Professor Christophe Andrieu

M.A.(List.Natnl.Scis.App.Lyon), M.A., Ph.D.(Paris)

  • BS8 1UG

19992023

Research output per year

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Research Output

  • 64 Article (Academic Journal)
  • 28 Conference Contribution (Conference Proceeding)
  • 6 Other contribution
  • 4 Chapter in a book
2019

Peskun-Tierney ordering for Markov chain and process Monte Carlo: beyond the reversible scenario

Andrieu, C. & Livingstone, S., 14 Jun 2019, (Submitted) In : arXiv. 38 p.

Research output: Contribution to journalArticle (Academic Journal)

File
35 Downloads (Pure)
2018

Hypocoercivity of Piecewise Deterministic Markov Process-Monte Carlo

Andrieu, C., Durmus, A., Nüsken, N. & Roussel, J., 26 Aug 2018, (Submitted) In : arXiv. 44 p.

Research output: Contribution to journalArticle (Academic Journal)

File
29 Downloads (Pure)

On the utility of Metropolis-Hastings with asymmetric acceptance ratio

Andrieu, C., Doucet, A., Yıldırım, S. & Chopin, N., 26 Mar 2018, In : arXiv.

Research output: Contribution to journalArticle (Academic Journal)

Scalable Monte Carlo inference for state-space models

Yıldırım, S., Andrieu, C. & Doucet, A., 7 Sep 2018, (Submitted) In : arXiv. 35 p.

Research output: Contribution to journalArticle (Academic Journal)

File
25 Downloads (Pure)

Uniform ergodicity of the iterated conditional SMC and geometric ergodicity of particle Gibbs samplers

Andrieu, C., Lee, A. & Vihola, M., May 2018, In : Bernoulli. 24, 2, p. 842–872 31 p.

Research output: Contribution to journalArticle (Academic Journal)

Open Access
File
7 Citations (Scopus)
206 Downloads (Pure)
2016

Establishing some order amongst exact approximations of MCMCs

Andrieu, C. & Vihola, M., 1 Oct 2016, In : Annals of Applied Probability. 26, 5, p. 2661-2696 36 p.

Research output: Contribution to journalArticle (Academic Journal)

Open Access
File
9 Citations (Scopus)
252 Downloads (Pure)

On random- and systematic-scan samplers

Andrieu, C., Sep 2016, In : Biometrika. 103, 3, p. 719-726 8 p.

Research output: Contribution to journalArticle (Academic Journal)

Open Access
File
2 Citations (Scopus)
217 Downloads (Pure)

Sampling normalizing constants in high dimensions using inhomogeneous diffusions

Andrieu, C., Ridgway, J. & Whiteley, N., 22 Dec 2016, In : arXiv. 77 p., 1612.07583.

Research output: Contribution to journalArticle (Academic Journal)

Open Access
File
70 Downloads (Pure)
2015

A particle filtering technique for Jump Markov Systems

Andrieu, C., Davy, M. & Doucet, A., 27 Mar 2015, European Signal Processing Conference. European Signal Processing Conference, EUSIPCO, Vol. 2015-March. 7072259

Research output: Chapter in Book/Report/Conference proceedingConference Contribution (Conference Proceeding)

2 Citations (Scopus)

Convergence properties of pseudo-marginal markov chain monte carlo algorithms

Andrieu, C. & Vihola, M., 1 Apr 2015, In : Annals of Applied Probability. 25, 2, p. 1030-1077 48 p.

Research output: Contribution to journalArticle (Academic Journal)

Open Access
File
28 Citations (Scopus)
251 Downloads (Pure)
3 Citations (Scopus)

Quantitative convergence rates for subgeometric Markov chains

Andrieu, C., Fort, G. & Vihola, M., 1 Jun 2015, In : Journal of Applied Probability. 52, 2, p. 391-404 14 p.

Research output: Contribution to journalArticle (Academic Journal)

5 Citations (Scopus)
2014

Kernel Adaptive Metropolis-Hastings

Sejdinovic, D., Strathmann, H., Garcia, M. L., Andrieu, C. & Gretton, A., 2014, 31st International Conference on Machine Learning, ICML 2014. International Machine Learning Society (IMLS), Vol. 5. p. 3640-3653 14 p.

