-07. Update your information in the RePEc Author Service.

Short-id: pch1240

Working Papers

2017

1. Bayesian Hierarchical Finite Mixture Models of Reading Times: A Case Study
   Working Papers, Center for Research in Economics and Statistics
2. Improving approximate Bayesian computation via quasi Monte Carlo
   Working Papers, Center for Research in Economics and Statistics View citations (1)
3. Modelling dependency completion in sentence comprehension as a Bayesian hierarchical mixture process: A case study involving Chinese relative clauses
   Working Papers, Center for Research in Economics and Statistics
4. Negative association, ordering and convergence of resampling methods
   Working Papers, Center for Research in Economics and Statistics
5. Sequential quasi-Monte Carlo: Introduction for Non-Experts, Dimension Reduction, Application to Partly Observed Diffusion Processes
   Working Papers, Center for Research in Economics and Statistics

2015

6. On some recent advances in high dimensional Bayesian Statistics
   TSE Working Papers, Toulouse School of Economics (TSE)

2013

7. On the Particle Gibbs Sampler
   Working Papers, Center for Research in Economics and Statistics View citations (11)

2010

8. Adaptive Monte Carlo on Multivariate Binary Sampling Spaces
   Working Papers, Center for Research in Economics and Statistics
9. Bayesian Learning of Noisy Markov Decision Processes
   Working Papers, Center for Research in Economics and Statistics
10. Bayesian Nonparametric Estimation of the Spectral Density of a Long or Intermediate Memory Gaussian Process
    Working Papers, Center for Research in Economics and Statistics View citations (1)
11. Free Energy Methods for Efficient Exploration of Mixture Posterior Densities
    Working Papers, Center for Research in Economics and Statistics View citations (1)
12. Free Energy Sequential Monte Carlo Application to Mixture Modelling
    Working Papers, Center for Research in Economics and Statistics View citations (2)
13. On Particle Learning
    Working Papers, Center for Research in Economics and Statistics View citations (6)
14. Stability of Feynman-Kac Formulae with Path-dependent Potentials
    Working Papers, Center for Research in Economics and Statistics
    See also Journal Article Stability of Feynman-Kac formulae with path-dependent potentials, Stochastic Processes and their Applications, Elsevier (2011) View citations (1) (2011)

2002

15. Central Limit Theorem for Sequential Monte Carlo Methods and its Applications to Bayesian Inference
    Working Papers, Center for Research in Economics and Statistics View citations (19)

2001

16. Bayesian Hidden Markov Analysis of the Information Content of the Yield Curve about Inflation
    Working Papers, Center for Research in Economics and Statistics
17. Sequential Inference and State Number Determination for Discrete State-Space Models through Particle Filtering
    Working Papers, Center for Research in Economics and Statistics View citations (6)

2000

18. A Sequential Particle Filter Method for Static Models
    Working Papers, Center for Research in Economics and Statistics
    See also Journal Article A sequential particle filter method for static models, Biometrika, Biometrika Trust (2002) View citations (108) (2002)

Journal Articles

2022

1. Waste‐free sequential Monte Carlo
   Journal of the Royal Statistical Society Series B, 2022, 84, (1), 114-148

2021

2. Imprecise neural computations as a source of adaptive behaviour in volatile environments
   Nature Human Behaviour, 2021, 5, (1), 99-112

2017

3. Control functionals for Monte Carlo integration
   Journal of the Royal Statistical Society Series B, 2017, 79, (3), 695-718 View citations (12)

2015

4. Sequential quasi Monte Carlo
   Journal of the Royal Statistical Society Series B, 2015, 77, (3), 509-579 View citations (25)

2014

5. Expectation Propagation for Likelihood-Free Inference
   Journal of the American Statistical Association, 2014, 109, (505), 315-333 View citations (9)

2013

6. SMC-super-2: an efficient algorithm for sequential analysis of state space models
   Journal of the Royal Statistical Society Series B, 2013, 75, (3), 397-426 View citations (54)

2011

7. Stability of Feynman-Kac formulae with path-dependent potentials
   Stochastic Processes and their Applications, 2011, 121, (1), 38-60 View citations (1)
   See also Working Paper Stability of Feynman-Kac Formulae with Path-dependent Potentials, Working Papers (2010) (2010)

2010

8. Properties of nested sampling
   Biometrika, 2010, 97, (3), 741-755 View citations (7)

2009

9. Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations
   Journal of the Royal Statistical Society Series B, 2009, 71, (2), 319-392 View citations (413)

2008

10. On the equivalence between standard and sequentially ordered hidden Markov models
    Statistics & Probability Letters, 2008, 78, (14), 2171-2174

2007

11. Dynamic Detection of Change Points in Long Time Series
    Annals of the Institute of Statistical Mathematics, 2007, 59, (2), 349-366 View citations (10)
12. Inference and model choice for sequentially ordered hidden Markov models
    Journal of the Royal Statistical Society Series B, 2007, 69, (2), 269-284 View citations (8)

2004

13. 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, 2004, 123, (2), 327-344 View citations (18)

2002

14. A sequential particle filter method for static models
    Biometrika, 2002, 89, (3), 539-552 View citations (108)
    See also Working Paper A Sequential Particle Filter Method for Static Models, Working Papers (2000) (2000)

Edited books

2012

1. Monte Carlo methods for sampling high-dimensional binary vectors
   Economics Thesis from University Paris Dauphine, Paris Dauphine University