Professor Christophe Andrieu

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

  • BS8 1UG

19992019

Research output per year

If you made any changes in Pure these will be visible here soon.

Research Output

  • 64 Article (Academic Journal)
  • 28 Conference Contribution (Conference Proceeding)
  • 6 Other contribution
  • 4 Chapter in a book
Filter
Article (Academic Journal)
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
41 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
30 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
26 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)
214 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)
260 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)
239 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
72 Downloads (Pure)
2015

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
29 Citations (Scopus)
268 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)
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

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)

820 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)

89 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)

300 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)

333 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)
366 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
334 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)
273 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)
373 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)
300 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)

141 Citations (Scopus)

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)

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)
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)

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)
313 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)

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)

6 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)
2004

Altered expression pattern of alternatively spliced estrogen receptor beta transcripts in breast carcinoma

Girault, I., Andrieu, C., Tozlu, S., Spyratos, F., Bieche, I. & Lidereau, I., 8 Nov 2004, In : Cancer Letters. 215 (1), p. 101 - 112

Research output: Contribution to journalArticle (Academic Journal)

24 Citations (Scopus)

Computational advances for and from Bayesian analysis

Andrieu, C., Doucet, A. & Robert, CP., Feb 2004, In : Statistical Science. 19 (1), p. 118 - 127 10 p.

Research output: Contribution to journalArticle (Academic Journal)

29 Citations (Scopus)

I kappa B kinase beta phosphorylates Dok1 serines in response to TNF, IL-1, or gamma radiation

Lee, SH., Andrieu, C., Saltel, F., Destaing, O., Auclair, J., Pouchkine, V., Michelon, J., Salaun, B., Kobayashi, R., Jurdic, P., Kieff, ED. & Sylla, BS., Dec 2004, In : Proceedings of the National Academy of Sciences of the United States of America. 101 (50), p. 17416 - 17421

Research output: Contribution to journalArticle (Academic Journal)

Particle methods for change detection, system identification, and control

Andrieu, C., Doucet, A., Singh, SS. & Tadic, VB., Mar 2004, In : Proceedings of the IEEE. 92 (3), p. 423 - 438 16 p.

Research output: Contribution to journalArticle (Academic Journal)

217 Citations (Scopus)

Reversible jump Markov chain Monte Carlo strategies for Bayesian model selection in autoregressive processes

Vermaak, J., Andrieu, C., Doucet, A. & Godsill, SJ., Nov 2004, In : Journal of Time Series Analysis. 225 (6), p. 785 - 809 25 p.

Research output: Contribution to journalArticle (Academic Journal)

36 Citations (Scopus)
2003

An introduction to MCMC for machine learning

Andrieu, C., De Freitas, N., Doucet, A. & Jordan, M. I., Jan 2003, In : Machine Learning. 50, 1-2, p. 5-43 39 p.

Research output: Contribution to journalArticle (Academic Journal)

1234 Citations (Scopus)
49 Citations (Scopus)

Delivery of antisense oligonucleotide to the cornea by iontophoresis

Berdugo, M., Valamanesh, F., Andrieu, C., Klein, C., Benezra, D., Courtois, Y. & Behar-Cohen, F., Apr 2003, In : Antisense and Nucleic Acid Drug Development. 13 (2), p. 107 - 114

Research output: Contribution to journalArticle (Academic Journal)

58 Citations (Scopus)

Efficient particle filtering for jump Markov systems. Application to time-varying autoregressions

Andrieu, C., Davy, M. & Doucet, A., Jul 2003, In : IEEE Transactions on Signal Processing. 51, 7, p. 1762 - 1770 9 p.

Research output: Contribution to journalArticle (Academic Journal)

136 Citations (Scopus)
Open Access
File
188 Downloads (Pure)
2002

Bayesian curve fitting using MCMC with applications to signal segmentation

Punskaya, E., Andrieu, C., Doucet, A. & Fitzgerald, WJ., Mar 2002, In : IEEE Transactions on Signal Processing. 50 (3), p. 747 - 758

Research output: Contribution to journalArticle (Academic Journal)

122 Citations (Scopus)

Coalescence of sessile drops

Andrieu, C., Beysens, DA., Nikolayev, VS. & Pomeau, Y., Feb 2002, In : Journal of Fluid Mechanics. 453, p. 427 - 438

Research output: Contribution to journalArticle (Academic Journal)

103 Citations (Scopus)

Particle filtering for partially observed Gaussian state space models

Andrieu, C. & Doucet, A., Oct 2002, In : Journal of the Royal Statistical Society: Series B, Statistical Methodology. 64 (4), p. 827 - 836 10 p.

Research output: Contribution to journalArticle (Academic Journal)

132 Citations (Scopus)

Particle methods for Bayesian modeling and enhancement of speech signals

Vermaak, J., Andrieu, C., Doucet, A. & Godsill, SJ., Mar 2002, In : IEEE Transactions on Speech and Audio Processing. 10 (3), p. 173 - 185 13 p.

Research output: Contribution to journalArticle (Academic Journal)

126 Citations (Scopus)