I am a Post-doctoral Research Fellow at the University of Oxford, in the Department of Statistics. In July I will start a position in Harvard University, as an Assistant Professor of Statistics.
Research interests: Sequential and Markov Chain Monte Carlo methods for Bayesian Statistics. I am especially interested in the methodological side of the field: finding new algorithms to tackle computational problems arising in Bayesian Statistics, for instance in high-dimensional, non-linear dynamical systems, or multi-modal static problems. I also try to contribute to the theory supporting the methods, and to more computational aspects such as parallel computing.
Email: pierre.jacob.work at gmail, or pierre.jacob at stats.ox.ac.uk.