Nicolas Chopin : Citation Profile

Are you Nicolas Chopin?

Centre de Recherche en Économie et Statistique (CREST)

9

H index

8

i10 index

665

Citations

RESEARCH PRODUCTION:

13

Articles

18

Papers

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   21 years (2000 - 2021). See details.
   Cites by year: 31
   Journals where Nicolas Chopin has often published
   Relations with other researchers
   Recent citing documents: 79.    Total self citations: 14 (2.06 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch1240
   Updated: 2024-12-03    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)

Yu, Jun (8)

Dufays, Arnaud (8)

Johansen, Adam (8)

Del Negro, Marco (7)

Maheu, John (7)

Chan, Joshua (6)

Creal, Drew (5)

Laurini, Márcio (5)

Cites to:

Shephard, Neil (10)

Papaspiliopoulos, Omiros (4)

Hamilton, James (3)

Mishkin, Frederic (3)

Geweke, John (2)

Dellaportas, Petros (2)

Keane, Michael (2)

McCausland, William (2)

Rossi, Peter (2)

Shiller, Robert (2)

Bollerslev, Tim (2)

Main data

Where Nicolas Chopin has published?

Journals with more than one article published# docs
Journal of the Royal Statistical Society Series B5
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 (2024 and 2023)

YearTitle of citing document
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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2023Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471.

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2023Sequential Bayesian Learning for Hidden Semi-Markov Models. (2023). Kalogeropoulos, Konstantinos ; Aschermayr, Patrick. In: Papers. RePEc:arx:papers:2301.10494.

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2023Realized recurrent conditional heteroskedasticity model for volatility modelling. (2023). Kohn, Robert ; Tran, Minh-Ngoc ; Wang, Chao ; Liu, Chen. In: Papers. RePEc:arx:papers:2302.08002.

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2023Joint model for longitudinal and spatio-temporal survival data. (2023). Lindgren, Finn ; Medina-Olivares, Victor ; Crook, Jonathan ; Calabrese, Raffaella. In: Papers. RePEc:arx:papers:2311.04008.

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2023Bayesian model selection for generalized linear mixed models. (2023). , Marco ; Xu, Shuangshuang ; Franck, Christopher T ; Porter, Erica M. In: Biometrics. RePEc:bla:biomet:v:79:y:2023:i:4:p:3266-3278.

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2023Statistical Implementations of Agent‐Based Demographic Models. (2020). Schwob, Michael ; Wikle, Christopher ; Hooten, Mevin. In: International Statistical Review. RePEc:bla:istatr:v:88:y:2020:i:2:p:441-461.

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2023Scalable Bayesian Multiple Changepoint Detection via Auxiliary Uniformisation. (2023). Shaochuan, LU. In: International Statistical Review. RePEc:bla:istatr:v:91:y:2023:i:1:p:88-113.

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2023A Statistical Review of Template Model Builder: A Flexible Tool for Spatial Modelling. (2023). Wakefield, Jon ; Osgoodzimmerman, Aaron. In: International Statistical Review. RePEc:bla:istatr:v:91:y:2023:i:2:p:318-342.

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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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2023Bayesian spatiotemporal forecasting and mapping of COVID?19 risk with application to West Java Province, Indonesia. (2021). Folmer, Henk ; Nyoman, Gede I. In: Journal of Regional Science. RePEc:bla:jregsc:v:61:y:2021:i:4:p:849-881.

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2023Productivity and Performance: A GMM approach. (2023). Kumbhakar, Subal C ; Tsionas, Mike G. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:2:p:331-344.

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2023The dimension-wise quadrature estimation of dynamic latent variable models for count data. (2023). Cagnone, Silvia ; Bianconcini, Silvia. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:177:y:2023:i:c:s0167947322001657.

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2023A new avenue for Bayesian inference with INLA. (2023). Rue, Hvard ; Rustand, Denis ; Krainski, Elias ; van Niekerk, Janet. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:181:y:2023:i:c:s0167947323000038.

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2023Additive dynamic models for correcting numerical model outputs. (2023). Huang, Hui ; Luo, Fangzhi ; Chang, Xiaohui ; Chen, Yewen. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:187:y:2023:i:c:s016794732300110x.

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2023Sequential Bayesian inference for agent-based models with application to the Chinese business cycle. (2023). Wang, Qianchao ; Li, Yong ; Zhang, Qiaosen. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323001931.

