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- Christophe Andrieu

Discipline name
D-index
D-index (Discipline H-index) only includes papers and citation values for an examined
discipline in contrast to General H-index which accounts for publications across all
disciplines.
Citations
Publications
World Ranking
National Ranking

Mathematics
D-index
38
Citations
19,764
132
World Ranking
1515
National Ranking
111

Computer Science
D-index
38
Citations
19,693
132
World Ranking
6212
National Ranking
377

- Statistics
- Normal distribution
- Algorithm

His primary areas of study are Particle filter, Markov chain Monte Carlo, Algorithm, Mathematical optimization and Monte Carlo method. His study in Particle filter is interdisciplinary in nature, drawing from both Monte Carlo method in statistical physics and Monte Carlo integration. His Markov chain Monte Carlo study is focused on Artificial intelligence in general.

His Algorithm study incorporates themes from Bayesian linear regression, Importance sampling, Variable-order Bayesian network, Posterior probability and Pattern recognition. His work on Sequential estimation is typically connected to System identification as part of general Mathematical optimization study, connecting several disciplines of science. As a part of the same scientific family, Christophe Andrieu mostly works in the field of Monte Carlo method, focusing on Calculus and, on occasion, Kalman filter, State-space representation and State space.

- On sequential Monte Carlo sampling methods for Bayesian filtering (3903 citations)
- An introduction to MCMC for machine learning (1784 citations)
- Particle Markov chain Monte Carlo methods (1390 citations)

The scientist’s investigation covers issues in Algorithm, Markov chain Monte Carlo, Markov chain, Particle filter and Mathematical optimization. His research integrates issues of Posterior probability, Bayesian probability, Artificial intelligence and MIMO in his study of Algorithm. His Markov chain Monte Carlo research is within the category of Monte Carlo method.

The various areas that Christophe Andrieu examines in his Markov chain study include Markov process, Applied mathematics and Ergodicity. His Particle filter research includes themes of Monte Carlo integration, State space, Control theory and Importance sampling. His Mathematical optimization research incorporates themes from Stochastic approximation, Series and Hidden Markov model.

- Algorithm (46.11%)
- Markov chain Monte Carlo (40.12%)
- Markov chain (26.35%)

- Markov chain Monte Carlo (40.12%)
- Markov chain (26.35%)
- Applied mathematics (14.37%)

Christophe Andrieu mostly deals with Markov chain Monte Carlo, Markov chain, Applied mathematics, Algorithm and Monte Carlo method. His biological study spans a wide range of topics, including Embedding, Estimator, Delta method and Mathematical optimization. His Markov chain research incorporates elements of Ergodic theory, Discrete mathematics, Statistical physics and Ergodicity.

His Applied mathematics research integrates issues from Convergence and Gibbs sampling. The concepts of his Algorithm study are interwoven with issues in Particle filter, Posterior probability, Inference and Kernel. His work on Hybrid Monte Carlo as part of general Monte Carlo method research is often related to Context, thus linking different fields of science.

- Convergence properties of pseudo-marginal Markov chain Monte Carlo algorithms (87 citations)
- Uniform ergodicity of the iterated conditional SMC and geometric ergodicity of particle Gibbs samplers (44 citations)
- Annealed Importance Sampling Reversible Jump MCMC Algorithms (34 citations)

- Statistics
- Normal distribution
- Algorithm

His primary areas of investigation include Markov chain, Applied mathematics, Markov chain Monte Carlo, Convergence and Markov process. His research investigates the connection between Markov chain and topics such as Statistical physics that intersect with problems in Markov chain mixing time, Examples of Markov chains, Discrete mathematics, Hilbert space and Current. In his study, Particle filter, Gibbs measure, Combinatorics, Monotonic function and Rate of convergence is strongly linked to Gibbs sampling, which falls under the umbrella field of Applied mathematics.

His Markov chain Monte Carlo study combines topics in areas such as Estimator, Delta method, Mathematical optimization, Ergodicity and Algorithm. Christophe Andrieu performs integrative study on Algorithm and Uniform boundedness in his works. He combines subjects such as Sequence, Stochastic approximation and Monte Carlo method with his study of Markov process.

This overview was generated by a machine learning system which analysed the scientist’s body of work. If you have any feedback, you can contact us here.

On sequential Monte Carlo sampling methods for Bayesian filtering

Arnaud Doucet;Simon Godsill;Christophe Andrieu.

Statistics and Computing **(2000)**

6197 Citations

An introduction to MCMC for machine learning

Christophe Andrieu;Nando De Freitas;Arnaud Doucet;Michael I. Jordan.

Machine Learning **(2003)**

3127 Citations

Particle Markov chain Monte Carlo methods

Christophe Andrieu;Arnaud Doucet;Roman Holenstein.

Journal of The Royal Statistical Society Series B-statistical Methodology **(2010)**

2271 Citations

On sequential simulation-based methods for Bayesian filtering

Arnaud Doucet;Simon J. Godsill;Christophe Andrieu.

Statistics and Computing **(1998)**

1008 Citations

A tutorial on adaptive MCMC

Christophe Andrieu;Johannes Thoms.

Statistics and Computing **(2008)**

917 Citations

The pseudo-marginal approach for efficient Monte Carlo computations

Christophe Andrieu;Gareth O. Roberts.

Annals of Statistics **(2009)**

908 Citations

Particle methods for change detection, system identification, and control

C. Andrieu;A. Doucet;S.S. Singh;V.B. Tadic.

Proceedings of the IEEE **(2004)**

411 Citations

On the ergodicity properties of some adaptive MCMC algorithms

Christophe Andrieu;Éric Moulines.

Annals of Applied Probability **(2006)**

352 Citations

Joint Bayesian model selection and estimation of noisy sinusoids via reversible jump MCMC

C. Andrieu;A. Doucet.

IEEE Transactions on Signal Processing **(1999)**

315 Citations

Particle filtering for partially observed Gaussian state space models

Christophe Andrieu;Arnaud Doucet.

Journal of The Royal Statistical Society Series B-statistical Methodology **(2002)**

291 Citations

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