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.
Mail address
It’s best to use my cnrs address (first.last@math.cnrs.fr) to email me, as the ENSAE mail servers are not reliable.
Editorial responsibilities
I am currently one of the joint editors of JRSSB.
I do not have the time to review papers for other journals, sorry.