Mots-clés

Co-auteurs

Nombre de documents

105

Recent publications of Christian P. Robert


Article dans une revue57 documents

  • Christian Robert, Judith Rousseau. How Principled and Practical Are Penalised Complexity Priors?. Statistical Science, Institute of Mathematical Statistics (IMS), 2017, <10.1214/16-STS603>. <hal-01517638>
  • Christian Robert, Judith Rousseau. Nonparametric Bayesian Clay for Robust Decision Bricks. Statistical Science, Institute of Mathematical Statistics (IMS), 2017, <10.1214/16-STS567>. <hal-01517665>
  • Christian Robert. Comment on: Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference. Journal of Financial Econometrics, Oxford University Press (OUP), 2016, 14 (2), pp.265-271. <http://jfec.oxfordjournals.org/content/14/2/265.abstract>. <10.1093/jjfinec/nbv005>. <hal-01409283>
  • Kerrie Mengersen, Christopher C. Drovandi, Christian Robert, Pyne David, Christopher Gore. Bayesian Estimation of Small Effects in Exercise and Sports Science. PLoS ONE, Public Library of Science, 2016, 11 (4), pp.e0147311. <http://journals.plos.org/plosone/article?id=10.1371/journal.pone.0147311>. <10.1371/journal.pone.0147311>. <hal-01409269>
  • Christian Robert. The expected demise of the Bayes factor. Journal of Mathematical Psychology, Elsevier, 2016, 72, pp.33-37. <10.1016/j.jmp.2015.08.002>. <hal-01409264>
  • Clara Grazian, Illaria Masiani, Christian Robert. Comment on Article by Dawid and Musio. Bayesian Analysis, International Society for Bayesian Analysis, 2015, 10 (2), pp.511-515. <10.1214/15-BA942C>. <hal-01409240>
  • Peter Green, Krzysztof Łatuszyński, Marcelo Pereyra, Christian Robert. Bayesian computation: a summary of the current state, and samples backwards and forwards. Statistics and Computing, Springer Verlag (Germany), 2015, 25 (4), pp.835-862. <http://link.springer.com/journal/11222>. <10.1007>. <hal-01409252>
  • Matthew T. Moores, Christopher C. Drovandi, Kerrie Mengersen, Christian P. Robert. Pre-processing for approximate Bayesian computation in image analysis. Statistics and Computing, Springer Verlag (Germany), 2015, 25 (1), pp.11. <10.1007/s11222-014-9525-6>. <hal-01067922>
  • M Yasir, Emmanouil Angelakis, F Bibi, El Azhar, Dipankar Bachar, et al.. Comparison of the gut microbiota of people in France and Saudi Arabia. Diabetes, nutrition & metabolism, 2015, 5 (e153), <10.1038/nutd.2015.3>. <hal-01216407>
  • Julyan Arbel, Christian Robert. Discussion of Sequential quasi Monte Carlo. Journal of the Royal Statistical Society: Series B, Royal Statistical Society, 2015, 77 (3), pp.569-570. <10.1111>. <hal-01409255>
  • Christian Robert. Discussion on the paper of Gerber and Chopin "Quasi Monte Carlo". Journal of the Royal Statistical Society: Series B, Royal Statistical Society, 2015, 77 (3), pp.2. <hal-01248654>
  • Christian Robert. Discussion. International Statistical Review, Wiley, 2014, <10.1111/insr.12040>. <hal-01517672>
  • Andrew Gelman, Christian Robert. Revised evidence for statistical standards. Proceedings of the National Academy of Sciences of the United States of America , National Academy of Sciences, 2014, 111 (19), pp.E1936-E1937. <10.1073/pnas.1322995111>. <hal-01067889>
  • Christian Robert. discussion of the paper "Bayesian measures of model complexity and fit" by D. Spiegelhalter et al.. Journal of the Royal Statistical Society: Series B, Royal Statistical Society, 2014, 76 (3), pp.492-493. <10.1111/rssb.12062>. <hal-01067911>
  • Nicolas Chopin, Andrew Gelman, Kerrie L. Mengersen, Christian Robert. In praise of the referee. ISBA Bulletin, 2013, 20 (1), pp.13-19. <hal-00704798>
  • Kerrie L Mengersen, Pierre Pudlo, Christian Robert. Bayesian computation via empirical likelihood.. Proceedings of the National Academy of Sciences of the United States of America , National Academy of Sciences, 2013, 110 (4), pp.1321-1326. <10.1073/pnas.1208827110>. <hal-00796976>
  • Christian Robert. Error and Inference: an outsider stand on a frequentist philosophy. Theory and Decision, Springer Verlag, 2013, 74 (3), pp.447-461. <10.1007/s11238-012-9298-3>. <hal-00656870>
  • Gilles Celeux, Mohammed El Anbari, Jean-Michel Marin, Christian Robert. Regularization in regression: comparing Bayesian and frequentist methods in a poorly informative situation. Bayesian Analysis, International Society for Bayesian Analysis, 2012, 7 (2), pp.477-502. <hal-00943727>
