@article{saddlepoint,
title = {Saddlepoint Monte Carlo and its Application to Exact Ecological
Inference},
author = {Théo Voldoire and Nicolas Chopin and Guillaume Rateau and Robin J.
Ryder},
month = {October},
year = {2024},
journal = {arxiv 2410.18243},
eprint = {2410.18243},
archiveprefix = {arXiv},
primaryclass = {stat.CO}
}
@article{gradientfreeoptimizationintegration,
title = {Gradient-free optimization via integration},
author = {Christophe Andrieu and Nicolas Chopin and Ettore Fincato and
Mathieu Gerber},
year = {2024},
month = {August},
eprint = {2408.00888},
journal = {arxiv 2408.00888},
archiveprefix = {arXiv},
primaryclass = {stat.CO}
}
@article{sakhi2024logarithmicsmoothingpessimisticoffpolicy,
title = {Logarithmic Smoothing for Pessimistic Off-Policy Evaluation,
Selection and Learning},
author = {Otmane Sakhi and Imad Aouali and Pierre Alquier and Nicolas Chopin
},
year = {2024},
journal = {Accepted at NeurIPS 2024},
eprint = {2405.14335},
archiveprefix = {arXiv},
primaryclass = {stat.ML}
}
@article{tempering_mirror,
title = {A connection between Tempering and Entropic Mirror Descent},
author = {Nicolas Chopin and Francesca R. Crucinio and Anna Korba},
journal = {ICML},
year = {2024},
month = {July},
eprint = {2310.11914},
archiveprefix = {arXiv},
primaryclass = {stat.CO}
}
@article{chopin2024turnkey,
title = {Towards a turnkey approach to unbiased {M}onte {C}arlo estimation
of smooth functions of expectations},
author = {Nicolas Chopin and Francesca R. Crucinio and Sumeetpal S. Singh},
journal = {arxiv 2403.20313},
year = {2024},
month = {March},
eprint = {2403.20313},
archiveprefix = {arXiv},
primaryclass = {stat.ME}
}
@article{strat,
author = {Chopin, Nicolas and Gerber, Mathieu},
title = {Higher-order {M}onte {C}arlo through cubic stratification},
journal = {SIAM J. Numer. Anal.},
fjournal = {SIAM Journal on Numerical Analysis},
volume = {62},
year = {2024},
number = {1},
pages = {229--247},
issn = {0036-1429,1095-7170},
mrclass = {65D32 (65C05)},
mrnumber = {4695762},
doi = {10.1137/22M1532287},
eprint = {2210.01554}
}
@article{bilevel,
title = {Scalable {B}ayesian bi-level variable selection in generalized
linear models},
author = {Youn\`{e}s Youssfi and Nicolas Chopin},
year = {2024},
eprint = {2303.12462},
journal = {Foundations of Data Science},
doi = {10.3934/fods.2024010},
url = {https://www.aimsciences.org/article/id/66029e7ac26d215a60545d10}
}
@article{debiaising_cox,
author = {Jin, Ruiyang and Singh, Sumeetpal S. and Chopin, Nicolas},
title = {De-biasing particle filtering for a continuous time hidden {M}arkov
model with a {C}ox process observation model},
journal = {Statist. Sinica},
fjournal = {Statistica Sinica},
volume = {34},
year = {2024},
pages = {1215--1239},
issn = {1017-0405,1996-8507},
mrclass = {62M20 (60G55 62M05 65C35)},
mrnumber = {4764628},
doi = {10.5705/ss.202022.0210},
eprint = {2206.10478}
}
@article{fast_slate,
title = {Fast Slate Policy Optimization: Going Beyond {P}lackett-{L}uce},
author = {Otmane Sakhi and David Rohde and Nicolas Chopin},
journal = {Transactions on Machine Learning Research},
issn = {2835-8856},
year = {2023},
url = {https://openreview.net/forum?id=f7a8XCRtUu},
eprint = {2308.01566},
archiveprefix = {arXiv}
}
@article{debiaising_pdmp,
title = {Debiasing Piecewise Deterministic {M}arkov Process samplers using
couplings},
author = {Adrien Corenflos and Matthew Sutton and Nicolas Chopin},
year = {2023},
month = {June},
eprint = {2306.15422},
journal = {arxiv 2306.15422},
archiveprefix = {arXiv},
primaryclass = {stat.CO}
}
@inproceedings{pmlr-v202-sakhi23a,
title = {{PAC}-{B}ayesian Offline Contextual Bandits With Guarantees},
author = {Sakhi, Otmane and Alquier, Pierre and Chopin, Nicolas},
booktitle = {Proceedings of the 40th International Conference on Machine
Learning},
pages = {29777--29799},
year = {2023},
editor = {Krause, Andreas and Brunskill, Emma and Cho, Kyunghyun and
Engelhardt, Barbara and Sabato, Sivan and Scarlett, Jonathan},
volume = {202},
series = {Proceedings of Machine Learning Research},
month = {23--29 Jul},
publisher = {PMLR},
pdf = {https://proceedings.mlr.press/v202/sakhi23a/sakhi23a.pdf},
url = {https://proceedings.mlr.press/v202/sakhi23a.html},
eprint = {2210.13132},
abstract = {This paper introduces a new principled approach for off-policy
learning in contextual bandits. Unlike previous work, our
approach does not derive learning principles from intractable or
loose bounds. We analyse the problem through the PAC-Bayesian
lens, interpreting policies as mixtures of decision rules. This
allows us to propose novel generalization bounds and provide
tractable algorithms to optimize them. We prove that the derived
bounds are tighter than their competitors, and can be optimized
directly to confidently improve upon the logging policy offline.
