About me

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

I am particularly 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, quasi- and Markov chain Monte Carlo;

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

On this site you can find more information on the book I co-authored on SMC, the python library I am developing, particles, and a full list of my publications. I also blog from time to time.

Editorial responsibilities

I am currently an Associate editor of the following journals:

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