Research output: Chapter in Book/Report/Conference proceedingConference Contribution (Conference Proceeding)

7 Citations (Scopus)

Maximum marginal likelihood estimation of the granularity coefficient of a Potts-Markov random field within an MCMC algorithm

Pereyra, M., Whiteley, N., Andrieu, C. & Tourneret, J. Y., 2014, IEEE Workshop on Statistical Signal Processing Proceedings. IEEE Computer Society, p. 121-124 4 p. 6884590

Research output: Chapter in Book/Report/Conference proceedingConference Contribution (Conference Proceeding)

20 Citations (Scopus)
2013

Annealed importance sampling reversible jump MCMC algorithms

Karagiannis, G. & Andrieu, C., 2013, In : Journal of Computational and Graphical Statistics. 22, 3, p. 623-648 26 p.

Research output: Contribution to journalArticle (Academic Journal)

18 Citations (Scopus)

Online bayesian inference in some time-frequency representations of non-stationary processes

Everitt, R. G., Andrieu, C. & Davy, M., 2013, In : IEEE Transactions on Signal Processing. 61, 22, p. 5755-5766 12 p., 6587847.

Research output: Contribution to journalArticle (Academic Journal)

4 Citations (Scopus)
2012
1 Citation (Scopus)

Perfect simulation for the Feynman-Kac law on the path space

Andrieu, C., Chopin, N., Doucet, A. & Rubenthaler, S., 1 Oct 2012, In : arXiv.

Research output: Contribution to journalArticle (Academic Journal)

2011

On nonlinear Markov chain Monte Carlo

Andrieu, C., Jasra, A., Doucet, A. & Del Moral, P., Aug 2011, In : Bernoulli. 17, 3, p. 987-1014 28 p.

Research output: Contribution to journalArticle (Academic Journal)

12 Citations (Scopus)
2010

Bayesian sequential compressed sensing in sparse dynamical systems

Sejdinovic, D., Andrieu, C. & Piechocki, RJ., 29 Sep 2010, Proc. Allerton Conf. on Commun., Control and Computing, Monticello, IL, USA.

Research output: Chapter in Book/Report/Conference proceedingConference Contribution (Conference Proceeding)

20 Citations (Scopus)

On coherent versus non-coherent spectrum sensing in OFDM systems

Muller, A. C., Piechocki, R. J., Coon, J. P. & Andrieu, C., 6 Sep 2010, IEEE 72nd Vehicular Technology Conference Fall 2010 (VTC 2010-Fall), Ottawa. NEW YORK: Institute of Electrical and Electronics Engineers (IEEE), p. 1 - 5 5 p.

Research output: Chapter in Book/Report/Conference proceedingConference Contribution (Conference Proceeding)

1 Citation (Scopus)

Particle Markov chain Monte Carlo methods

Andrieu, C., Doucet, A. & Holenstein, R., Jun 2010, In : Journal of the Royal Statistical Society: Series B. 72, 3, p. 269 - 342 74 p.

Research output: Contribution to journalArticle (Academic Journal)

811 Citations (Scopus)

Reply to Robert et al. Model criticism informs model choice and model comparison

Ratmann, O., Andrieu, C., Wiuf, C. & Richardson, S., 19 Jan 2010, In : Proceedings of the National Academy of Sciences of the United States of America. 107, 3

Research output: Contribution to journalArticle (Academic Journal)

4 Citations (Scopus)
2009

Model criticism based on likelihood-free inference, with an application to protein network evolution

Ratmann, O., Andrieu, C., Wiuf, C. & Richardson, S., Jun 2009, In : Proceedings of the National Academy of Sciences of the United States of America. 106, 26, p. 10576 - 10581 6 p.

Research output: Contribution to journalArticle (Academic Journal)

88 Citations (Scopus)

Particle Markov chain Monte Carlo for efficient numerical simulation

Andrieu, C., Doucet, A. & Holenstein, R., 2009, Monte Carlo and Quasi-Monte Carlo Methods 2008. Springer Verlag, p. 45-60 16 p.

Research output: Chapter in Book/Report/Conference proceedingConference Contribution (Conference Proceeding)

10 Citations (Scopus)

The pseudo-marginal approach for efficient Monte Carlo computations

Andrieu, C. & Roberts, GO., Oct 2009, In : Annals of Statistics. 37, 2, p. 697 - 725 29 p.

Research output: Contribution to journalArticle (Academic Journal)

295 Citations (Scopus)
2008

A note on convergence of the equi-energy sampler

Andrieu, C., Jasra, A., Doucet, A. & Del Moral, P., Mar 2008, In : Stochastic Analysis and Applications. 26, 2, p. 298-312 15 p.