Our approach learns policies with guarantees, uses all available
data and does not require tuning additional hyperparameters on
held-out sets. We demonstrate through extensive experiments the
effectiveness of our approach in providing performance guarantees
in practical scenarios.}
}
@article{complexity_smoothing,
author = {Hai-Dang Dau and Nicolas Chopin},
title = {On backward smoothing algorithms},
journal = {Ann. Statist.},
fjournal = {Annals of Statistics},
year = {2023},
volume = {51},
number = {5},
pages = {2145-2169},
issn = {0090-5364},
doi = {10.1214/23-AOS2324},
sici = {0090-5364(2023)51:5<2145:OBSA>2.0.CO;2-D},
eprint = {2207.00976}
}
@inproceedings{doob,
title = {Computational Doob h-transforms for Online Filtering of Discretely
Observed Diffusions},
author = {Chopin, Nicolas and Fulop, Andras and Heng, Jeremy and Thiery,
Alexandre H.},
booktitle = {Proceedings of the 40th International Conference on Machine
Learning},
pages = {5904--5923},
year = {2023},
editor = {Krause, Andreas and Brunskill, Emma and Cho, Kyunghyun and
Engelhardt, Barbara and Sabato, Sivan and Scarlett, Jonathan},
volume = {202},
series = {Proceedings of Machine Learning Research},
month = {23--29 Jul},
publisher = {PMLR},
pdf = {https://proceedings.mlr.press/v202/chopin23a/chopin23a.pdf},
url = {https://proceedings.mlr.press/v202/chopin23a.html},
eprint = {2206.03369}
}
@article{MR4524494,
author = {Chopin, Nicolas and Singh, Sumeetpal S. and Soto, Tom\'{a}s and
Vihola, Matti},
title = {On resampling schemes for particle filters with weakly informative
observations},
journal = {Ann. Statist.},
fjournal = {The Annals of Statistics},
volume = {50},
year = {2022},
number = {6},
pages = {3197--3222},
issn = {0090-5364},
mrclass = {65C05 (60J25 62F40)},
mrnumber = {4524494},
doi = {10.1214/22-aos2222},
eprint = {2203.10037}
}
@article{JMLR:v23:22-0140,
author = {Adrien Corenflos and Nicolas Chopin and Simo Särkkä},
title = {{De-Sequentialized Monte Carlo: a parallel-in-time particle
smoother} },
journal = {Journal of Machine Learning Research},
year = {2022},
volume = {23},
number = {283},
pages = {1--39},
eprint = {2202.02264},
url = {http://jmlr.org/papers/v23/22-0140.html}
}
@article{PhysRevD.105.103501,
title = {Improved {G}ibbs samplers for cosmic microwave background power
spectrum estimation},
author = {Ducrocq, Gabriel and Chopin, Nicolas and Errard, Josquin and
Stompor , Radek},
journal = {Phys. Rev. D},
volume = {105},
issue = {10},
pages = {103501},
numpages = {27},
year = {2022},
month = {May},
publisher = {American Physical Society},
doi = {10.1103/PhysRevD.105.103501},
eprint = {2111.07664}
}
@article{wastefreeSMC,
author = {Dau, Hai-Dang and Chopin, Nicolas},
title = {Waste-free sequential {M}onte {C}arlo},
journal = {J. R. Stat. Soc. Ser. B. Stat. Methodol.},
fjournal = {Journal of the Royal Statistical Society. Series B. Statistical
Methodology},
volume = {84},
year = {2022},
number = {1},
pages = {114--148},
issn = {1369-7412},
mrclass = {65C40 (60G35 62M40)},
mrnumber = {4400392},
mrreviewer = {J\'{e}r\^{o}me Idier},
doi = {10.1111/rssb.12475},
eprint = {2011.02328}
}
@article{MR4303481,
author = {Chopin, Nicolas and Ducrocq, Gabriel},
title = {Fast compression of {MCMC} output},
journal = {Entropy},
fjournal = {Entropy. An International and Interdisciplinary Journal of
Entropy and Information Studies},
volume = {23},
year = {2021},
number = {8},
pages = {Paper No. 1017, 16},
mrclass = {60J22 (62-08 62D05)},
mrnumber = {4303481},
doi = {10.3390/e23081017},
eprint = {2107.04552}
}
@article{BuchholzHMC,
author = {Buchholz, Alexander and Chopin, Nicolas and Jacob, Pierre E.},
title = {Adaptive tuning of {H}amiltonian {M}onte {C}arlo within sequential
{M}onte {C}arlo},
journal = {Bayesian Anal.},
fjournal = {Bayesian Analysis},
volume = {16},
year = {2021},
number = {3},
pages = {745--771},
issn = {1936-0975,1931-6690},
mrclass = {62F15 (62J05)},
mrnumber = {4303867},
mrreviewer = {Weiping\ Zhang},
doi = {10.1214/20-BA1222},
url = {https://doi.org/10.1214/20-BA1222},
eprint = {1808.07730}
}
@article{MR4209649,
author = {Alvares, Danilo and Armero, Carmen and Forte, Anabel and Chopin,
Nicolas},
title = {Sequential {M}onte {C}arlo methods in {B}ayesian joint models for
longitudinal and time-to-event data},
journal = {Stat. Model.},
fjournal = {Statistical Modelling. An International Journal},
volume = {21},
year = {2021},
number = {1-2},
pages = {161--181},
issn = {1471-082X},
mrclass = {62L99 (62M10 65C05)},
mrnumber = {4209649},
doi = {10.1177/1471082X20916088}
}
@article{findling2020imprecise,
title = {Imprecise neural computations as a source of adaptive behaviour in
volatile environments},
author = {Findling, Charles and Chopin, Nicolas and Koechlin, Etienne},
journal = {Nature Human Behaviour},
pages = {1--14},
year = {2020},
eprint = {https://www.biorxiv.org/content/early/2019/10/11/799239.full.pdf},
doi = {10.1038/s41562-020-00971-z},
publisher = {Nature Publishing Group}
