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Nicolas Chopin. About me. I am a Professor of Data Sciences/Statistics/Machine Learning at ENSAE, Institut Polytechnique de Paris. I am particularly interested in all aspects of Bayesian computation, that is algorithms to perform Bayesian inference, including:
- ENSAE, Paris
Nicolas Chopin (in Polish: Mikołaj Chopin; 15 April 1771 – 3 May 1844) was a teacher of the French language in Partitioned Poland, and father of Polish composer Frédéric Chopin.
Publications. [ 1 ] Chopin, N., Crucinio, F. R., and Singh, S. S. Towards a turnkey approach to unbiased Monte Carlo estimation of smooth functions of expectations. arxiv 2403.20313 (March 2024). [ bib | arXiv ] [ 2 ] Chopin, N., and Gerber, M. Higher-order Monte Carlo through cubic stratification. SIAM J. Numer.
Nicolas Chopin. Professor of Statistics, ENSAE (Institut Polytechnique de Paris) Verified email at ensae.fr - Homepage. Statistics Bayesian Stastistics Bayesian Machine Learning Monte Carlo methods Bayesian computation particle filtering.
Nicolas Chopin - Book. Book. An introduction to Sequential Monte Carlo. Nicolas Chopin and Omiros Papaspiliopoulos. Available here. See software for the accompanying Python library, particles. Chapters: Introduction to state-space models. Beyond state-space models. Introduction to Markov processes.
Nicolas Chopin is a Professor of Data Sciences at the ENSAE since 2006. Before that he was a lecturer at Bristol University (2003-2006). He obtained his PhD at Université Paris VI in 2003 (for which he was awarded the 2002 Savage award for best doctoral dissertation in Bayesian Statistics), and his HDR (habilitation à diriger des recherches ...
I am a professor of Statistics at the ENSAE since 2006. Before that I was a lecturer at the Department of Mathematics of Bristol University (UK). My main research interest is...
