I am a Professor of Data Sciences/Statistics/Machine Learning at ENSAE, Institut Polytechnique de Paris.

I am interested in all aspects of Bayesian computation, that is algorithms to perform Bayesian inference, including:

  • Monte Carlo methods: particularly Sequential Monte Carlo, but also plain and Markov chain Monte Carlo;

  • fast approximations: e.g. Expectation Propagation and variational Bayes.


  • new book on Sequential Monte Carlo, see here.

Editorial responsibilities

I am currently an Associate editor for:

I rarely find the time to review extra papers for other journals, sorry.

Other things I’m involved with

  • B3DCMB: big bang from big data (funded by ANR)

  • Laplace’s demon: seminar about Bayesian machine learning at scale (supported by Criteo)