}
@article{GeChWh2019,
author = {Mathieu Gerber and Nicolas Chopin and Nick Whiteley},
title = {Negative association, ordering and convergence of resampling
methods},
journal = {Ann. Statist.},
fjournal = {Annals of Statistics},
year = {2019},
volume = {47},
number = {4},
pages = {2236-2260},
issn = {0090-5364},
doi = {10.1214/18-AOS1746},
eprint = {1707.01845},
sici = {0090-5364(2019)47:4<2236:NAOACO>2.0.CO;2-W}
}
@article{MR3939383,
author = {Buchholz, Alexander and Chopin, Nicolas},
title = {Improving {A}pproximate {B}ayesian {C}omputation via {Q}uasi-{M}
onte {C}arlo},
journal = {J. Comput. Graph. Statist.},
fjournal = {Journal of Computational and Graphical Statistics},
volume = {28},
year = {2019},
number = {1},
pages = {205--219},
issn = {1061-8600},
mrclass = {Prelim},
mrnumber = {3939383},
doi = {10.1080/10618600.2018.1497511},
eprint = {1710.01057}
}
@article{2018arXiv180309527A,
author = {{Andrieu}, Christophe and {Doucet}, Arnaud and {Y{\i}ld{\i}r{\i}m}
, Sinan and {Chopin}, Nicolas},
title = {{On the utility of Metropolis-Hastings with asymmetric acceptance
ratio}},
journal = {arXiv e-prints},
year = {2018},
month = {Mar},
eid = {arXiv:1803.09527},
archiveprefix = {arXiv},
eprint = {1803.09527},
primaryclass = {stat.CO}
}
@article{MR3865268,
author = {Riou-Durand, Lionel and Chopin, Nicolas},
title = {Noise contrastive estimation: asymptotic properties, formal
comparison with {MC}-{MLE}},
journal = {Electron. J. Stat.},
fjournal = {Electronic Journal of Statistics},
volume = {12},
year = {2018},
number = {2},
pages = {3473--3518},
issn = {1935-7524},
mrclass = {62F10 (62F12)},
mrnumber = {3865268},
doi = {10.1214/18-EJS1485},
eprint = {1801.10381}
}
@incollection{MR3828136,
author = {Chopin, Nicolas and Gerber, Mathieu},
title = {Sequential quasi--{M}onte {C}arlo: introduction for non-experts,
dimension reduction, application to partly observed diffusion
processes},
booktitle = {Monte {C}arlo and quasi--{M}onte {C}arlo methods},
series = {Springer Proc. Math. Stat.},
volume = {241},
pages = {99--121},
publisher = {Springer, Cham},
year = {2018},
mrclass = {65C05 (60G35 60J60)},
mrnumber = {3828136},
eprint = {1706.05305}
}
@incollection{MR3657574,
author = {Alvares, Danilo and Armero, Carmen and Forte, Anabel and Chopin,
Nicolas},
title = {Sequential {M}onte {C}arlo methods in random intercept models for
longitudinal data},
booktitle = {Bayesian statistics in action},
series = {Springer Proc. Math. Stat.},
volume = {194},
pages = {3--9},
publisher = {Springer, Cham},
year = {2017},
mrclass = {62F15 (65C05)},
mrnumber = {3657574},
doi = {10.1007/978-3-319-54084-9\_1}
}
@inproceedings{arxiv:1702.00564,
author = {Vasishth, Shravan and Chopin, Nicolas and Ryder, Robin and
Nicenboim , Bruno},
title = {{Modelling dependency completion in sentence comprehension as a
Bayesian hierarchical mixture process: A case study involving
Chinese relative clauses}},
booktitle = {Proceedings of the 39th annual meeting of the cognitive science
society},
year = {2017},
month = {July},
eprint = {1702.00564}
}
@article{ReadingTimes,
author = {Vasishth, Shravan and Nicenboim, Bruno and Chopin, Nicolas and
Ryder , Robin},
year = 2017,
title = {Bayesian Hierarchical Finite Mixture Models of Reading Times: A
Case Study},
journal = {PsyArXiv},
month = {July},
doi = {osf.io/preprints/psyarxiv/a4hs9}
}
@article{controlfuncs,
author = {Oates, Chris J. and Girolami, Mark and Chopin, Nicolas},
title = {Control functionals for {M}onte {C}arlo integration},
journal = {J. R. Stat. Soc. Ser. B. Stat. Methodol.},
fjournal = {Journal of the Royal Statistical Society. Series B. Statistical
Methodology},
volume = {79},
year = {2017},
number = {3},
pages = {695--718},
issn = {1369-7412},
mrclass = {62G05 (62G20)},
mrnumber = {3641403},
doi = {10.1111/rssb.12185},
eprint = {1410.2392}
}
@article{mr3654796,
author = {Gerber, Mathieu and Chopin, Nicolas},
title = {Convergence of sequential quasi-{M}onte {C}arlo smoothing
algorithms},
journal = {Bernoulli},
fjournal = {Bernoulli. Official Journal of the Bernoulli Society for
Mathematical Statistics and Probability},
volume = {23},
year = {2017},
number = {4B},
pages = {2951--2987},
issn = {1350-7265},
mrclass = {60J05 (60J22 62M05 62M20)},
mrnumber = {3654796},
doi = {10.3150/16-BEJ834},
eprint = {1506.06117}
}
@article{mr3634307,
author = {Chopin, Nicolas and Ridgway, James},
title = {Leave {P}ima {I}ndians alone: binary regression as a benchmark for
{B }ayesian computation},
journal = {Statist. Sci.},
fjournal = {Statistical Science. A Review Journal of the Institute of
Mathematical Statistics},
volume = {32},
year = {2017},
number = {1},
pages = {64--87},
issn = {0883-4237},
mrclass = {62F15},
mrnumber = {3634307},
doi = {10.1214/16-STS581},
eprint = {1506.08640}
}
@incollection{MR3536680,
author = {Schretter, Colas and He, Zhijian and Gerber, Mathieu and Chopin,
Nicolas and Niederreiter, Harald},
