@article{lsvi,
title = {Least squares variational inference},
author = {Yvann Le Fay and Nicolas Chopin and Simon Barthelm\'e},
year = {2025},
journal = {Advances in Neural Information Processing Systems},
eprint = {2502.18475},
archiveprefix = {arXiv},
primaryclass = {stat.CO}
}
@article{adaptive_stratified,
title = {Adaptive stratified {M}onte {C}arlo using decision trees},
author = {Nicolas Chopin and Hejin Wang and Mathieu Gerber},
volume = {35},
number = {193},
year = {2025},
journal = {Stat. Comput.},
doi = {10.1007/s11222-025-10731-6},
eprint = {2501.04842},
archiveprefix = {arXiv},
primaryclass = {stat.CO}
}
@article{extrapolation_tempered_posteriors,
title = {Extrapolation of tempered posteriors},
author = {Mengxin Xi and Zheyang Shen and Marina Riabiz and Nicolas Chopin
and Chris J. Oates},
year = {2025},
month = {September},
journal = {arxiv 2509.12173},
eprint = {2509.12173},
archiveprefix = {arXiv},
primaryclass = {stat.CO}
}
@article{saddlepoint,
title = {Saddlepoint {M}onte {C}arlo 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{Logarithmic_smoothing,
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 = {Advances in Neural Information Processing Systems},
volume = {37},
pages = {80706--80755},
eprint = {2405.14335},
archiveprefix = {arXiv},
primaryclass = {stat.ML}
}
@inproceedings{tempering_mirror,
title = {A connection between tempering and entropic mirror descent},
author = {Nicolas Chopin and Francesca R. Crucinio and Anna Korba},
booktitle = {Forty-first International Conference on Machine Learning},
year = {2024},
url = {https://openreview.net/forum?id=BtbijvkWLC},
eprint = {2310.11914}
}
@article{unbiased,
author = {Chopin, Nicolas and Crucinio, Francesca R and Singh, Sumeetpal S},
title = {Towards a turnkey approach for unbiased {M}onte {C}arlo estimation
of smooth functions of expectations},
journal = {Biometrika},
fjournal = {Biometrika},
volume = {112},
year = {2025},
number = {3},
_pages = {TODO},
issn = {0006-3444,1464-3510},
mrclass = {99-06},
mrnumber = {4962777},
doi = {10.1093/biomet/asaf030},
eprint = {2403.20313}
}
@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},
volume = {7},
number = {4},
pages = {1020-1033},
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 = {Corenflos, Adrien and Sutton, Matthew and Chopin, Nicolas},
journal = {Scandinavian Journal of Statistics},
volume = {(in print)},
number = {},
pages = {},
eprint = {2306.15422},
doi = {10.1111/sjos.70015}
}
@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}
}
@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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