Research output: Contribution to journalArticle (Academic Journal)

9 Citations (Scopus)

A tutorial on adaptive MCMC

Andrieu, C. & Thoms, J., Dec 2008, In : Statistics and Computing. 18, issue 4, p. 343 - 373 31 p.

Research output: Contribution to journalArticle (Academic Journal)

327 Citations (Scopus)

Depth-first and breadth-first search based multilevel SGA algorithms for near optimal symbol detection in MIMO systems

Jia, Y., Andrieu, C., Piechocki, RJ. & Sandell, M., Mar 2008, In : IEEE Transactions on Wireless Communications. 7, 3, p. 1052 - 1061 10 p.

Research output: Contribution to journalArticle (Academic Journal)

Open Access
File
18 Citations (Scopus)
363 Downloads (Pure)

Tree-based reparameterization with distributional approximations for reduced-complexity MIMO symbol detection

Vithanage, CM., Soler Garrido, J., Andrieu, C. & Piechocki, RJ., Sep 2008, In : IEEE Transactions on Wireless Communications. 7, 11, part 2, p. 4617 - 4626 10 p.

Research output: Contribution to journalArticle (Academic Journal)

Open Access
File
330 Downloads (Pure)
2007

Gaussian approximation based mixture reduction for joint channel estimation and detection in MIMO systems

Jia, Y., Andrieu, C., Piechocki, RJ. & Sandell, M., Jul 2007, In : IEEE Transactions on Wireless Communications. 6, 77, p. 2384 - 2389 6 p.

Research output: Contribution to journalArticle (Academic Journal)

Open Access
File
1 Citation (Scopus)
268 Downloads (Pure)

Novel reduced-state BCJR algorithms

Vithanage, CM., Andrieu, C. & Piechocki, RJ., Jun 2007, In : IEEE Transactions on Communications. 55, 6, p. 1144 - 1152 9 p.

Research output: Contribution to journalArticle (Academic Journal)

Open Access
File
10 Citations (Scopus)
367 Downloads (Pure)

On the efficiency of adaptive MCMC algorithms

Andrieu, C. & Atchadé, Y. F., 12 Oct 2007, In : Electronic Communications in Probability. 12, p. 336-349 14 p.

Research output: Contribution to journalArticle (Academic Journal)

18 Citations (Scopus)
2006

Approximate inference in hidden Markov models using iterative active state selection

Vithanage, CM., Andrieu, C. & Piechocki, RJ., Feb 2006, In : IEEE Signal Processing Letters. 13, 2, p. 65 - 68 4 p.

Research output: Contribution to journalArticle (Academic Journal)

Open Access
File
5 Citations (Scopus)
292 Downloads (Pure)

On the Ergodicity Properties of some Adaptive MCMC Algorithms

Andrieu, C. & Moulines, E., Aug 2006, In : Annals of Applied Probability. 16 (3), p. 1462 - 1505 44 p.

Research output: Contribution to journalArticle (Academic Journal)

140 Citations (Scopus)

PDA-BCJR algorithm for factorial hidden Markov models with application to MIMO equalisation

Piechocki, RJ., Andrieu, C., Sandell, M. & McGeehan, JP., Sep 2006, European Signal Processing Conference (EUSIPCO), Florence, Italy. European Association for Signal Processing (EURASIP)

Research output: Chapter in Book/Report/Conference proceedingConference Contribution (Conference Proceeding)

Open Access
File
237 Downloads (Pure)

PDA multiple model approach for joint channel tracking and symbol detection in MIMO systems

Jia, Y., Andrieu, C., Piechocki, RJ. & Sandell, M., Aug 2006, In : IEE Proceedings - Communications. 153, 4, p. 501 - 507 7 p.

Research output: Contribution to journalArticle (Academic Journal)

3 Citations (Scopus)

Performance of the EP-MBCJR algorithm in time dispersive MIMO office environments

Vithanage, CM., Andrieu, C., Piechocki, RJ. & Coon, J. P., May 2006, Vehicular Technology Conference 2006 (VTC 2006-Spring), Melbourne, Australia. Institute of Electrical and Electronics Engineers (IEEE), Vol. 3. p. 1406 - 1410

Research output: Chapter in Book/Report/Conference proceedingConference Contribution (Conference Proceeding)

Open Access
File
246 Downloads (Pure)

Probabilistic data association for symbol detection in MIMO systems

Jia, Y., Vithanage, CM., Andrieu, C. & Piechocki, RJ., Jan 2006, In : Electronics Letters. 42, 1, p. 38 - 40

Research output: Contribution to journalArticle (Academic Journal)

25 Citations (Scopus)

SGA based symbol detection and EM channel estimation for MIMO systems

Jia, Y., Andrieu, C., Piechocki, R. J. & Sandell, M., May 2006, IEEE Vehicular Technology Conference. Vol. 4. p. 1743-1747 5 p. 1683145

Research output: Chapter in Book/Report/Conference proceedingConference Contribution (Conference Proceeding)

Open Access
File
4 Citations (Scopus)
210 Downloads (Pure)

Tree-based reparameterisation for symbol detection in spatially multiplexed MIMO systems in frequency flat fading

Vithanage, CM., Andrieu, C., Piechocki, RJ. & Coon, J., Jun 2006, IEEE 7th Workshop on Signal Processing Advances in Wireless Communications, 2006 (SPAWC '06), Cannes. Institute of Electrical and Electronics Engineers (IEEE), p. 1 - 5 5 p.

Research output: Chapter in Book/Report/Conference proceedingConference Contribution (Conference Proceeding)

Open Access
File
1 Citation (Scopus)
203 Downloads (Pure)
2005

Convergence of stochastic approxmation for Lyapunov stable dynamics: a proof from first principles

Andrieu, C., Moulines, E. & Volkov, S., 2005, In : Unknown.

Research output: Contribution to journalArticle (Academic Journal)

Down regulation of TGFbeta-2 expression in rat retinal Muller glial cells by polyplexes of polyethyleneimine/phosphorothioate antisense oligodeoxynucleotides

Santos, ALG., Bejjani, RA., Andrieu, C., Bochot, A., Fattal, E. & Behar-Cohen, F., 2005, Assoc Research Vision Ophthalmology Inc.

Research output: Other contribution

Gaussian approximation based mixture reduction for near optimum detection in MIMO systems

Jia, Y., Andrieu, C., Piechocki, RJ. & Sandell, M., Nov 2005, In : IEEE Communications Letters. 9, 11, p. 997 - 999 3 p.

Research output: Contribution to journalArticle (Academic Journal)

Open Access
File
49 Citations (Scopus)
309 Downloads (Pure)

In vitro correction of the rd1 point mutation in the beta-phosphodiesterase gene by specific single-stranded oligonucleotides

Andrieu, C., Behar-Cohen, F., Faussat, AM. & Concordet, JP., 2005, Assoc Research Vision Opthalmology.

Research output: Other contribution

Joint channel tracking and symbol detection in MIMO systems via multiple model methods

Jia, Y., Andrieu, C., Piechocki, RJ. & Sandell, M., Jun 2005, Workshop on Signal Processing Advances in Wireless Communications, New York, United States. Institute of Electrical and Electronics Engineers (IEEE), p. 12 - 16

Research output: Chapter in Book/Report/Conference proceedingConference Contribution (Conference Proceeding)

Open Access
File
231 Downloads (Pure)

Nanoparticles for gene delivery to retinal pigment epithelial cells

Bejjani, R., BenEzra, D., Cohen, H., Rieger, J., Andrieu, C., Jeanny, JC., Gollomb, G. & Behar-Cohen, F., Feb 2005, In : Molecular Vision. 11 (14), p. 124 - 132

Research output: Contribution to journalArticle (Academic Journal)

156 Citations (Scopus)

Reduced complexity equalization of MIMO systems with a fixed-lag smoothed M-BCJR algorithm

Vithanage, CM., Andrieu, C. & Piechocki, RJ., Jun 2005, Workshop on Signal Processing Advances in Wireless Communications, New York, United States. Institute of Electrical and Electronics Engineers (IEEE), p. 136 - 140

Research output: Chapter in Book/Report/Conference proceedingConference Contribution (Conference Proceeding)

Open Access
File
10 Citations (Scopus)
239 Downloads (Pure)

Release of fission tritium through Zircaloy-4 fuel cladding tubes

Andrieu, C., Ravel, S., Ducros, G. & Lemaignan, C., Dec 2005, In : Journal of Nuclear Materials. 347 (1-2), p. 12 - 19

Research output: Contribution to journalArticle (Academic Journal)

5 Citations (Scopus)

Stability of stochastic approximation under verifiable conditions

Andrieu, C., Moulines, E. & Priouret, P., Jan 2005, In : SIAM Journal on Control and Optimization. 44 (1), p. 283 - 312 30 p.

Research output: Contribution to journalArticle (Academic Journal)

112 Citations (Scopus)