Research and Publications

You will find here the list of my publications. While waiting for celebrating the 100th one, I had to start somewhere, so here are the first ones...

For most of the articles, you will be able to download the corresponding PDF file by following the link in the title. For some of the conferences, the slides of the talk are also available.

Any - just as in "I found a typo on line 42 !" or in "Could you please tell me more about equation (3.14) ?" - feedback is warmly welcome. If you do have any comment or question, please feel free to e-mail me.


Work in progress

Articles submitted to peer-reviewed journals, or that I'm currently working on - intensively.

  1. J. Cornebise, G.W. Peters, A. Doucet, Efficient Bayesian inference for Population Pharmacokinetic/Pharmacodynamic Stochastic Differential Equations. In preparation.
  2. J. Cornebise, M. Girolami, Particle Manifold Metropolis Adjusted Langevin Algorithm. In preparation.
  3. J. Cornebise, J. Olsson, On the use of the coefficient of variation criterion for sequential Monte Carlo adaptation: a statistical perspective. To be submitted.
  4. J. Cornebise, L. Burgette, Balanced Dirichlet Process. In preparation.

Journals contributions

Articles published in international peer-reviewed journals. Yes, real journals, ready for fame and fortune!

  1. S. Filippi, C. Barnes, J. Cornebise, M.P.H. Stumpf (2012) On optimality of kernels for approximate Bayesian computation using sequential Monte Carlo. Under revision for Statistical Applications in Genetics and Molecular Biology (SAGMB), 25p. PDF.
  2. I. Korostil, G.W. Peters, J. Cornebise, D. Regan (2012), Adaptive Markov Chain Monte Carlo Forward Simulation for Statistical Analysis in Epidemic Modelling of Papillomavirus. Under revision for Statistics in Medicine, 38 p. PDF.
  3. J. Cornebise, E. Moulines, J. Olsson (2011), Adaptive Sequential Monte Carlo g by means of mixture of experts. Under revision for Statistics and Computing, 25 p. PDF.
  4. C. Andrieu, S. Barthelme, N. Chopin, J. Cornebise, A. Doucet, M. Girolami, I. Kosmidis, A. Jasra, A. Lee, J-M. Marin, P. Pudlo, C. P. Robert, M. Sedki.S. S. Singh (2012), Some discussions of D. Fearnhead and D. Prangle's Read Paper "Constructing summary statistics for approximate Bayesian computation: semi-automatic approximate Bayesian computation" appear in Journal of the Royal Statistical Society, Series B. PDF.
  5. J. Cornebise, G.W. Peters (2011), Discussion on "Riemann manifold Langevin and Hamiltonian Monte Carlo methods'' by M. Girolami and B. Calderhead, Journal of the Royal Statistical Society, Series B. 73(2):179. PDF on arxiv (Section 1).
  6. L. Bornn, J. Cornebise (2011) Discussion on "Riemann manifold Langevin and Hamiltonian Monte Carlo methods'' by M. Girolami and B. Calderhead, Journal of the Royal Statistical Society, Series B, 73(2):174--177. PDF on arxiv (Section 2).
  7. J. Cornebise, G.W. Peters (2010), Discussion on "Particle Markov Chain Monte Carlo" by C. Andrieu, A. Doucet and R. Hollenstein, Journal of the Royal Statistical Society, Series B, 72(3):317--319. PDF on arxiv (Section 2).
  8. G.W. Peters, J. Cornebise (2010), Discussion on "Particle Markov Chain Monte Carlo" by C. Andrieu, A. Doucet and R. Hollenstein, Journal of the Royal Statistical Society, Series B, 72(3):329--330. PDF on arxiv (Section 3).
  9. J. Cornebise, E. Moulines, J. Olsson (2008), Adaptive Methods for Sequential Importance Sampling with Application to State Space Models, Statistics and Computing, 18(4), 461--480. Special issue on adaptive Monte-Carlo methods. PDF on arXiv, Erratum of the journal version.

Ph.D. Thesis

Conferences with full article reviewing

Here are the articles published in the proceedings of conferences with a reviewing process based on the full article and several referees.

