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:

• Google Scholar.