  • Christian Robert. Book reviews, Summer 2012. CHANCE, 2012, 25 (3), pp.58-62. <10.1080/09332480.2012.726567>. <hal-00687315>
  • Christian Robert. Book reviews, Winter 2011. CHANCE, 2012, 25 (1), pp.49-57. <10.1080/09332480.2012.668470>. <hal-00656863>
  • Pierre Alquier, Christian Robert. Book reviews, Fall 2012. CHANCE, 2012, 25 (4), pp.57-61. <10.1080/09332480.2012.752298>. <hal-00725645>
  • Alessandra Iacobucci, Christian Robert. Book Reviews (Spring 2012). CHANCE, 2012, 25 (2), pp.57-61. <10.1080/09332480.2012.685375>. <hal-00664781>
  • Arnaud Estoup, Eric Lombaert, Jean-Michel Marin, Thomas Guillemaud, Pierre Pudlo, et al.. Estimation of demo-genetic model probabilities with Approximate Bayesian Computation using linear discriminant analysis on summary statistics.. Molecular Ecology Resources, Wiley/Blackwell, 2012, 12 (5), pp.846-55. <10.1111/j.1755-0998.2012.03153.x>. <hal-00796906>
  • Jean-Marie Cornuet, Jean-Michel Marin, Antonietta Mira, Christian Robert. Adaptive Multiple Importance Sampling. Scandinavian Journal of Statistics, Wiley, 2012, 39 (4), pp.798-812. <10.1111/j.1467-9469.2011.00756.x>. <hal-00403248>
  • Randal Douc, Christian Robert. A vanilla Rao--Blackwellisation of Metropolis-Hastings algorithms. The Annals of Statistics, IMS, 2011, 39 (1), pp.261-277. <hal-00375377>
  • Christian Robert. An attempt at reading Keynes' Treatise on Probability. International Statistical Review, Wiley, 2011, 79 (1), pp.1-15. <10.1111/j.1751-5823.2010.00129.x>. <hal-00473018>
  • Christian Robert. Bayesian Decision Analysis: Principles and Practice by Jim Q. Smith: A review. International Statistical Review, Wiley, 2011, 79 (2), pp.272-273. <10.1111/j.1751-5823.2011.00149_1.x>. <hal-00630257>
  • Christian Robert. A Handbook of Statistical Analyses Using R, Second Edition by Brian S. Everitt, Torsten Hothorn: A review. International Statistical Review, Wiley, 2011, 79 (2), pp.276-277. <10.1111/j.1751-5823.2011.00149_5.x>. <hal-00630256>
  • Christian Robert. Bayesian Model Selection and Statistical Modeling by Tomohiro Ando: A review. International Statistical Review, Wiley, 2011, 79 (1), pp.120-121. <10.1111/j.1751-5823.2011.00134_7.x>. <hal-00630255>
  • Christian Robert. Time Series: Modeling, Computation, and Inference by Raquel Prado, Mike West: A review. International Statistical Review, Wiley, 2011, 79 (2), pp.277-279. <10.1111/j.1751-5823.2011.00149_6.x>. <hal-00630254>
  • Christian Robert. A Comparison of the Bayesian and frequentist approaches to estimation by Francisco J. Samaniego: A review.. International Statistical Review, Wiley, 2011, 79 (1), pp.117-118. <10.1111/j.1751-5823.2011.00134_4.x>. <hal-00630253>
  • Christian Robert. Book reviews, Fall 2011. CHANCE, 2011, 24 (4), pp.58-61. <hal-00636655>
  • Christian Robert. Discussion of "Is Bayes Posterior just Quick and Dirty Confidence?" by D. A. S. Fraser. Statistical Science, Institute of Mathematical Statistics (IMS), 2011, 26 (3), pp.317-318. <10.1214/11-STS352A>. <hal-00638147>
  • Christian Robert. Evidence and Evolution: A Review. Human Genomics, BioMed Central, 2011, 5 (2), pp.130-136. <hal-00494356>
  • Christian Robert. James E. Gentle: Computational statistics. Statistics and Computing, Springer Verlag (Germany), 2011, 21 (2), pp.289-292. <10.1007/s11222-010-9189-9>. <hal-00567243>
  • Pierre Jacob, Christian Robert, Murray H. Smith. Using parallel computation to improve Independent Metropolis--Hastings based estimation. Journal of Computational and Graphical Statistics, Taylor & Francis, 2011, 20 (3), pp.1-19. <10.1198/jcgs.2011.10167>. <hal-00567242>
  • Randal Douc, Christian Robert. A vanilla Rao–Blackwellization of Metropolis–Hastings algorithms. Annals of Statistics, Institute of Mathematical Statistics, 2011, 39 (1), pp.261-277. <10.1214/10-AOS838>. <hal-00633481>
  • Christian Robert, Kerrie L. Mengersen, Carla Chen. Model choice versus model criticism. Proceedings of the National Academy of Sciences of the United States of America , National Academy of Sciences, 2010, 107 (3), pp.E5. <10.1073/pnas.0911260107>. <hal-00423847>
  • Christian Robert. The Search for Certainty: a critical assessment. Bayesian Analysis, International Society for Bayesian Analysis, 2010, 05 (02), pp.213-222. <10.1214/10-BA601>. <hal-00473022>
  • Christian Robert. Comments on: Natural Induction: An Objective Bayesian Approach. RACSAM, 2009, 103 (1), pp.149-150. <hal-00450729>
  • Aude Grelaud, Jean-Michel Marin, Christian Robert. ABC methods for model choice in Gibbs random fields. Notes aux Comptes-Rendus de l'Académie des Sciences, 2009, 347 (3-4), pp.205-210. <hal-00450730>
  • Christian Robert, Nicolas Chopin, Judith Rousseau. Harold Jeffreys' Theory of Probability revisited: a reply. Statistical Science, Institute of Mathematical Statistics (IMS), 2009, 24 (2), pp.191-194. <10.1214/09-STS284REJ>. <hal-00415936>
  • Nicolas Chopin, Christian Robert. Contemplating Evidence: properties, extensions of, and alternatives to Nested Sampling. Biometrika, Oxford University Press (OUP), 2009, 97, pp.755. <10.1093/biomet/asq021>. <hal-00216003v2>
  • Nicolas Chopin, Christian Robert, Judith Rousseau. Harold Jeffreys' Theory of Probability revisited. Statistical Science, Institute of Mathematical Statistics (IMS), 2009, 107 (3), pp.141-172. <10.1214/09-STS284>. <hal-00274631>
  • Lionel Cucala, Jean-Michel Marin, Christian Robert, Mike Titterington. A Bayesian reassessment of nearest-neighbour classification. Journal of the American Statistical Association, Taylor & Francis, 2009, 104 (485), pp.263-273. <inria-00143783v4>
  • Darren Wraith, Martin Kilbinger, Karim Benabed, Olivier Cappe, Jean-Francois Cardoso, et al.. Estimation of cosmological parameters using adaptive importance sampling. Physical Review D, American Physical Society, 2009, 80, pp.023507. <10.1103/PhysRevD.80.023507>. <hal-00450727>
  • Christian Robert. Discussion of "Sure independence screening for ultra-high dimensional feature space" by Fan and Lv.. Journal of the Royal Statistical Society, JSTOR, 2008, 70 (5), pp.901. <hal-00359618>
  • Christian Robert, Jean-Michel Marin. On some difficulties with a posterior probability approximation technique. Bayesian Analysis, International Society for Bayesian Analysis, 2008, 3 (2), pp.427-442. <10.1214/08-BA316>. <hal-00212326>
  • Jean-Michel Marin, Christian Robert. Approximating the marginal likelihood in mixture models. Bulletin of the Indian Chapter of ISBA, 2008, V (1), pp.2-7. <hal-00273475>
  • Jean-Marie Cornuet, Filipe Santos, Marc Beaumont, Christian Robert, Jean-Michel Marin, et al.. Infering population history with DIY ABC: a user-friendly approach to Approximate Bayesian Computation.. Bioinformatics, Oxford University Press (OUP), 2008, 24 (23), pp.2713-2719. <10.1093/bioinformatics/btn514>. <hal-00359624>
  • Christian Robert. À propos de l'article de N. Vayatis "Bayésiens contre fréquentistes, un faux débat". La Recherche : L'actualité des sciences, société d'éditions scientifiques, 2008, 424, pp.6. <hal-00359620>
  • Christian Robert, Andrew Wood. Report of the Editors - 2007. Journal of the Royal Statistical Society: Series B, Royal Statistical Society, 2008, Volume 70 (1), pp.1-2. <10.1111/j.1467-9868.2007.00626.x>. <hal-00359614>
  • Selima Ben Mansour, Elyès Jouini, Jean-Michel Marin, Clotilde Napp, Christian Robert. Are risk agents more optimistic? A Bayesian estimation approach. Journal of Applied Econometrics, Wiley, 2008, 23 (6), pp.843-860. <10.1002/jae.1027>. <hal-00359613>
  • Gilles Celeux, Jean-Michel Marin, Christian Robert. Iterated importance sampling in missing data problems. Computational Statistics and Data Analysis, Elsevier, 2006, 50 (12), pp.3386-3404. <inria-00070473>
  • Gilles Celeux, Jean-Michel Marin, Christian Robert. Sélection bayésienne de variables en régression linéaire. Journal de la Société Française de Statistique, Société Française de Statistique et Société Mathématique de France, 2006, 147 (1), pp.59-79. <inria-00077857v2>
  • Billy Amzal, Frédéric Y. Bois, Eric Parent, Christian P. Robert. Bayesian-optimal design via interacting particle systems. Journal of the American Statistical Association, Taylor & Francis, 2006, 101 (474), pp.773-785. <10.1198/016214505000001159>. <ineris-00963016>
  • Olivier Cappé, Arnaud Guillin, Jean-Michel Marin, Christian Robert. Population Monte Carlo. Journal of Computational and Graphical Statistics, Taylor & Francis, 2004, 13 (4), pp.907-929. <hal-01337419>

