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.
I am currently an Associate editor for:
I rarely find the time to review extra papers for other journals, sorry.