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, ...
2020-2023Research contract with Total [principal investigator]
On the combination of statistical models and neural networks for time-series modeling
2018-2020Research contract with CEA/DAM [principal investigator]
Sequential Statistical Methods to identify sources of pollution
2017-2021ANR JCJC project [participant]
PISCES - Adaptive importance sampling methods for Bayesian inference in complex systems
2016-2020ANR JCJC project [participant]
BoB - Bayes on a Budget - big data and expensive models. Collaboration with Painleve Lab. (Univ. Lille), INRIA Lille
2015-2016French / 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)
2013-2017ANR 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)
2012BQR 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
2012-2013Research contract with CEA/DAM [principal investigator]
Statistical Methods for estimating sources of pollution
2011-2012MALICE (funded by the GIS 3SGS, FR)
Source Term Estimation methods (Leader - Collaboration CEA/DAM and UTT)
2011-2012DISCOVER (funded by the Institut TELECOM, FR)
Multiple objects tracking in video (Leader - Collaboration INRETS)
2008-2009Tracking Cluster Project
Data and Information Fusion Defence Technology Centre (DIF/DTC), UK : Bayesian tracking methods for coordinated group motion.
2008-2009Program 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
- 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.