Risultati di ricerca
ENSAE. Introduction aux processus: poly. simulation and Monte Carlo methods: slides. State-space models and sequential Monte Carlo methods: slides.
Il padre di Chopin, Nicolas Chopin, dipinto da Ambroży Mieroszewski, 1829. Chopin nacque a Żelazowa Wola, (una frazione di Sochaczew, comune rurale situato a 60 chilometri a ovest di Varsavia) in quello che allora era il Ducato di Varsavia, uno stato polacco istituito da Napoleone Bonaparte.
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 SMC (Sequential Monte Carlo, aka particle filtering), but I am also interested more generally in Monte Carlo, Bayesian Statistics, and Bayesian machine learning. New book ...
Nicolas Chopin, Andras Fulop, Jeremy Heng, Alexandre H. Thiery: Computational Doob h-transforms for Online Filtering of Discretely Observed Diffusions. ICML 2023 : 5904-5923
Professor of Data Sciences at ENSAE, Paris. nchopin has 5 repositories available. Follow their code on GitHub.
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
Nicolas Chopin was born in the village of Marainville-sur-Madon ( Vosges department ), in the province of Lorraine, France. He was the son of François Chopin (9 November 1738, Ambacourt – 31 January 1814, Marainville), a wheelwright and village administrator for Marainville, and Marguerite, née Deflin (1 February 1736, Diarville – 21 ...
