My main line of research is in Bayesian computational methodology with a particular emphasis on the development of Monte Carlo based approaches for complex and high-dimensional problems. My interests include (but are not limited to): Bayesian statistics, Monte-Carlo methods (MCMC, SMC), High-dimensional systems, Spatio-temporal modeling and inference, Inverse problems, Tracking, ...

More details in my CV


2020-2023 Research contract with Total [principal investigator]
On the combination of statistical models and neural networks for time-series modeling
2018-2020 Research contract with CEA/DAM [principal investigator]
Sequential Statistical Methods to identify sources of pollution
2017-2021 ANR JCJC project [participant]
PISCES - Adaptive importance sampling methods for Bayesian inference in complex systems
2016-2020 ANR JCJC project [participant]
BoB - Bayes on a Budget - big data and expensive models. Collaboration with Painleve Lab. (Univ. Lille), INRIA Lille
2015-2016 French / Singaporean cooperation project [principal investigator]
Statistical Models and Methods for Urban Air Pollution Forecasting using Participatory Sensing. Collaboration with A*STAR (Singapore)
2015-2016 ``Futur & Ruptures'' project [principal investigator]
SMART: From data to knowledge: Statistical Modeling and Estimation of Heterogeneous Sensor Data. Collaboration with University College London (UK), Sheffield University (UK), A*STAR (Singapore)
2013-2017 ANR project BNPSI [participant] (Website)
Bayesian NonParametric methods for Signal and Image processing (Collaboration with Alea Team (INRIA Bordeaux), IMS (University of Bordeaux), IRIT (University of Toulouse), CEA-LIST)
2012 BQR project supported by both University of Lille1 and Centrale Lille
Models and Methods for Sensor Networks: Collaboration with Alea Team (INRIA Bordeaux), IMS (University of Bordeaux), IRIT (University of Toulouse), CEA-LIST
2012-2013 Research contract with CEA/DAM [principal investigator]
Statistical Methods for estimating sources of pollution
2011-2012 MALICE (funded by the GIS 3SGS, FR)
Source Term Estimation methods (Leader - Collaboration CEA/DAM and UTT)
2011-2012 DISCOVER (funded by the Institut TELECOM, FR)
Multiple objects tracking in video (Leader - Collaboration INRETS)
2008-2009 Tracking Cluster Project
Data and Information Fusion Defence Technology Centre (DIF/DTC), UK : Bayesian tracking methods for coordinated group motion.
2008-2009 Program on Sequential Monte-Carlo methods
SAMSI, USA, Tracking Working group : Multi-Target tracking, Source term estimation/Plume tracking and Biological imaging...
Leader of the Multi-Target tracking subgroup.


  • Gareth W. Peters, Chair Professor - Heriot-Watt University, Edinburgh, UK
  • Ido Nevat, Researcher - A*STAR, Sense and Sense Abilities Group, Singapore
  • Tomoko Matsui, Professor - Institute of Statistical Mathematics (ISM), Tokyo - Japan
  • Victor Elvira, Reader - University of Edinburgh - UK
  • Simon Godsill, Professor - University of Cambridge, United Kingdom
  • Lyudmila Mihaylova, Professor - Lancaster University, United Kingdom
  • Avishy Carmi, Research Fellow - Israel Institute of Technology / Technion , Israel
  • Julien Cornebise, Research Associate - University College London, United Kingdom
  • Hichem Snoussi, Professor - UTT, France
  • Louahdi Khoudour, Researcher - INRETS, France


PhD Students

  • Min RUI (since 2018) co-supervised with Christelle Garnier (IMT Lille Douai) and John Klein (Univ. Lille): ``Models and Monte-Carlo methods for tracking in high dimensional spaces''
  • Roméo Tayewo (since 2019): ``Statistical Optimality of Decision Rules for Humans and Rational Machines Interacting Together''
  • Samir Orujov (since 2020) co-supervised with Audrey Poterie (UBS) and Victor Elvira (Univ. Edinburgh, UK) ``On the combination of statistical models and neural networks for time-series modeling''
  • Yann Guguen(since 2020) co-supervised with Audrey Poterie (UBS) ``Statistical Learning an Random Forest for spatio-temporal data''
  • Clément Bonet (since 2020) co-supervised with Nicolas Courty (UBS) and Lucas Drumetz (IMT Atlantique) ``Bridging the gap between stochastic methods and deep learning''

Past Students / Researchers

  • Roland Lamberti (2015-2018) co-supervised with F. Desbouvries and Y. Petetin
  • Harizo Rajaona (2013-2016) co-supervised with Y. Delignon and in collaboration with CEA & ARIA Technologies.
  • Thi Le Thu NGUYEN (Phd Student 2011-2014) : SMC Samplers for Bayesian Inference in Complex Systems
  • Adrien ICKOWICZ (Post-Doc 2011-2012) : now Postdoc researcher at CSIRO Mathematics, Informatics, Statistics (Australia)
  • Nghi TRUONG (Post-doc 2011-2012) : now Lecturer at Ho Chi Minh City University of Technology, Vietnam.

More details in my CV