Welcome

I am a professor of statistics at ESSEC Business School, in Paris, France. You can find my CV here, not always up-to-date.

I develop methods for statistical inference, time series analysis, Monte Carlo, methods to compare models or to estimate latent variables. At ESSEC I teach courses on forecasting and statistics in general.  I am also coordinating the PhD track in Data Analytics. 

I am also the secretary of the Research Section Committee of the Royal Statistical Society, and an Associate Editor of the Journal of the Royal Statistical Society: Series B.

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 Solving the Poisson equation using coupled Markov chains, with Randal Douc, Anthony Lee and Dootika Vats (v3 from September 2024).

Optimal Transport Cargese Workshop (April 8-12, 2024).

Email: pierre.jacob.work at gmail.com.

Personal blog here. I am on "mathstodon" at @pierrejacob.