Nicolas Chopin : Citation Profile

Centre de Recherche en Économie et Statistique (CREST)

9

H index

8

i10 index

683

Citations

RESEARCH PRODUCTION:

14

Articles

18

Papers

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   22 years (2000 - 2022). See details.
   Cites by year: 31
   Journals where Nicolas Chopin has often published
   Relations with other researchers
   Recent citing documents: 43.    Total self citations: 14 (2.01 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch1240
   Updated: 2025-03-08    RAS profile: 2024-03-07    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Nicolas Chopin.

Is cited by:

Schorfheide, Frank (20)

Herbst, Edward (11)

Tsionas, Mike (10)

Dufays, Arnaud (8)

Johansen, Adam (8)

Yu, Jun (8)

Maheu, John (7)

Del Negro, Marco (7)

Chan, Joshua (6)

Creal, Drew (5)

Kriwoluzky, Alexander (5)

Cites to:

Shephard, Neil (10)

Papaspiliopoulos, Omiros (4)

Mishkin, Frederic (3)

Hamilton, James (3)

Schoenholtz, Kermit (2)

Jorion, Philippe (2)

Dellaportas, Petros (2)

Koopman, Siem Jan (2)

Bollerslev, Tim (2)

Kozicki, Sharon (2)

Geweke, John (2)

Main data

Production by document typepaperarticle200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120220510Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published20002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022010203040Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420250255075100Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year20012002200320042005200620072008200920102011201220132014201520162017201820192020202120220200400600Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 9Most cited documents12345678910110200400600Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2013102013112013122014012014022014032014042014052014062014072014082014092014102014112014122015012015022015032015042015052015062015072015082015092015102015112015122016012016022016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025030510h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Nicolas Chopin has published?

Journals with more than one article published# docs
Journal of the Royal Statistical Society Series B6
Biometrika2

Working Papers Series with more than one paper published# docs
Working Papers / Center for Research in Economics and Statistics17

Recent works citing Nicolas Chopin (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Kernel Minimum Divergence Portfolios. (2021). Szab, Zolt'An ; Chamakh, Linda. In: Papers. RePEc:arx:papers:2110.09516.

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2024Homophily in preferences or meetings? Identifying and estimating an iterative network formation model. (2022). Ponczek, Vladimir ; Pinto, Cristine ; Alvarez, Luis. In: Papers. RePEc:arx:papers:2201.06694.

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2024Prediction-Enhanced Monte Carlo: A Machine Learning View on Control Variate. (2024). Chen, Haoxian ; Li, Fengpei ; Lam, Henry ; Capponi, Agostino ; Nevmyvaka, Yuriy ; Xu, Gang ; Tan, Xiaowei ; Gupta, Arkin ; Lin, Jiahe. In: Papers. RePEc:arx:papers:2412.11257.

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2024Increasing Trust in New Data Sources: Crowdsourcing Image Classification for Ecology. (2024). Price, Aiden ; Vercelloni, Julie ; Santosfernandez, Edgar ; Mengersen, Kerrie ; Peterson, Erin E ; Christensen, Bryce ; Heron, Grace. In: International Statistical Review. RePEc:bla:istatr:v:92:y:2024:i:1:p:43-61.

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2024Combining machine learning and econometrics: Application to commercial real estate prices. (2024). van De, Alex ; Francke, Marc. In: Real Estate Economics. RePEc:bla:reesec:v:52:y:2024:i:5:p:1308-1339.

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2024.

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2024Cox processes driven by transformed Gaussian processes on linear networks—A review and new contributions. (2024). Mller, Jesper ; Rasmussen, Jakob G. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:51:y:2024:i:3:p:1288-1322.

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2024A double Pólya-Gamma data augmentation scheme for a hierarchical Negative Binomial - Binomial data model. (2024). Ma, Xuan ; Laframboise, Thomas ; Brynjarsdottir, Jenn. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:199:y:2024:i:c:s0167947324000938.

