Nicolas Chopin

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Person:248279

Available identifiers

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List of research outcomes

PublicationDate of PublicationType
Adaptive tuning of Hamiltonian Monte Carlo within sequential Monte Carlo2024-02-20Paper
Higher-Order Monte Carlo through Cubic Stratification2024-02-15Paper
On backward smoothing algorithms2024-01-04Paper
On resampling schemes for particle filters with weakly informative observations2023-01-12Paper
Waste-Free Sequential Monte Carlo2022-09-27Paper
Improving Approximate Bayesian Computation via Quasi-Monte Carlo2022-03-28Paper
On resampling schemes for particle filters with weakly informative observations2022-03-18Paper
Sequential Monte Carlo methods in Bayesian joint models for longitudinal and time-to-event data2021-05-10Paper
An Introduction to Sequential Monte Carlo2020-09-04Paper
Negative association, ordering and convergence of resampling methods2019-07-18Paper
Sequential Quasi Monte Carlo2019-06-12Paper
SMC2: An Efficient Algorithm for Sequential Analysis of State Space Models2019-05-09Paper
Control Functionals for Monte Carlo Integration2019-05-09Paper
Sequential quasi-Monte Carlo: introduction for non-experts, dimension reduction, application to partly observed diffusion processes2019-02-18Paper
Noise contrastive estimation: asymptotic properties, formal comparison with MC-MLE2018-11-01Paper
Leave Pima Indians alone: binary regression as a benchmark for Bayesian computation2018-10-02Paper
Bayesian Learning of Noisy Markov Decision Processes2018-04-16Paper
Convergence of sequential quasi-Monte Carlo smoothing algorithms2017-09-21Paper
Expectation Propagation for Likelihood-Free Inference2017-08-04Paper
Sequential Monte Carlo Methods in Random Intercept Models for Longitudinal Data2017-06-13Paper
On the properties of variational approximations of Gibbs posteriors2017-02-03Paper
Van der Corput and Golden Ratio Sequences Along the Hilbert Space-Filling Curve2017-01-20Paper
On particle methods for parameter estimation in state-space models2016-03-08Paper
The Poisson transform for unnormalised statistical models2016-02-23Paper
On some recent advances on high dimensional Bayesian statistics2016-02-15Paper
Harold Jeffreys's \textit{Theory of probability} revisited2016-01-05Paper
Rejoinder: ``Harold Jeffreys's \textit{Theory of probability} revisited2016-01-05Paper
Sequential Monte Carlo on large binary sampling spaces2015-10-16Paper
On particle Gibbs sampling2015-08-05Paper
Free energy methods for Bayesian inference: efficient exploration of univariate Gaussian mixture posteriors2012-12-07Paper
Fast simulation of truncated Gaussian distributions2012-12-06Paper
Approximate Bayesian Inference for Latent Gaussian models by using Integrated Nested Laplace Approximations2012-10-16Paper
Perfect simulation for the Feynman-Kac law on the path space2012-10-01Paper
Bayesian nonparametric estimation of the spectral density of a long or intermediate memory Gaussian process2012-08-29Paper
Stability of Feynman-Kac formulae with path-dependent potentials2011-01-14Paper
Properties of nested sampling2010-09-22Paper
On the equivalence between standard and sequentially ordered hidden Markov models2009-09-30Paper
Particle filtering for continuous-time hidden Markov models2007-11-20Paper
Inference and Model Choice for Sequentially Ordered Hidden Markov Models2007-10-26Paper
Dynamic detection of change points in long time series2007-09-10Paper
Central limit theorem for sequential Monte Carlo methods and its application to Bayesian inference2005-09-12Paper
Bayesian inference and state number determination for hidden Markov models: an application to the information content of the yield curve about inflation2004-11-18Paper
A sequential particle filter method for static models2004-03-16Paper

Research outcomes over time


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