Communication dans un congrès2 documents

  • Mathilde Bouriga, Olivier Féron, Jean-Michel Marin, Christian Robert. Modélisation bayésienne hiérarchique pour l'estimation de matrice de covariance - Application à la gestion actif-passif de portefeuilles financiers. 42èmes Journées de Statistique, 2010, Marseille, France, France. 2010. <inria-00494745>
  • Billy Amzal, Eric Parent, Frédéric Y. Bois, Christian P. Robert. Optimisation de plans d'expérience par méthodes particulaires. 35. Journées de Statistiques, Jun 2003, Lyon, France. pp.97-100, 2003. <ineris-00972424>

Ouvrage (y compris édition critique et traduction)3 documents

  • Jean-Michel Marin, Christian Robert. Bayesian essentials with R. Springer Verlag, New York, pp.296, 2014, Springer Textbooks in Statistics. <hal-01337395>
  • Christian Robert, George Casella. Introducing Monte Carlo Methods with R. Robert Gentleman. Springer Verlag, New York, pp.284, 2009, Use R, John Kimmel, <10.1007/1441915753>. <hal-00450502>
  • Jean-Michel Marin, Christian Robert. Bayesian Core: A practical approach to computational Bayesian statistics. Springer Verlag, New York, pp.258, 2007, Springer Textbooks in Statistics, <10.1007/978-0-387-38983-7>. <hal-00450489>

