Scholar
Nicolas Chopin
Google Scholar ID: pXG4LfoAAAAJ
Professor of Statistics, ENSAE (Institut Polytechnique de Paris)
Statistics
Bayesian Stastistics
Bayesian Machine Learning Monte Carlo methods
Bayesian computation
particle filtering
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Citations & Impact
All-time
Citations
7,327
H-index
23
i10-index
38
Publications
20
Co-authors
0
Publications
6 items
Bayesian inference, on-line forecasting and model choice for large VAR models with Cholesky stochastic volatility
2026
Cited
0
Self-Consistency via Marginal Sharpening
2026
Cited
0
On the complexity of standard and waste-free SMC samplers
2026
Cited
0
A forward-only scheme for online learning of proposal distributions in particle filters
2026
Cited
0
Extrapolation of Tempered Posteriors
2025
Cited
0
Least squares variational inference
2025
Cited
0
