Nicolas Chopin

19 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-0628-5815

Ensae

Publications

Towards a turnkey approach for unbiased Monte Carlo estimation of smooth functions of expectations — Biometrika 2025
On backward smoothing algorithms — The Annals of Statistics 2023
Waste-free sequential Monte Carlo — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2022
De-Sequentialized Monte Carlo: a parallel-in-time particle smoother — Journal of Machine Learning Research 2022 (name-matched, not ORCID-linked)
On resampling schemes for particle filters with weakly informative observations — The Annals of Statistics 2022
Negative association, ordering and convergence of resampling methods — The Annals of Statistics 2019
Control functionals for Monte Carlo integration — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2017
On the properties of variational approximations of Gibbs posteriors — Journal of Machine Learning Research 2016 (name-matched, not ORCID-linked)
Sequential quasi Monte Carlo — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2015
Expectation Propagation for Likelihood-Free Inference — Journal of the American Statistical Association 2014
SMC2: an efficient algorithm for sequential analysis of state space models — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2013
Bayesian nonparametric estimation of the spectral density of a long or intermediate memory Gaussian process — The Annals of Statistics 2012
Riemann manifold Langevin and Hamiltonian Monte Carlo methods — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2011
Particle Markov chain Monte Carlo methods — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2010
Properties of nested sampling — Biometrika 2010
Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2009
Inference and model choice for sequentially ordered hidden Markov models — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2007
Central limit theorem for sequential Monte Carlo methods and its application to Bayesian inference — The Annals of Statistics 2004
A sequential particle filter method for static models — Biometrika 2002