I obtained my PhD from the University of Paris XI (Orsay) in 1997. I previously held academic positions at Cambridge University, Melbourne University, The Institute of Statistical Mathematics in Tokyo and the University of British Columbia where I was a Canada Research Chair in Stochastic Computation.

Research Interests:

• Bayesian statistics
• Stochastic simulations
• Sequential Monte Carlo
• Markov chain Monte Carlo
• Time series

I am primarily interested in the development and study of novel Monte Carlo methods for inference in complex stochastic models.