I am a professor of Statistics at 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'm also interested more generally in Monte Carlo, Bayesian Statistics, and Bayesian machine learning.
News: SMC2015 workshop on particle filtering in Paris, 26-28 Aug 2015, see here.
News: Mathieu Gerber and I presented our SQMC paper at the RSS ordinary meeting in London on 10 Dec 2014, see announcement and pdf.