title = {Van der {C}orput and golden ratio sequences along the {H}ilbert
space-filling curve},
booktitle = {Monte {C}arlo and quasi-{M}onte {C}arlo methods},
series = {Springer Proc. Math. Stat.},
volume = {163},
pages = {531--544},
publisher = {Springer, [Cham]},
year = {2016},
mrclass = {65C10 (11K45 28A80 65D30)},
mrnumber = {3536680},
doi = {10.1007/978-3-319-33507-0_28}
}
@article{jmlr:v17:15-290,
author = {Alquier, Pierre and Ridgway, James and Chopin, Nicolas},
title = {On the properties of variational approximations of {G}ibbs
posteriors },
journal = {J. Mach. Learn. Res.},
fjournal = {Journal of Machine Learning Research (JMLR)},
volume = {17},
year = {2016},
number = {239},
pages = {Paper No. 239, 41},
issn = {1532-4435},
mrclass = {62F15 (62F07 62H12 62H30 65C05 68T05)},
mrnumber = {3595173},
mrreviewer = {Peter Auer},
eprint = {1506.04091}
}
@incollection{MR3889291,
author = {Barthelm\'{e}, Simon and Chopin, Nicolas and Cottet, Vincent},
title = {Divide and conquer in {ABC}: expectation-propagation algorithms for
likelihood-free inference},
booktitle = {Handbook of approximate {B}ayesian computation},
series = {Chapman \& Hall/CRC Handb. Mod. Stat. Methods},
pages = {415--434},
publisher = {CRC Press, Boca Raton, FL},
year = {2019},
mrclass = {62F15},
mrnumber = {3889291}
}
@inproceedings{7362431,
author = {Chopin, N. and Gerber, M.},
title = {{Application of sequential Quasi-Monte Carlo to autonomous
positioning}},
year = {2015},
pages = {489-493},
doi = {10.1109/EUSIPCO.2015.7362431},
eprint = {1503.01631},
booktitle = {Signal Processing Conference (EUSIPCO), 2015 23rd European},
month = {Aug}
}
@article{arxiv:1506.00570,
author = {Chopin, Nicolas and Ridgway, James and Gerber, Mathieu and
Papaspiliopoulos, Omiros},
title = {Towards automatic calibration of the number of state particles
within the {SMC}$^2$ algorithm},
journal = {ArXiv preprint 1506.00570},
year = {2015},
eprint = {1506.00570},
month = {Jun}
}
@incollection{MR3440803,
author = {Chopin, Nicolas and Gadat, S\'{e}bastien and Guedj, Benjamin and
Guyader, Arnaud and Vernet, Elodie},
title = {On some recent advances on high dimensional {B}ayesian statistics},
booktitle = {Mod\'{e}lisation {A}l\'{e}atoire et {S}tatistique---{J}ourn\'{e
} es {MAS} 2014},
series = {ESAIM Proc. Surveys},
volume = {51},
pages = {293--319},
publisher = {EDP Sci., Les Ulis},
year = {2015},
mrclass = {62F15 (60J22 62-02 62G20 62H12 62M05)},
mrnumber = {3440803},
doi = {10.1051/proc/201551016}
}
@article{mr3351446,
author = {Gerber, Mathieu and Chopin, Nicolas},
title = {Sequential quasi {M}onte {C}arlo},
journal = {J. R. Stat. Soc. Ser. B. Stat. Methodol.},
fjournal = {Journal of the Royal Statistical Society. Series B. Statistical
Methodology},
volume = {77},
year = {2015},
number = {3},
pages = {509--579},
issn = {1369-7412},
mrclass = {65C05 (60H30)},
mrnumber = {3351446},
doi = {10.1111/rssb.12104},
eprint = {1402.4039}
}
@article{mr3360491,
author = {Barthelm{\'e}, Simon and Chopin, Nicolas},
title = {The {P}oisson transform for unnormalised statistical models},
journal = {Stat. Comput.},
fjournal = {Statistics and Computing},
volume = {25},
year = {2015},
number = {4},
pages = {767--780},
issn = {0960-3174},
mrclass = {Preliminary Data},
mrnumber = {3360491},
doi = {10.1007/s11222-015-9559-4},
eprint = {1406.2839}
}
@article{mr3352064,
author = {Chopin, Nicolas and Singh, Sumeetpal S.},
title = {On particle {G}ibbs sampling},
journal = {Bernoulli},
fjournal = {Bernoulli. Official Journal of the Bernoulli Society for
Mathematical Statistics and Probability},
volume = {21},
year = {2015},
number = {3},
pages = {1855--1883},
issn = {1350-7265},
mrclass = {Preliminary Data},
mrnumber = {3352064},
doi = {10.3150/14-BEJ629},
eprint = {1304.1887}
}
@article{mr3383884,
author = {Kantas, Nikolas and Doucet, Arnaud and Singh, Sumeetpal S. and
Maciejowski, Jan and Chopin, Nicolas},
title = {On particle methods for parameter estimation in state-space models},
journal = {Statist. Sci.},
fjournal = {Statistical Science. A Review Journal of the Institute of
Mathematical Statistics},
volume = {30},
year = {2015},
number = {3},
pages = {328--351},
issn = {0883-4237},
mrclass = {62M05 (62F15 62M20)},
mrnumber = {3383884},
doi = {10.1214/14-STS511},
eprint = {1412.8695}
}
@article{epwayoflife,
author = {{Gelman}, A. and {Vehtari}, A. and {Jyl{\"a}nki}, P. and {Robert},
C. and {Chopin}, N. and {Cunningham}, J. P.},
title = {Expectation propagation as a way of life},
journal = {ArXiv e-prints},
year = {2014},
eprint = {1412.4869},
month = {Dec},
archiveprefix = {ArXiv preprint},
adsurl = {http://adsabs.harvard.edu/abs/2014arXiv1412.4869G}
}
@incollection{nips2014_5604,
author = {Ridgway, James and Alquier, Pierre and Chopin, Nicolas and Liang,
Feng},
title = {{PAC-Bayesian AUC classification and scoring}},
year = {2014},
pages = {658--666},
eprint = {1410.1771},
editor = {Ghahramani, Z. and Welling, M. and Cortes, C. and Lawrence, N.D.