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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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2023Scalable inference for a full multivariate stochastic volatility model. (2023). Plataniotis, Anastasios ; Petrova, Katerina ; Titsias, Michalis K ; Dellaportas, Petros. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:501-520.

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2023Global robust Bayesian analysis in large models. (2023). Ho, Paul. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:608-642.

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2023Large stochastic volatility in mean VARs. (2023). Poon, Aubrey ; Koop, Gary ; Hou, Chenghan ; Cross, Jamie L. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s030440762300163x.

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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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2023Joint models for longitudinal and discrete survival data in credit scoring. (2023). Lindgren, Finn ; Crook, Jonathan ; Calabrese, Raffaella ; Medina-Olivares, Victor. In: European Journal of Operational Research. RePEc:eee:ejores:v:307:y:2023:i:3:p:1457-1473.

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2023Joint models of multivariate longitudinal outcomes and discrete survival data with INLA: An application to credit repayment behaviour. (2023). Crook, Jonathan ; Calabrese, Raffaella ; Lindgren, Finn ; Medina-Olivares, Victor. In: European Journal of Operational Research. RePEc:eee:ejores:v:310:y:2023:i:2:p:860-873.

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2023Bayesian learning in performance. Is there any?. (2023). Tsionas, Mike G. In: European Journal of Operational Research. RePEc:eee:ejores:v:311:y:2023:i:1:p:263-282.

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2023A Bayesian approach for more reliable tail risk forecasts. (2023). Drovandi, Christopher ; Clements, Adam ; Li, Dan. In: Journal of Financial Stability. RePEc:eee:finsta:v:64:y:2023:i:c:s157230892200119x.

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2023Nonparametric density estimation and risk quantification from tabulated sample moments. (2023). Lambert, Philippe. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:108:y:2023:i:c:p:177-189.

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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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2023Efficient Quasi-Bayesian Estimation of Affine Option Pricing Models Using Risk-Neutral Cumulants. (2023). Lutkebohmert, Eva ; Gonzato, Luca ; Brignone, Riccardo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622003259.

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2023Electric vehicle adoption in a mature market: A case study of Norway. (2023). Lu, Chaoru ; Yang, DI ; Liu, Chenhui. In: Journal of Transport Geography. RePEc:eee:jotrge:v:106:y:2023:i:c:s0966692322002125.

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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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2023An information reuse-based method for reliability updating. (2023). Cai, Enjian ; Zhao, Zhao ; Zhang, YI ; Li, Pei-Pei. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:239:y:2023:i:c:s0951832023004507.

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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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2023Properties of marginal sequential Monte Carlo methods. (2023). Johansen, Adam ; Crucinio, Francesca R. In: Statistics & Probability Letters. RePEc:eee:stapro:v:203:y:2023:i:c:s0167715223001384.

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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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2023A Review of Surrogate Safety Measures Uses in Historical Crash Investigations. (2023). Yannis, George ; Ziakopoulos, Apostolos ; Nikolaou, Dimitrios. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:9:p:7580-:d:1139892.

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2024The effects of oil supply shocks on the macroeconomy: a Proxy-FAVAR approachThe effects of oil supply shocks on the macroeconomy: a Proxy-FAVAR approach. (2019). Bertsche, Dominik. In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1906.

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2023Bayesian Forecasting in the 21st Century: A Modern Review. (2023). Maheu, John ; Panagiotelis, Anastasios ; Nibbering, Didier ; Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-1.

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2023Direct and indirect effects of the COVID-19 pandemic on mortality in Switzerland. (2023). Konstantinoudis, Garyfallos ; Egger, Matthias ; Althaus, Christian L ; Fesser, Anna ; Hauser, Anthony ; Riou, Julien. In: Nature Communications. RePEc:nat:natcom:v:14:y:2023:i:1:d:10.1038_s41467-022-35770-9.

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2023No evidence of sustained nonzoonotic Plasmodium knowlesi transmission in Malaysia from modelling malaria case data. (2023). Cuenca, Pablo Ruiz ; Jeffree, Mohammad Saffree ; Lindblade, Kim A ; Jelip, Jenarun ; Asyraf, Syafie ; Routledge, Isobel ; Topazian, Hillary M ; Drakeley, Chris ; Fornace, Kimberly M ; Ghani, Azra C ; Ahmed, Kamruddin ; Bhatt, Samir. In: Nature Communications. RePEc:nat:natcom:v:14:y:2023:i:1:d:10.1038_s41467-023-38476-8.