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2025A long short-term memory enhanced realized conditional heteroskedasticity model. (2025). Kohn, Robert ; Tran, Minh-Ngoc ; Wang, Chao ; Liu, Chen. In: Economic Modelling. RePEc:eee:ecmode:v:142:y:2025:i:c:s0264999324002797.

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2024A Bayesian approach to projecting forest dynamics and related uncertainty: An application to continuous cover forests. (2024). Pommerening, Arne ; Bianchi, Simone ; Kuronen, Mikko ; Myllymaki, Mari ; Mehtatalo, Lauri. In: Ecological Modelling. RePEc:eee:ecomod:v:491:y:2024:i:c:s0304380024000577.

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2024Good modelling practice in ecology, the hierarchical Bayesian perspective. (2024). White, Philip A ; Silander, John A ; Frye, Henry ; Gelfand, Alan E. In: Ecological Modelling. RePEc:eee:ecomod:v:496:y:2024:i:c:s0304380024002357.

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2024Integrated nested Laplace approximations for threshold stochastic volatility models. (2024). Rue, Hvard ; Marin, Miguel J ; de Zea, P ; Veiga, Helena. In: Econometrics and Statistics. RePEc:eee:ecosta:v:30:y:2024:i:c:p:15-35.

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2024Active or passive? Revisiting the role of fiscal policy during high inflation. (2024). Kriwoluzky, Alexander ; Ettmeier, Stephanie. In: European Economic Review. RePEc:eee:eecrev:v:170:y:2024:i:c:s0014292124002034.

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2024Bayesian forecasting in economics and finance: A modern review. (2024). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:811-839.

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2024Locally tail-scale invariant scoring rules for evaluation of extreme value forecasts. (2024). Rootzen, Holger ; Olafsdottir, Helga Kristin ; Bolin, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1701-1720.

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2024Theoretical guarantees for neural control variates in MCMC. (2024). Samsonov, Sergey ; Naumov, Alexey ; Goldman, Artur ; Belomestny, Denis. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:220:y:2024:i:c:p:382-405.

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2024Scenario analysis of livestock-related PM2.5 pollution based on a new heteroskedastic spatiotemporal model. (2024). Moro, Alessandro Fusta ; Rodeschini, Jacopo ; Fass, Alessandro ; Finazzi, Francesco. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:96:y:2024:i:c:s0038012124002520.

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2024Lead and delinquency rates; A spatio-temporal perspective. (2024). Mayer, Duncan J. In: Social Science & Medicine. RePEc:eee:socmed:v:341:y:2024:i:c:s0277953623008705.

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2024A new likelihood inequality for models with latent variables. (2024). Olsen, Niels Lundtorp. In: Statistics & Probability Letters. RePEc:eee:stapro:v:206:y:2024:i:c:s0167715223002225.

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2024An assessment of the utility of a Bayesian framework to improve response propensity modes in longitudinal data. (2024). Sturgis, Patrick ; Maslovskaya, Olga ; Durrant, Gabriele B ; Kibuchi, Eliud. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:126599.

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2024.

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2024.

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2024.

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2024A Novel Hybrid Approach: Integrating Bayesian SPDE and Deep Learning for Enhanced Spatiotemporal Modeling of PM 2.5 Concentrations in Urban Airsheds for Sustainable Climate Action and Public Health. (2024). Johnson, Daniel Patrick ; Heintzelman, Asrah ; Filippelli, Gabriel ; Ravi, Niranjan. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:23:p:10206-:d:1526630.

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2024Optimizing Large-Scale Educational Assessment with a “Divide-and-Conquer” Strategy: Fast and Efficient Distributed Bayesian Inference in IRT Models. (2024). Lu, Jing ; Xu, Sainan ; Wang, Chun ; Zhang, Jiwei. In: Psychometrika. RePEc:spr:psycho:v:89:y:2024:i:4:d:10.1007_s11336-024-09978-1.