and Weinberger, K.Q.},
publisher = {Curran Associates, Inc.},
booktitle = {Advances in Neural Information Processing Systems 27},
link = {
http://papers.nips.cc/paper/5604-pac-bayesian-auc-classification-and-scoring.pdf
}
}
@article{matrixcompletion,
author = {Alquier, P. and Cottet, V. and Chopin, N. and Rousseau, J.},
title = {Bayesian matrix completion: prior specification and consistency},
journal = {ArXiv preprint},
year = {2014},
number = {1406.1440},
eprint = {arXiv:1406.1440}
}
@article{mr3180566,
author = {Barthelm{\'e}, Simon and Chopin, Nicolas},
title = {Expectation propagation for likelihood-free inference},
journal = {J. Amer. Statist. Assoc.},
fjournal = {Journal of the American Statistical Association},
volume = {109},
year = {2014},
number = {505},
pages = {315--333},
issn = {0162-1459},
mrclass = {Database Expansion Item},
mrnumber = {3180566},
doi = {10.1080/01621459.2013.864178},
eprint = {arxiv:1107.5959}
}
@article{arxiv:1210.0376,
author = {Andrieu, Christophe and Chopin, Nicolas and Doucet, Arnaud and
Rubenthaler, Sylvain},
title = {Perfect simulation for the {F}eynman-{K}ac law on the path space},
journal = {ArXiv preprint 1210.0376},
year = {2013},
eprint = {1210.0376},
month = {Mar}
}
@article{smc2,
author = {Chopin, N. and Jacob, P. E. and Papaspiliopoulos, O.},
title = {{SMC$^2$}: an efficient algorithm for sequential analysis of state
space models},
journal = {J. R. Stat. Soc. Ser. B. Stat. Methodol.},
fjournal = {Journal of the Royal Statistical Society. Series B. Statistical
Methodology},
volume = {75},
year = {2013},
number = {3},
pages = {397--426},
issn = {1369-7412},
mrclass = {62L10 (62F15 62M05)},
mrnumber = {3065473},
doi = {10.1111/j.1467-9868.2012.01046.x},
eprint = {arXiv:1101.1528}
}
@article{mr3173730,
author = {Chopin, N. and Rousseau, J. and Liseo, B.},
title = {Computational aspects of {B}ayesian spectral density estimation},
journal = {J. Comput. Graph. Statist.},
fjournal = {Journal of Computational and Graphical Statistics},
volume = {22},
year = {2013},
number = {3},
pages = {533--557},
issn = {1061-8600},
mrclass = {62F15 (60J22 62G05 62G07 62M10 62M15)},
mrnumber = {3173730},
doi = {10.1080/10618600.2013.785293},
eprint = {arXiv:1211.4483}
}
@article{mr3034214,
author = {Singh, Sumeetpal S. and Chopin, Nicolas and Whiteley, Nick},
title = {Bayesian learning of noisy {M}arkov decision processes},
journal = {ACM Trans. Model. Comput. Simul.},
fjournal = {ACM Transactions on Modeling and Computer Simulation},
volume = {23},
year = {2013},
number = {1},
pages = {Art. 4, 25},
issn = {1049-3301},
mrclass = {62F15 (62M05 90C40)},
mrnumber = {3034214},
mrreviewer = {M. Iosifescu},
doi = {10.1145/2414416.2414420},
eprint = {arXiv:1211.5901}
}
@article{mr3016936,
author = {Sch{\"a}fer, Christian and Chopin, Nicolas},
title = {Sequential {M}onte {C}arlo on large binary sampling spaces},
journal = {Stat. Comput.},
fjournal = {Statistics and Computing},
volume = {23},
year = {2013},
number = {2},
pages = {163--184},
issn = {0960-3174},
coden = {STACE3},
mrclass = {Database Expansion Item},
mrnumber = {3016936},
doi = {10.1007/s11222-011-9299-z},
eprint = {arXiv:1101.6037}
}
@article{arxiv:1205.4304,
author = {Chopin, Nicolas and Gelman, Andrew and Mengersen, Kerrie L. and
Robert, Christian P.},
title = {In praise of the referee},
journal = {ArXiv preprint 1205.4304},
year = {2012},
eprint = {1205.4304},
month = {May}
}
@article{arxiv:1201.1314,
author = {Andrieu, Christophe and Barthelme, Simon and Chopin, Nicolas and
Cornebise, Julien and Doucet, Arnaud and Girolami, Mark and
Kosmidis, Ioannis and Jasra, Ajay and Lee, Anthony and Marin,
Jean-Michel and Pudlo, Pierre and Robert, Christian P. and Sedki.,
Mohammed and Singh , Sumeetpal S.},
title = {Some discussions of D. Fearnhead and D. Prangle's Read Paper "
Constructing summary statistics for approximate Bayesian
computation: semi-automatic approximate Bayesian computation"},
journal = {ArXiv preprint 1201.1314},
year = {2012},
eprint = {1201.1314},
month = {Jan}
}
@article{commment:erven2012catching,
author = {Chopin, N. and Robert, C.P.},
