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.
Projects I’m currently involved with
B3DCMB: big bang from big data (funded by ANR)
Laplace’s demon: seminar about Bayesian machine learning at scale (supported by Criteo)
I am currently an Associate editor for:
Annals of Statistics
Journal of the Royal Statistical Series B
I rarely find the time to review extra papers for other journals, sorry.
- forthcoming book on Sequential Monte Carlo, see here.