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Nicolas Chopin In the context of state-space models, backward smoothing algorithms rely on a backward sampling step, which by default has a O(N^2) complexity (where N is the number of particles).
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) in 2010.
Nicolas Chopin Comments on "Bayesian variable selection for random intercept modeling of Gaussian and non-Gaussian Data" by Frühwirth-Schnatter, S. and Wagner, H. Bayesian Statistics 9
Chopin, N. Discussion of `exact and efficient likelihood-based estimation for discretely observed diffusion processes’ by Beskos et al. Journal of the Royal Statistical Society (series B), 68 (2006), 333–382.
Frédéric Chopin nació en la aldea de Żelazowa Wola, a 60 kilómetros de Varsovia, en una pequeña finca propiedad del conde Skarbek, que formaba parte del Gran Ducado de Varsovia (voivodato de Mazovia, Polonia).Recibió el nombre de Fryderyk Franciszek Chopin. [11] La fecha de su nacimiento es incierta: el propio compositor (y su familia) declaraba haber nacido el 1 de marzo de 1810 y ...
Nicolas Chopin, Andras Fulop, Jeremy Heng, Alexandre H. Thiery: Computational Doob h-transforms for Online Filtering of Discretely Observed Diffusions. ICML 2023 : 5904-5923
Nicolas Chopin Professor of data sciences ENSAE 5 avenue Henry Le Chatelier 91764 Palaiseau CedexFRANCE T +33 1 41 17 65 22 B nicolas.chopin@ensae.fr ˝ https://nchopin.github.io/ Experience Sept. 2006– todate Professorofdatasciences,ENSAE, IPP,Palaiseau,FRANCE. 2003–2006 LecturerinStatistics,Bristol University,UK.