  1. F. Septier, J. Cornebise, S. Godsill, Y. Delignon (2011) A Comparative Study of Monte-Carlo Methods for Multitarget Tracking, in IEEE International Workshop on Statistical Signal Processing (SSP), 28-30 June 2011, Nice (France)
  2. J. Cornebise, E. Moulines, J. Olsson (2008), Adaptive Methods for Sequential Importance Sampling with Application to State Space Models, in Proceedings of 16th European Signal Processing Conference (EUSIPCO 2008), August 25-29, 2008, Lausanne (Switzerland).
    Finalist for the best student paper award (8 finalists out of 300 articles).
  3. J. Cornebise, E. Moulines, J. Olsson (2008), Adaptive Methods for Sequential Importance Sampling with Application to State Space Models, in Proceedings of Fourth International Workshop on Applied Probability (IWAP 2008), July 7-10, 2008, Compiègne (France).
    Slides of the talk.
  4. J. Cornebise, B. Boulanger (2006), Planification d'Expérience Optimale et Équations différentielles : Révision des Bases et Méthodologie, in Actes des 38èmes Journées de Statistique de la SFDS, May 29 - June 2, 2006, Clamart (France).
    Slides of the talk.
  5. J. Cornebise, M. Maumy, P. Girard (2005), A Practical Implementation of the Gibbs Sampler for Mixture of Distributions: Application to the Determination of Specifications in Food Industry, in Proceedings of XIth International Symposium on Applied Stochastic Models and Data Analysis (ASMDA 2005), May 17-20, 2005, Brest (France), p. 828-837, ISBN 2-908849-15-1, Jacques Janssen and P. Lenca (eds), Groupe des écoles de télécommunications de France (publisher).
    Slides of the talk.
  6. J. Cornebise, M. Maumy, P. Girard (2005), An Application of MCMC Methods and of Mixtures of Laws for the Determination of the Purity of a Product, in Actes des 37èmes Journées de Statistique de la SFDS, June 2005, Pau (France).
    Poster.
  7. L. Beaudoin, L.-A. Chabardes, J. Cornebise, C. Dufour, K. Florczak, F. Gachot, P. Schott (2005), A Meteosat Second Generation Receiving, Processing and Storing Images System Developed by Engineer Students, in Proceedings of IEEE International Geoscience and Remote Sensing Symposium, July 25-29, 2005 (IGARSS'05), Seoul (Korea), Volume 5, p. 3159-3162.

Conferences and workshops with abstracts reviewing

Here are listed presentations in conferences and workshops based on reviewing of an abstract, without publication of proceedings.

  1. J. Cornebise (2012), Practicalities in Implementing Adaptive Particle MCMC, International Society for Bayesian Analysis (ISBA 2012), Invited session on Application of Particle Filtering and Sequential Update, June 25-29, 2012, Kyoto (Japan)
  2. J. Cornebise, E. Moulines, J. Olsson (2011), Adaptive Sequential Monte Carlo Methods, Joint Statistical Meeting, August 1-4, 2011, Miami Beach (Florida, USA)
  3. J. Cornebise, M. Girolami (2011), Exploiting Geometry to Design MCMC Methods for Nonlinear Dynamic Systems, Workshop on Geometric and Algebraic Statistics 3 (WOGAS), April 5-7, 2011, Warwick (UK)
  4. J. Cornebise, G.W. Peters, A. Doucet (2011), Stochastic Mixed Effects via Particle MCMC, 2nd International Symposium on Biopharmaceutical Statistics (ISBS), March 1-5, 2011, Berlin (Germany)
  5. J. Cornebise, G.W. Peters, A. Doucet (2010), Field Report: Adaptive Particle MCMC for Mixed Effect Models and Stochastic Differential Equations, NIPS 2010 Workshop Monte Carlo Methods, December 10-11, 2010, Whistler (BC, Canada)
  6. J. Cornebise, A. Doucet (2010), Stochastic Differential Equations for Population PK/PD: Why, and How To Infer with Particle MCMC, Workshop on Bayesian Semiparametrics for PK/PD inference, SAMSI, July 12-24, 2010, Durham (North Carolina, USA).
  7. J. Cornebise, A. Doucet (2010), Inference for Mixed-Effects Stochastic Differential Equations with Particle MCMC, ISBA-Valencia Meeting 2010, June 3-8, 2010, Benidorm (Spain)
  8. J. Cornebise, O. Ratmann (2009), Auxiliary SMC Samplers and Applications to ABC/PRC, Transition Workshop of 2008-09 Program on Sequential Monte Carlo Methods at SAMSI, November 9-10, 2009, Durham (North Carolina, USA).
  9. J. Cornebise, E. Moulines, J. Olsson (2009), Adaptation of the Proposal in SMC Methods: KLD-based Criterions and Adaptive Algorithms, INFORMS Applied Probability Society conference, Cornell University, July 12-15, 2009, Ithaca (NY, USA)
  10. J. Cornebise, E. Moulines, J. Olsson (2009), Adaptive Design of Transition Kernels in Sequential Monte Carlo Methods, Joint Statistical Meeting, August 1-6, 2009, Washington (DC, USA)
  11. J. Cornebise, E. Moulines, J. Olsson (2008), Adaptive Methods for Sequential Importance Sampling with Application to State Space Models, Opening Workshop of 2008-09 Program on Sequential Monte Carlo Methods at SAMSI, September 7-10, 2008, Durham (North Carolina, USA).
    Poster available after the workshop.
  12. J. Cornebise, E. Moulines, J. Olsson (2008), Adaptive Methods for Sequential Importance Sampling with Application to State Space Models, Journées Modélisation Aléatoire et Statistique (MAS) de la SMAI, August 27-29, 2008, Rennes (France).
    Slides available after the talk given by J. Olsson.
  13. J. Cornebise, E. Moulines, J. Olsson (2007), Adaptive Refueling in Particle Filter Algorithms, Workshop New directions in Monte Carlo Methods, Fleurance (France), June 25-29, 2007.
    Slides of the talk.
  14. J. Cornebise, R. Douc, E. Moulines (2006), Limit Theorems for Particle Approximations with applications to branching, Workshop on Sequential Monte Carlo Methods: filtering and other applications (SMC 2006) , Oxford (UK), July 3-5, 2006.
    Slides of the talk given by E. Moulines.
  15. J. Cornebise, B. Boulanger (2005), Dynamic Systems as Intractable Systems of Differential Equations: Design of Experiments. Poster presented at the joint Pharmacokinetics UK and Rosenön Meeting (PKUK 2005), Brighton (UK), November 23-25, 2005.
  16. S. Glatt, J. Cornebise, B. Boulanger, I. Gueorguieva (2005), Optimal Design for First in Human Studies to Investigate the Pharmacokinetic/Pharmacodynamic Behaviour of TGF-beta RI Kinase Inhibitor, talk given at the joint Pharmacokinetics UK and Rosenön Meeting (PKUK 2005), Brighton (UK), November 23-25, 2005.
  17. J. Cornebise, M. Maumy, P. Girard (2005), Une Implémentation Pratique de l'Echantillonneur de Gibbs : Application à la Détermination de Spécifications dans l'Industrie Agro-alimentaire, talk given at the Premières Rencontres de Jeunes Statisticiens, Aussois (France), August 29 - September 2, 2005.
    Slides of the talk.

