Personal Information

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.

Here are my cv, my list of publications and my Google Scholar profile. New book on SMC (with Omiros) available for pre-order here.