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Nicolas Chopin has edited the books:

Year  ↓Title  ↓Type  ↓Cited  ↓

Works by Nicolas Chopin:

Year  ↓Title  ↓Type  ↓Cited  ↓
2007Inference and model choice for sequentially ordered hidden Markov models In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article6
2009Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article405
2013SMC-super-2: an efficient algorithm for sequential analysis of state space models In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article52
2015Sequential quasi Monte Carlo In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article22
2017Control functionals for Monte Carlo integration In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article12
2022Waste‐free sequential Monte Carlo In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article0
2000A Sequential Particle Filter Method for Static Models In: Working Papers.
[Full Text][Citation analysis]		paper101
2002A sequential particle filter method for static models.(2002) In: Biometrika.
[Citation analysis]
This paper has nother version. Agregated cites: 101		article
2001Sequential Inference and State Number Determination for Discrete State-Space Models through Particle Filtering In: Working Papers.
[Full Text][Citation analysis]		paper4
2001Bayesian Hidden Markov Analysis of the Information Content of the Yield Curve about Inflation In: Working Papers.
[Full Text][Citation analysis]		paper0
2002Central Limit Theorem for Sequential Monte Carlo Methods and its Applications to Bayesian Inference In: Working Papers.
[Full Text][Citation analysis]		paper18
2010Stability of Feynman-Kac Formulae with Path-dependent Potentials In: Working Papers.
[Full Text][Citation analysis]		paper1
2011Stability of Feynman-Kac formulae with path-dependent potentials.(2011) In: Stochastic Processes and their Applications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2010On Particle Learning In: Working Papers.
[Full Text][Citation analysis]		paper7
2010Adaptive Monte Carlo on Multivariate Binary Sampling Spaces In: Working Papers.
[Full Text][Citation analysis]		paper0
2010Free Energy Methods for Efficient Exploration of Mixture Posterior Densities In: Working Papers.
[Full Text][Citation analysis]		paper0
2010Free Energy Sequential Monte Carlo Application to Mixture Modelling In: Working Papers.
[Full Text][Citation analysis]		paper2
2010Bayesian Learning of Noisy Markov Decision Processes In: Working Papers.
[Full Text][Citation analysis]		paper0
2010Bayesian Nonparametric Estimation of the Spectral Density of a Long or Intermediate Memory Gaussian Process In: Working Papers.
[Full Text][Citation analysis]		paper1
2013On the Particle Gibbs Sampler In: Working Papers.
[Full Text][Citation analysis]		paper11
2017Bayesian Hierarchical Finite Mixture Models of Reading Times: A Case Study In: Working Papers.
[Full Text][Citation analysis]		paper0
2017Modelling dependency completion in sentence comprehension as a Bayesian hierarchical mixture process: A case study involving Chinese relative clauses In: Working Papers.
[Full Text][Citation analysis]		paper0
2017Sequential quasi-Monte Carlo: Introduction for Non-Experts, Dimension Reduction, Application to Partly Observed Diffusion Processes In: Working Papers.
[Full Text][Citation analysis]		paper0
2017Negative association, ordering and convergence of resampling methods In: Working Papers.
[Full Text][Citation analysis]		paper0
2017Improving approximate Bayesian computation via quasi Monte Carlo In: Working Papers.
[Full Text][Citation analysis]		paper1
2004Bayesian inference and state number determination for hidden Markov models: an application to the information content of the yield curve about inflation In: Journal of Econometrics.
[Full Text][Citation analysis]		article17
2008On the equivalence between standard and sequentially ordered hidden Markov models In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article0
2021Imprecise neural computations as a source of adaptive behaviour in volatile environments In: Nature Human Behaviour.
[Full Text][Citation analysis]		article0
2010Properties of nested sampling In: Biometrika.
[Full Text][Citation analysis]		article6
2007Dynamic Detection of Change Points in Long Time Series In: Annals of the Institute of Statistical Mathematics.
[Full Text][Citation analysis]		article9
2014Expectation Propagation for Likelihood-Free Inference In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article8
2015On some recent advances in high dimensional Bayesian Statistics In: TSE Working Papers.
[Full Text][Citation analysis]		paper0

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