He is a Professor of Data Sciences, Statistics, and Machine Learning at ENSAE, Institut Polytechnique de Paris.

He is particularly interested in all aspects of Bayesian computation—that is, algorithms for performing Bayesian inference—including:

• Monte Carlo methods: particularly Sequential Monte Carlo, but also standard, quasi-, and Markov chain Monte Carlo;

• Fast approximations: such as Expectation Propagation and Variational Bayes.