Seminars and talks

Finally, talks in periodic seminars where an invitation from the organizer replaces any reviewing.

  1. March 26, 2012, MCMC Particulaire Adaptatif et Modèles à Effets Mixtes Stochastiques, UMR AgrosParisTech/INRA 518, Department of Applied Mathematics and Computer Science, Paris (France)
  2. January 25, 2011, Adaptive Particle MCMC and Stochastic Mixed Effects Models, Department of Statistical Science, University College London, London (UK)
  3. September 27, 2010, Monte-Carlo Inference for Population Pharmaco(kinetic|dynamics), Laboratory for Computational Intelligence Forum, University of British Columbia, Vancouver (BC, Canada)
  4. August 23, 2010, Stochastic Mixed Effects Models with Particle Markov Chain Monte Carlo in Pharmacokinetics/Pharmacodynamics, CSIRO-CMIS, Sydney (Australia)
  5. August 13, 2010, Stochastic Mixed Effects Models with Particle Markov Chain Monte Carlo in Pharmacokinetics/Pharmacodynamics, Statistics Seminar Series, University of New South Wales, Sydney (Australia)
  6. February 1, 2010, Auxiliary SMC Samplers and Applications to Approximate Bayesian Computation, Department of Statistical Sciences, Duke University, Durham (NC, USA)
  7. October 19, 2009, Adaptation and Sequential Monte Carlo algorithms: new theory and algorithms, Probability and Random Systems Seminar, Department of Mathematics, North Carolina State University, Raleigh (NC, USA)
  8. September 4, 2009, Adaptation and Sequential Monte Carlo algorithms: from theory to practice, Department of Statistical Sciences, Duke University, Durham (NC, USA)
  9. July 16, 2009, How to adapt Sequential Monte Carlo algorithms, Department of Statistics Seminar, Cornell University, (NY, USA)
  10. May 18, 2009, Recent breakthrough in adaptive sequential Monte Carlo methods, , Parisian seminar of Statistics, Institut Henri Poincaré, Paris (France)
  11. January 29, 2009, Adaptive proposal kernels in sequential Monte Carlo, Seminar of Big'MC ANR project, Institut Henri Poincaré, Paris (France)
  12. October 31, 2008, How to catch a submarine and a plane with the same tool, Undergraduate workshop, SAMSI (NC, USA)
  13. October 28, 2008, Challenges in the SMC Tracking workgroup, Graduate and Postdoctoral seminar, SAMSI, North Carolina (USA)
  14. October 17, 2008, Analysis of quality criterions and adaptive methods in sequential importance sampling, Population Monte-Carlo workgroup meeting, SAMSI, (NC, USA)
  15. March 14, 2008, Adaptive Methods for Sequential Importance Sampling with Application to State Space Models, Seminar of Mathematical Statistics Department from Center for Mathematical Sciences, Lund University (LU)/Lund Technical Institute (LTH) (Sweden).
    Slides of the talk.
  16. December 19, 2007, Comment Attraper un Sous-Marin ou une Introduction Élémentaire aux Méthodes de Monte-Carlo Séquentiel, Groupe de Travail des Thésards du LSTA (GTT LSTA), Chevaleret, Paris (France).
  17. May 5, 2006, Planification Non-Linéaire Optimale d'Expériences: Introduction et Application en Pharmacologie, Groupe de Travail des Thésards du LSTA (GTT LSTA), Chevaleret, Paris (France).

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