title = {Discussion of "Catching up faster by switching sooner: a predictive
approach to adaptive estimation with an application to the AIC--BIC
dilemma" by {E}rven, {T}im van and {G}r{\"u}nwald, {P}eter and de
Rooij, {S}teven},
journal = {Journal of the Royal Statistical Society (series B)},
volume = {74},
year = {2012},
number = {3},
pages = {361--417}
}
@article{mr2985940,
author = {Rousseau, Judith and Chopin, Nicolas and Liseo, Brunero},
title = {Bayesian nonparametric estimation of the spectral density of a long
or intermediate memory {G}aussian process},
journal = {Ann. Statist.},
fjournal = {The Annals of Statistics},
volume = {40},
year = {2012},
number = {2},
pages = {964--995},
issn = {0090-5364},
mrclass = {62G05 (62F15 62G20 62M15)},
mrnumber = {2985940},
doi = {10.1214/11-AOS955},
eprint = {arXiv:1007.3823}
}
@article{mr2913791,
author = {Chopin, Nicolas and Leli{\`e}vre, Tony and Stoltz, Gabriel},
title = {Free energy methods for {B}ayesian inference: efficient exploration
of univariate {G}aussian mixture posteriors},
journal = {Stat. Comput.},
fjournal = {Statistics and Computing},
volume = {22},
year = {2012},
number = {4},
pages = {897--916},
issn = {0960-3174},
coden = {STACE3},
mrclass = {62F15 (60J22)},
mrnumber = {2913791},
doi = {10.1007/s11222-011-9257-9},
eprint = {arXiv:1003.0428},
issue = {22}
}
@article{comment:manifold,
author = {Barthelm\'e, S. and Beffy, M. and Chopin, N. and Doucet, A. and
Jacob, P. and Johansen, A.M. and Marin, J.M and C.P., Robert},
title = {Discussions on "{R}iemann manifold Langevin and {H}amiltonian {M}
onte {C}arlo methods" by {M}. {G}irolami and {B}. {C}aldherhead},
journal = {Journal of the Royal Statistical Society (series B)},
volume = {73},
year = {2011},
number = {2},
pages = {123--214},
doi = {10.1111/j.1467-9868.2010.00765.x},
eprint = {arXiv:1011.0834}
}
@inproceedings{comment:tpa,
author = {Chopin, N. and Robert, C.P.},
title = {Comments on "{U}sing {TPA} for {B}ayesian inference" by {H}uber, M.
and {S}chott, S.},
year = {2011},
pages = {257--282},
editor = {Bernardo, J. M. and Bayarri, M. J. and Berger, J. O. and Dawid, A.
P. and Heckerman, D. and M., Smith A. F. and West, M.},
publisher = {Oxford University Press},
booktitle = {Bayesian Statistics 9}
}
@inproceedings{comment:fruwag,
author = {Chopin, N. and Papaspiliopoulos, O.},
title = {Comments on "{B}ayesian variable selection for random intercept
modeling of {G}aussian and non-{G}aussian Data" by {F}r\"
uhwirth-Schnatter, S. and {W}agner, H.},
year = {2011},
pages = {165--200},
editor = {Bernardo, J. M. and Bayarri, M. J. and Berger, J. O. and Dawid, A.
P. and Heckerman, D. and M., Smith A. F. and West, M.},
publisher = {Oxford University Press},
booktitle = {Bayesian Statistics 9}
}
@article{mr2774857,
author = {Chopin, Nicolas},
title = {Fast simulation of truncated {G}aussian distributions},
journal = {Stat. Comput.},
fjournal = {Statistics and Computing},
volume = {21},
year = {2011},
number = {2},
pages = {275--288},
issn = {0960-3174},
coden = {STACE3},
mrclass = {62E99 (65C05)},
mrnumber = {2774857 (2012c:62045)},
doi = {10.1007/s11222-009-9168-1},
eprint = {arXiv:1201.6140},
publisher = {Springer Netherlands}
}
@article{mr2739005,
author = {Chopin, N. and Del Moral, P. and Rubenthaler, S.},
title = {Stability of {F}eynman-{K}ac formulae with path-dependent
potentials},
journal = {Stochastic Process. Appl.},
fjournal = {Stochastic Processes and their Applications},
volume = {121},
year = {2011},
number = {1},
pages = {38--60},
issn = {0304-4149},
coden = {STOPB7},
mrclass = {60G35 (62M10 62M20)},
mrnumber = {2739005 (2011k:60137)},
doi = {10.1016/j.spa.2010.08.012},
eprint = {arXiv:0910.4870}
}
@inproceedings{onparticlelearning,
author = {Chopin, N. and Iacobucci, A. and Marin, J.M. and Mengersen, K. and
Robert, C.P. and Ryder, R. and Schfer, C.},
title = {On Particle Learning; comments on "Particle learning for sequential
Bayesian computation" by Lopes, Carvalho, Johannes, and Polson},
year = {2011},
pages = {317--360},
eprint = {arXiv:1006.0554},
editor = {Bernardo, J. M. and Bayarri, M. J. and Berger, J. O. and Dawid, A.
