Monte Carlo methods, particularly sequential Monte Carlo (particle filters), but also Markov chain Monte Carlo
Probabilistic Machine Learning
Nicolas Chopin is a Professor of Data Sciences at the ENSAE since 2006. Before that he was a lecturer at Bristol University (2003-2006). He obtained his PhD at Université Paris VI in 2003 (for which he was awarded the 2002 Savage award for best doctoral dissertation in Bayesian Statistics), and his HDR (habilitation à diriger des recherches) in 2010. He co-authored one book (with Omiros Papaspilioupos: an introduction to Sequential Monte Carlo, Springer) and more than 50 research papers on Bayesian computation and related methods. He is currently an associate editor for the Annals of Statistics, Biometrika, and the Journal of the Royal Statistical Society (series B), and formerly an associate editor for Statistics and Computing, and Statistical Methods and Applications, and the secretary of the research section of the Royal Statistical Society.