Chapitre d'ouvrage3 documents

  • Christian Robert. Approximate Bayesian Computation: A Survey on Recent Results. Ronald Cools; Dirk Nuyens. Monte Carlo and Quasi-Monte Carlo Methods, Springer International Publishing, pp.185-205, 2016, 978-3-319-33505-6. <10.1007/978-3-319-33507-0_7>. <http://link.springer.com/chapter/10.1007/978-3-319-33507-0_7>. <hal-01409281>
  • Christian Robert, Jean-Michel Marin, Judith Rousseau. Bayesian Inference and computation. D. Balding, M. Stumpf, M. Girolami. Handbook of Statistical Systems Biology, John Wiley, pp.39-65, 2011, 978-0-470-71086-9. <hal-00473021>
  • Jean-Michel Marin, Christian Robert. Importance sampling methods for Bayesian discrimination between embedded models. M.-H. Chen, D. Dey, P. Mueller, D. Sun and K. Ye. Frontiers of Statistical Decision Making and Bayesian Analysis, Springer-Verlag, New York, pp.513-527, 2010. <hal-00424475>

Pré-publication, Document de travail35 documents

  • Espen Bernton, Pierre Jacob, Mathieu Gerber, Christian Robert. Inference in generative models using the Wasserstein distance. 2017. <hal-01517550>
  • Jeong Eun Lee, Kaniav Kamary, Christian Robert. Weakly informative reparameterisations for location-scale mixtures. 2017. <hal-01517563>
  • Clara Grazian, Christian Robert. Jeffreys priors for mixture estimation. 2017. <hal-01517565>
  • Kaniav Kamary, Kerrie Mengersen, Christian Robert, Judith Rousseau. Testing hypotheses via a mixture estimation model. 2017. <hal-01517681>
  • David Frazier, Gael Martin, Christian Robert, Judith Rousseau. Asymptotic Properties of Approximate Bayesian Computation. 2017. <hal-01517556>
  • Kaniav Kamary, Jeong Eun Lee, Christian Robert. Non-informative reparameterisations for location-scale mixtures. 2016. <hal-01253398>
  • Peter Green, Krzysztof Latuszyski, Marcelo Pereyra, Christian Robert. Bayesian computation: a perspective on the current state, and sampling backwards and forwards. 2015. <hal-01113421>
  • Kaniav Kamary, Christian P. Robert. Reflecting about Selecting Noninformative Priors. 15 pages, 8 figures, 5 tables. 2014. <hal-01067924>
  • Marco Banterle, Clara Grazian, Christian P. Robert. Accelerating Metropolis-Hastings algorithms: Delayed acceptance with prefetching. 20 pages, 12 figures, 2 tables, submitted. 2014. <hal-01067920>
  • Mohammed Sedki, Jean-Marie Cornuet, Jean-Michel Marin, Pierre Pudlo, Christian P. Robert. Efficient learning in ABC algorithms. I3M:12-037. 2012. <hal-00741572>
  • Christophe Andrieu, Simon Barthelme, Nicolas Chopin, Julien Cornebise, Arnaud Doucet, et al.. Some discussions of D. Fearnhead and D. Prangle's Read Paper "Constructing summary statistics for approximate Bayesian computation: semi-automatic approximate Bayesian computation". 10 pages. 2012. <hal-00658084>
  • Christian Robert. Simulation in Statistics. Draft of an advanced tutorial paper for the Proceedings of the 2011 Winter Simulation Conference. 2011. <hal-00596299>
  • Jean-Michel Marin, Natesh Pillai, Christian Robert, Judith Rousseau. Evaluating statistic appropriateness for Bayesian model choice. 2011. <hal-00641487>
  • Christian Robert. First moments of the truncated and absolute Student's variates. 4 pages, 2 figures. 2011. <hal-00656867>
  • Christian Robert, Judith Rousseau. On Bayesian Data Analysis. 16 pages, 2 figures, 2 tables, chapter of the contributed volume "Bayesian Methods and Expert Eli.. 2010. <hal-00450404>
  • Christian Robert, George Casella. Introducing Monte Carlo Methods with R Solutions to Odd-Numbered Exercises. 87 pages, 11 figures. 2010. <hal-00450405>
  • Andrew Gelman, Christian Robert. "Not only defended but also applied": A look back at Feller's take on Bayesian inference. 9 pages. 2010. <hal-00596302>
  • Christian Robert, Jean-Michel Marin. On computational tools for Bayesian data analysis. This is a chapter for the book "Bayesian Methods and Expert Elicitation" edited by Klaus Bocker, .. 2010. <hal-00473020>
