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:
- Sequential Monte-Carlo;
- Markov chain Monte-Carlo;
- Bayesian Statistics;
- Monte-Carlo methods in high dimensions;
- Inverse Problems;
- Inference, applications and simulations for Stochastic Differential Equations;
- Fractional and White noise in Econometrics;
- Hidden Markov models;
- Biostatistics;
- Financial Statistics.
You can have a look at my published work and preprints at my google scholar webpage: