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Research interests

Research interests

  • The linear functional model and its interpretability.
  • Bayesian segmentation of series with a functional effect.
  • Variable selection for high-dimensional data, with a Bayesian approach.
  • Approximate Bayesian Computation (ABC) or Likelihhod-Free methods, in particular for the estimation of parameters of complex models.
  • MCMC algorithms: population-based MCMC algorithms, equi-energy sampler of Kou et al. (2006), Reversible Jump (RJMCMC).
Last update 2020-01-09.