Faculty Directory

CHOPIN Nicolas

Nicolas CHOPIN

Lecturer

Economics - Decision Science


Nicolas Chopin is a graduate from Ecole Polytechnique and from ENSAE, and received a PhD at Université Paris VI.

He works on Computational Statistics, in particular Monte Carlo methods. His latest publication, with P. Jacob and O. Papaspiliopoulos, is "SMC^2: A sequential Monte Carlo algorithm with particle Markov chain Monte Carlo updates" (accepted in Journal of the Royal Statistical Society). He is Professor of Statistics at ENSAE, and an affiliate Professor at HEC, where he teaches Statistics at L3 level. He is an associate editor of the Journal of the Royal Statistical Society (series B), and Statistical Methods and Applications. He is a member of the Royal Statistical Society, the American Statistical
Association, and the International Society for Bayesian Analysis. He was awarded the Jeffreys award in 2002 for best PhD in Bayesian Statistics.

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