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A small area model to assess temporal trends and sub-national disparities in healthcare quality. (2023). Eliakimu, Eliudi ; Gueye, Daouda ; Sarr, Moussa ; Leslie, Hannah H ; Fullman, Nancy ; Allorant, Adrien ; Reiner, Robert C ; Puttkammer, Nancy ; Pigott, David ; Dieleman, Joseph L ; Wakefield, Jon. In: Nature Communications. RePEc:nat:natcom:v:14:y:2023:i:1:d:10.1038_s41467-023-40234-9.

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2023A Non-Parametric Estimation of Productivity with Idiosyncratic and Aggregate Shocks: The Role of Research and Development (R&D) and Corporate Tax. (2023). Tsionas, Mike G ; Bournakis, Ioannis. In: MPRA Paper. RePEc:pra:mprapa:118100.

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2023Bayesian Change-Point Analysis Approach to Detecting Aberrant Test-Taking Behavior Using Response Times. (2023). Meng, Xiangbin ; Gao, Wei ; Jiao, Hong ; Zhu, Hongyue. In: Journal of Educational and Behavioral Statistics. RePEc:sae:jedbes:v:48:y:2023:i:4:p:490-520.

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2023The response of household debt to COVID-19 using a neural networks VAR in OECD. (2023). Ongena, Steven ; Tsionas, Mike G ; Mamatzakis, Emmanuel C. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:1:d:10.1007_s00181-022-02325-2.

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2023Scalable Semiparametric Spatio-temporal Regression for Large Data Analysis. (2023). Lewiska, Katarzyna E ; Ives, Anthony R ; Zhu, Jun ; Wang, Fangfang ; Ma, Ting Fung. In: Journal of Agricultural, Biological and Environmental Statistics. RePEc:spr:jagbes:v:28:y:2023:i:2:d:10.1007_s13253-022-00525-y.

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2023Stable Non-Linear Generalized Bayesian Joint Models for Survival-Longitudinal Data. (2023). Rue, Hvard ; Bakka, Haakon ; Niekerk, Janet. In: Sankhya A: The Indian Journal of Statistics. RePEc:spr:sankha:v:85:y:2023:i:1:d:10.1007_s13171-020-00233-0.

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2023A TMB Approach to Study Spatial Variation in Weather-Generated Claims in Insurance. (2023). Stove, Brd ; Thorsen, Ingrid Sandvig ; Skaug, Hans J. In: SN Operations Research Forum. RePEc:spr:snopef:v:4:y:2023:i:4:d:10.1007_s43069-023-00250-3.

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2023Predicting extreme surges from sparse data using a copula‐based hierarchical Bayesian spatial model. (2020). Beck, N ; Mailhot, M ; Jalbert, J ; Genest, C. In: Environmetrics. RePEc:wly:envmet:v:31:y:2020:i:5:n:e2616.

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2023Conjugate sparse plus low rank models for efficient Bayesian interpolation of large spatial data. (2023). Banerjee, Sudipto ; Cook, Bruce D ; Finley, Andrew O ; Shirota, Shinichiro. In: Environmetrics. RePEc:wly:envmet:v:34:y:2023:i:1:n:e2748.

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2023Multistage hierarchical capture–recapture models. (2023). Ivan, Jacob S ; Johnson, Devin S ; Schwob, Michael R ; Hooten, Mevin B. In: Environmetrics. RePEc:wly:envmet:v:34:y:2023:i:6:n:e2799.

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2023Bayesian spatio?temporal survival analysis for all types of censoring with application to a wildlife disease study. (2023). Zhu, Jun ; Yao, Kehui ; Walsh, Daniel ; O'Brien, Daniel J. In: Environmetrics. RePEc:wly:envmet:v:34:y:2023:i:8:n:e2823.

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2023Another look at contagion across United States and European financial markets: Evidence from the credit default swaps markets. (2023). Apergis, Nicholas ; Tsionas, Mike G. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:1137-1155.

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Nicolas Chopin has edited the books:

YearTitleTypeCited

Works by Nicolas Chopin:

YearTitleTypeCited
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]		article391
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]		article21
2017Control functionals for Monte Carlo integration In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article11
2000A Sequential Particle Filter Method for Static Models In: Working Papers.
[Full Text][Citation analysis]		paper99
2002A sequential particle filter method for static models.(2002) In: Biometrika.
[Citation analysis]
This paper has nother version. Agregated cites: 99		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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