Personal Information

NEWS: I have a new web-site on github. I will delete this one in a few months.

I am a professor of Statistics at the ENSAE since 2006. Before that I was a lecturer at the Department of Mathematics of Bristol University (UK). My main research interest is SMC (Sequential Monte Carlo, aka particle filtering), but I am also interested more generally in Monte Carlo, Bayesian Statistics, and Bayesian machine learning.

New book on SMC (with Omiros) available for pre-order here.