Welcome

My new website is here: https://pierrejacob.org/ . This page will not be updated anymore.

I am a professor of statistics in the Department of Information Systems, Data Analytics and Operations at ESSEC Business School, in Paris, France. Welcome to my personal webpage.

The up-to-date list of my research articles is on Google Scholar here.

If you'd like to read one of my recent articles, I'd recommend On importance sampling and independent Metropolis-Hastings with an unbounded weight function, with George Deligiannidis, El Mahdi Khribch and Guanyang Wang (v2 from June 2025).

News: I got an ERC Consolidator Grant! This means much more research on unbiased MCMC, with PhD and postdoctoral scholarships in 2025-2030.