Welcome



I am an Assistant Professor of Statistics at Harvard University.

Research interests: 
  • 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