P. and Heckerman, D. and M., Smith A. F. and West, M.},
publisher = {Oxford University Press},
booktitle = {Bayesian Statistics 9}
}
@incollection{mr3204003,
author = {Chopin, Nicolas and Jacob, Pierre},
title = {Free energy sequential {M}onte {C}arlo, application to mixture
modelling},
year = {2011},
pages = {91--118},
mrclass = {60J22 (60-08 62F15)},
mrnumber = {3204003},
doi = {10.1093/acprof:oso/9780199694587.003.0003},
eprint = {arXiv:1006.3002},
editor = {Bernardo, J. M. and Bayarri, M. J. and Berger, J. O. and Dawid, A.
P. and Heckerman, D. and M., Smith A. F. and West, M.},
publisher = {Oxford Univ. Press, Oxford},
booktitle = {Bayesian statistics 9},
note = {With discussions by Peter J. Green and Benjamin M. Taylor}
}
@inproceedings{epabc_icml,
author = {Barthelm\'{e}, S. and Chopin, N.},
title = {ABC-EP: Expectation Propagation for likelihood-free Bayesian
computation},
year = {2011},
pages = {289--296},
editor = {Getoor, Lise and Scheffer, Tobias},
publisher = {ACM},
isbn = {978-1-4503-0619-5},
series = {ICML '11},
booktitle = {Proceedings of the 28th International Conference on Machine
Learning (ICML-11)},
month = {June},
link = {http://www.icml-2011.org/papers/217_icmlpaper.pdf},
address = {New York, NY, USA},
location = {Bellevue, Washington, USA}
}
@article{arxiv:0909.1008,
author = {Robert, Christian P. and Chopin, Nicolas and Rousseau, Judith},
title = {Rejoinder: {H}arold {J}effreys's {T}heory of Probability Revisited},
journal = {ArXiv preprint 0909.1008},
year = {2010},
eprint = {0909.1008},
month = {Jan}
}
@article{mr2672495,
author = {Chopin, Nicolas and Robert, Christian P.},
title = {Properties of nested sampling},
journal = {Biometrika},
fjournal = {Biometrika},
volume = {97},
year = {2010},
number = {3},
pages = {741--755},
issn = {0006-3444},
coden = {BIOKAX},
mrclass = {65C05 (60F05)},
mrnumber = {2672495 (2012f:65005)},
mrreviewer = {Ahmed Kebaier},
doi = {10.1093/biomet/asq021},
eprint = {arXiv:0801.3887},
publisher = {Biometrika Trust}
}
@article{arxiv:0911.0985,
author = {Jacob, Pierre and Chopin, Nicolas and Robert, Christian P. and Rue
, Havard},
title = {Comments on "{Particle Markov chain Monte Carlo}" by {C}. {A}ndrieu
, {A}. {D}oucet, and {R}. {H}ollenstein},
journal = {ArXiv preprint 0911.0985},
year = {2009},
doi = {10.1111/j.1467-9868.2009.00736.x},
eprint = {0911.0985},
month = {Nov}
}
@article{mr2649602,
author = {Rue, H{\aa}vard and Martino, Sara and Chopin, Nicolas},
title = {Approximate {B}ayesian inference for latent {G}aussian models by
using integrated nested {L}aplace approximations},
journal = {J. R. Stat. Soc. Ser. B Stat. Methodol.},
fjournal = {Journal of the Royal Statistical Society. Series B. Statistical
Methodology},
volume = {71},
year = {2009},
number = {2},
pages = {319--392},
issn = {1369-7412},
mrclass = {Database Expansion Item},
mrnumber = {2649602},
doi = {10.1111/j.1467-9868.2008.00700.x},
publisher = {Citeseer}
}
@article{jeffreys,
author = {Robert, Christian P. and Chopin, Nicolas and Rousseau, Judith},
title = {Harold {J}effreys's theory of probability revisited},
journal = {Statist. Sci.},
fjournal = {Statistical Science. A Review Journal of the Institute of
Mathematical Statistics},
volume = {24},
year = {2009},
number = {2},
pages = {141--172},
issn = {0883-4237},
mrclass = {62-03 (01A90 62A01 62F15)},
mrnumber = {2655841 (2011c:62002)},
doi = {10.1214/09-STS284},
eprint = {0804.3173}
}
@article{chopin:albert,
author = {Chopin, N.},
title = {Jim {A}lbert: {B}ayesian computation with {R}},
journal = {Statistics and Computing},
volume = {19},
year = {2009},
pages = {111-112},
doi = {10.1007/s11222-008-9069-8}
}
@article{mr2528633,
author = {Chopin, N.},
title = {On the equivalence between standard and sequentially ordered hidden
{ M}arkov models},
journal = {Statist. Probab. Lett.},
fjournal = {Statistics \& Probability Letters},
volume = {78},
year = {2008},
number = {14},
pages = {2171--2174},
issn = {0167-7152},
coden = {SPLTDC},
mrclass = {Database Expansion Item},
mrnumber = {2528633},
doi = {10.1016/j.spl.2008.02.010},
eprint = {arXiv:1201.6161}
}
@inproceedings{comment:nested,
author = {Chopin, N. and Robert, C.P.},
title = {Comment on `{N}ested Sampling' by {S}killing},
year = {2007},
pages = {491-524},
editor = {Bernardo, J. M. et al. (eds), Oxford University Press.},
booktitle = {Bayesian Statistics 8}
}
@inproceedings{comment:raftery,
author = {Chopin, N. and Robert, C.P.},
title = {Comment on '{E}stimating the integrated likelihood via posterior
