• Olivier Cappé, Aurélien Garivier, and Emilie Kaufmann. py/maBandits: matlab and python packages for multi-armed bandits, June 2012.
• Emilie Kaufmann, Olivier Cappé, and Aurélien Garivier. On Bayesian upper confidence bounds for bandit problems. In Proc. AISTATS, JMLR W&CP, volume 22, pages 592–600, La Palma, Canary Islands, April 21–23 2012.
• Rémi Bardenet, Olivier Cappé, Gersende Fort, and Balázs Kégl. Adaptive metropolis with online relabeling. In Proc. AISTATS, JMLR W&CP, volume 22, pages 91–99, La Palma, Canary Islands, April 21–23 2012.
• David Rohde, Olivier Cappé, and Onur Dikmen. The simulated online EM algorithm for latent factor models. In Brazilian Meeting on Bayesian Statistics, volume 1490, pages 294–303, Amparo-SP, Brazil, March 18–22 2012. AIP Conf. Proc.
• Alexandre Lung-Yut-Fong, Céline Lévy-Leduc, and Olivier Cappé. Distributed detection/localization of change-points in high-dimensional network traffic data. Statist. Comput., 22(12):485–496, March 2012. (DOI)