Welcome

Welcome to my homepage!

I am an associate researcher (chargé de recherche) at Inria Grenoble - Rhône-Alpes in the Statify team and member of Laboratoire Jean Kuntzmann in Université Grenoble Alpes. Prior to that, I have been a postdoc at Bocconi University (Milan) and Collegio Carlo Alberto (Turin), and a statistician at Insee (French National Institute of Statistics and Economic Studies, Paris). I received my PhD in Applied Mathematics (Statistics) at Université Paris-Dauphine (with Judith Rousseau and Ghislaine Gayraud). I graduated from Ecole Polytechnique and ENSAE. I defended the French HDR in 2019. I am writing on the collaborative blog Statisfaction.

More in my CV.

Research interests

Bayesian Statistics: Approximations; Computation; Nonparametrics; Extreme value theory; Objective Bayes.

Bayesian Machine Learning: Bayesian neural networks; Variational inference.

Applications of the above in Environmental science, Neuroscience.

Associate editorship

Bayesian Analysis (2019- )

Australian and New Zealand Journal of Statistics (2019- )

Statistics & Probability Letters (2019- )

Computational Statistics & Data Analysis (2020- )

News

[Nov 27] Talk at Oaxaca OBayes workshop on Extreme value theory with noninformative priors & MCMC convergence diagnostic with a local R-hat. Video.

[Nov 20] Elected in the ISBA Board. Tweet.

[Oct 15] ISBA elections running until Nov 15. I'm a candidate for the board.

[Oct 1] Our Bayes-Duality project is launched with a funding of $2.76 million by Japan JST - French ANR. Follow @BayesDuality.

[Sept] Paper accepted at ACML: Bayesian neural network unit priors and generalized Weibull-tail property.

[Sept] New preprint: Approximate Bayesian computation with surrogate posteriors.

[Sept] New preprint: Identifying and correcting multiple sources of misspecification in GWAS summary statistics for polygenic scores.

[May] Paper accepted at ANZJS: BNPdensity: Bayesian nonparametric mixture modeling in R. Link to R package.

Contact Information

Email: first_name[dot]last_name[at]inria[dot]fr

Phone: (+33) 6 43 28 75 03

Office: Inria Grenoble Rhône-Alpes, 655 Avenue de l'Europe, 38330 Montbonnot-Saint-Martin, France.

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