  • Christian Robert. Bayesian computational methods. This is a revised version of a chapter written for the Handbook of Computational Statistics, edit.. 2010. <hal-00473019>
  • Christian Robert, Kerrie L. Mengersen. Exact Bayesian Analysis of Mixtures. 2 figures, 3 tables, 2 R codes. Chapter to appear in Mixtures: Estimation and Applications, Eds. .. 2010. <hal-00567241>
  • Christian Robert. About incoherent inference. This is an early draft for a letter to PNAS, reflecting only my opinions on Templeton's 2010 PNAS.. 2010. <hal-00494358>
  • Nicolas Chopin, Alessandra Iacobucci, Jean-Michel Marin, Kerrie Mengersen, Christian Robert, et al.. On Particle Learning. 12 pages, 9 figures, discussions on the invited paper of Lopes, Carvalho, Johannes, and Polson, f.. 2010. <hal-00494357>
  • Simon Barthelme, Magali Beffy, Nicolas Chopin, Arnaud Doucet, Pierre Jacob, et al.. Discussions on "Riemann manifold Langevin and Hamiltonian Monte Carlo methods". 6 pages, one figure. 2010. <hal-00596301>
  • Christian Robert. Monte Carlo Methods in Statistics. Entry submitted to the International Handbook of Statistical Methods. 2009. <hal-00415940>
  • James P. Hobert, Vivekananda Roy, Christian Robert. Improving the Convergence Properties of the Data Augmentation Algorithm with an Application to Bayesian Mixture Modelling. 37 pages, 4 figures. 2009. <hal-00436551>
  • Christian Robert. On the relevance of the Bayesian approach to Statistics. This paper is written in conjunction with the 3rd Bayesian econometrics meeting that took place a.. 2009. <hal-00421003>
  • Christian Robert. Monte Carlo Methods in Statistics. Entry for the International Handbook of Statistical Sciences. 2009. <hal-00412639>
  • Martin Kilbinger, Darren Wraith, Christian Robert, Karim Benabed, Olivier Cappe, et al.. Bayesian model comparison in cosmology with Population Monte Carlo. 11 pages, 6 figures. Submitted to MNRAS. 2009. <hal-00441161>
  • Darren Wraith, Martin Kilbinger, Karim Benabed, Olivier Cappé, Jean-François Cardoso, et al.. Estimation of cosmological parameters using adaptive importance sampling. 17 pages, 11 figures. 2009. <hal-00365944>
  • Pierre Jacob, Nicolas Chopin, Christian Robert, Havard Rue. Comments on "Particle Markov chain Monte Carlo" by C. Andrieu, A. Doucet, and R. Hollenstein. 7 pages, 4 figures. 2009. <hal-00431307>
  • Christian Robert, Jean-Michel Marin. Bayesian Core: The Complete Solution Manual. 118+vii pages, 21 figures, 152 solutions. 2009. <hal-00431308>
  • Christian Robert. Simulation of truncated normal variables. This 1992 paper appeared in 1995 in Statistics and Computing and the gist of it is contained in M.. 2009. <hal-00431310>
  • Christian Robert, D. Wraith. Computational methods for Bayesian model choice. 12 pages, 4 figures, submitted for the proceedings of MaxEnt 2009. 2009. <hal-00408203>
  • Christian Robert, George Casella. A History of Markov Chain Monte Carlo--Subjective Recollections from Incomplete Data--. 2008. <hal-00311793>
  • Yves Atchade, Nicolas Lartillot, Christian Robert. Bayesian computation for statistical models with intractable normalizing constants. 20 pages, 4 figures, 1 table. 2008. <hal-00274615>

Rapport5 documents

  • Christian Robert. Des spécificités de l'approche bayésienne et de ses justifications en statistique inférentielle. 2013. <hal-00870124>
  • Christian Robert. Book Reviews, Summer 2013. 2013. <hal-00780471>
  • Christian Robert. Principles of Uncertainty, by J.B. Kadane: A review. 2012. <hal-00659915>
  • Jean-Louis Foulley, Andrew Gelman, Xiao-Li Meng, William Strawderman, Larry Wasserman, et al.. Book reviews, Spring 2013 . Special issue on George Casella's books. 2012. <hal-00762823>
  • Sophie Donnet, Christian Robert. Book reviews, Winter 2012. 2012. <hal-00731510>