3 papers
stat.CO2026
A forward-only scheme for online learning of proposal distributions in particle filters
Sylvain Procope-Mamert, Nicolas Chopin, Maud Delattre +1
We introduce a new online approach for constructing proposal distributions in particle filters using a forward scheme. Our method progressively incorporates future observations to…
stat.CO2025
Least squares variational inference
Yvann Le Fay, Nicolas Chopin, Simon Barthelmé
Variational inference consists in finding the best approximation of a target distribution within a certain family, where `best' means (typically) smallest Kullback-Leiber divergenc…
stat.CO2012
Computational aspects of Bayesian spectral density estimation
Nicolas Chopin, Judith Rousseau, Brunero Liseo
Gaussian time-series models are often specified through their spectral density. Such models present several computational challenges, in particular because of the non-sparse nature…