simulation using the harmonic mean equality', by {R}aftery et al.},
year = {2007},
pages = {371-416},
editor = {Bernardo, J. M. et al. (eds)},
publisher = {Oxford University Press},
booktitle = {Bayesian Statistics 8}
}
@inproceedings{comment:giron,
author = {Chopin, N. and Fearnhead, P.},
title = {Comment on `Objective Bayesian analysis of multiple changepoints
for linear models', by {G}iron et al.},
year = {2007},
pages = {227-252},
editor = {Bernardo, J. M. et al. (eds), Oxford University Press.},
booktitle = {Bayesian Statistics 8}
}
@inproceedings{comment:deldoujas,
author = {Chopin, N.},
title = {Comment on `Sequential {M}onte {C}arlo for {B}ayesian computation'
by {D}el {M}oral et al.},
year = {2007},
pages = {115-148},
editor = {Bernardo, J. M. et al. (eds), Oxford University Press.},
booktitle = {Bayesian Statistics 8}
}
@article{rue:disc,
author = {Rue, H. and Martino, S. and Chopin, N.},
title = {Discussion on `{M}odern Statistics for Spatial Point Processes' by
{M }ller and {W}aagepetersen},
journal = {Scandinavian Journal of Statistics},
volume = {34},
year = {2007},
number = {4},
pages = {685-711}
}
@article{mr2394170,
author = {Chopin, Nicolas},
title = {Dynamic detection of change points in long time series},
journal = {Ann. Inst. Statist. Math.},
fjournal = {Annals of the Institute of Statistical Mathematics},
volume = {59},
year = {2007},
number = {2},
pages = {349--366},
issn = {0020-3157},
coden = {AISXAD},
mrclass = {62M10},
mrnumber = {2394170 (2009b:62173)},
mrreviewer = {A. N. Startsev},
doi = {10.1007/s10463-006-0053-9}
}
@article{mr2325276,
author = {Chopin, Nicolas},
title = {Inference and model choice for sequentially ordered hidden {M}arkov
models},
journal = {J. R. Stat. Soc. Ser. B Stat. Methodol.},
fjournal = {Journal of the Royal Statistical Society. Series B. Statistical
Methodology},
volume = {69},
year = {2007},
number = {2},
pages = {269--284},
issn = {1369-7412},
mrclass = {62M05 (62F15)},
mrnumber = {2325276},
doi = {10.1111/j.1467-9868.2007.00588.x}
}
@incollection{mr2405644,
author = {Chopin, Nicolas and Varini, Elisa},
title = {Particle filtering for continuous-time hidden {M}arkov models},
volume = {19},
year = {2007},
pages = {12--17},
mrclass = {60J25 (65C35 94A12)},
mrnumber = {2405644 (2009e:60169)},
doi = {10.1051/proc:071903},
publisher = {EDP Sci., Les Ulis},
series = {ESAIM Proc.},
booktitle = {Conference {O}xford sur les m\'ethodes de {M}onte {C}arlo s\'
equentielles}
}
@article{comment:beskos,
author = {Chopin, N.},
title = {Discussion of `Exact and efficient likelihood-based estimation for
discretely observed diffusion processes' by {B}eskos et al.},
journal = {Journal of the Royal Statistical Society (series B)},
year = {2006},
number = {68},
pages = {333-382},
editor = {Bernardo, J. M. et al. (eds), Oxford University Press.}
}
@article{mr2153989,
author = {Chopin, Nicolas},
title = {Central limit theorem for sequential {M}onte {C}arlo methods and
its application to {B}ayesian inference},
journal = {Ann. Statist.},
fjournal = {The Annals of Statistics},
volume = {32},
year = {2004},
number = {6},
pages = {2385--2411},
issn = {0090-5364},
coden = {ASTSC7},
mrclass = {60F05 (62F15 65C05)},
mrnumber = {2153989 (2006b:60033)},
mrreviewer = {C. S. Withers},
doi = {10.1214/009053604000000698},
eprint = {arXiv:math/0508594}
}
@article{mr2100417,
author = {Chopin, Nicolas and Pelgrin, Florian},
title = {Bayesian inference and state number determination for hidden {M}
arkov models: an application to the information content of the yield
curve about inflation},
journal = {J. Econometrics},
fjournal = {Journal of Econometrics},
volume = {123},
year = {2004},
number = {2},
pages = {327--344},
issn = {0304-4076},
coden = {JECMB6},
mrclass = {62F10 (62P20 91B64)},
mrnumber = {2100417},
doi = {10.1016/j.jeconom.2003.12.010}
}
@inproceedings{comment:pinball,
title = {Comment on `Iid sampling with self-avoiding particle filters: the
pinball sampler by {M}engersen and {R}obert},
year = {2003},
pages = {277-292},
editor = {Bernardo, J. M. et al. (eds), Oxford University Press.},
booktitle = {Bayesian Statistics 7}
}
@article{chopin:ibis,
author = {Chopin, Nicolas},
title = {A sequential particle filter method for static models},
journal = {Biometrika},
fjournal = {Biometrika},
volume = {89},
year = {2002},
number = {3},
pages = {539--551},
issn = {0006-3444},
coden = {BIOKAX},
mrclass = {62G05 (62G35)},
mrnumber = {1929161},
doi = {10.1093/biomet/89.3.539}
}
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