Research

From a wide perspective, I am interested in problems (methodology, applications) falling in the general area of applied probability and statistics.
More specifically, my research interests include:

• Monte-Carlo methods;
• simulation of Stochastic Differential Equations and Brownian motion;
• complexity of Markov chain Monte-Carlo (MCMC) methods;
• MCMC in high dimensions (for problems in physics).

You can have a look at my published work or preprints here:

• Publications.