I am an Assistant Professor of Statistics at Harvard University.
- Computational statistics, such as designing and analyzing Monte Carlo algorithms for Bayesian inference, with parallel computing in mind.
- Non-linear dynamical systems and state space models.
- Sequential inference (i.e. updating inference as data arrive) and the associated computational challenges.
- Generative models and inference when the likelihood is intractable.
- Modularization in Bayesian inference and model misspecification.
I am not taking any interns over the summer (ever!).
Email: pjacob at fas.harvard.edu.
Phone: (617) 496-9259
Office: Science Center 712, 1 Oxford Street, Cambridge, MA 02138