About me
I am an associate professor in the Department of Mathematics and Statistics of Université de Montréal. From December 2019 to June 2025, I was an assistant professor in the same department. From October 2017 to October 2019, I was a postdoctoral researcher at University of Oxford, working with Arnaud Doucet on non-reversible jump algorithms.
I have a background in statistics (my MSc and PhD are in statistics). I also have a certain background in actuarial science (I have a BSc in actuarial science and I am Associate of the Society of Actuaries). My research interests are:
- Bayesian inference,
- in particular, robust inference in the presence of outliers,
- computational statistics,
- in particular, Markov chain Monte Carlo methods.
I also have an interest for the application of the methodology I develop in actuarial science. For a list of my preprints and publications, please see the research section of my website.
Advertisement: I am always looking for students with a strong background in either: theoretical statistics, applied statistics and actuarial science, or computer science (to develop R or Python packages for a user-friendly and efficient implementation of the developed methods). There exist multiple funding opportunities. In particular, I obtained grants that are dedicated to the funding of world-class MSc and PhD students, and postdoctoral researchers (see News for more details about the grants). Also, prospective students and postdocs can apply for scholarships such as NSERC and FRQNT. Please do not hesitate to contact me if you are interested in my research. I aim to provide an environment to my students that is equitable, inclusive and diversified. In particular, recruiting will be done according to Université de Montréal’s Equity, Diversity and Inclusion policy.