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.
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.
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.
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)
An introduction to MCMC for machine learning
Christophe Andrieu;Nando De Freitas;Arnaud Doucet;Michael I. Jordan.
Machine Learning (2003)
Particle Markov chain Monte Carlo methods
Christophe Andrieu;Arnaud Doucet;Roman Holenstein.
Journal of The Royal Statistical Society Series B-statistical Methodology (2010)
On sequential simulation-based methods for Bayesian filtering
Arnaud Doucet;Simon J. Godsill;Christophe Andrieu.
Statistics and Computing (1998)
A tutorial on adaptive MCMC
Christophe Andrieu;Johannes Thoms.
Statistics and Computing (2008)
The pseudo-marginal approach for efficient Monte Carlo computations
Christophe Andrieu;Gareth O. Roberts.
Annals of Statistics (2009)
Particle methods for change detection, system identification, and control
C. Andrieu;A. Doucet;S.S. Singh;V.B. Tadic.
Proceedings of the IEEE (2004)
On the ergodicity properties of some adaptive MCMC algorithms
Christophe Andrieu;Éric Moulines.
Annals of Applied Probability (2006)
Joint Bayesian model selection and estimation of noisy sinusoids via reversible jump MCMC
C. Andrieu;A. Doucet.
IEEE Transactions on Signal Processing (1999)
Particle filtering for partially observed Gaussian state space models
Christophe Andrieu;Arnaud Doucet.
Journal of The Royal Statistical Society Series B-statistical Methodology (2002)
If you think any of the details on this page are incorrect, let us know.
We appreciate your kind effort to assist us to improve this page, it would be helpful providing us with as much detail as possible in the text box below:
University of Oxford
University of Cambridge
École Polytechnique
DeepMind (United Kingdom)
University of Bristol
University College London
Paris Dauphine University
University of Cambridge
University of Warwick
University of Copenhagen
Adobe Systems (United States)
University of British Columbia
China Agricultural University
University of Wisconsin–Madison
National Museum of Natural History
Columbia University
University of Kentucky
National Institutes of Health
Chinese University of Hong Kong
University of Geneva
Medical Research Council
The Ohio State University
Maastricht University
University Health Network
University of Oxford
Collège de France