Nicolas Chopin

Nicolas Chopin

Professor of Data Science, ENSAE, Institut Polytechnique de Paris.

ENSAE, Institut Polytechnique de Paris.

Nicolas Chopin is a Professor of Data Sciences/Statistics/Machine Learning at ENSAE, Institut Polytechnique de Paris. He is particularly interested in all aspects of Bayesian computation, that is algorithms to perform Bayesian inference, including:

  • Monte Carlo methods: particularly Sequential Monte Carlo, but also plain, quasi- and Markov chain Monte Carlo
  • Fast approximations: e.g. Expectation Propagation and variational Bayes.

More information on his personal website.