Hi,
a little web page to talk about what I do and my professional interests. I currently work as an Associate Director at Barclays Wealth in London.
I manage a research group focused on the application of Bayesian Reasoning and Statistical Machine Learning to finance and investment. And I do research in inference and learning on probabilistic graphical models and Bayesian networks.
I applied my research work on many applications:
Relevancy for Statistical Information Retrieval for Web search engine (at France Telecom) and analysis of non-informative words (like the,a, to, for, in, on, etc...) for improving the relevancy of search engines without bloating them with billions of unuseful words using probabilistic reasoning and graphical models.
Learning
the structure of graphical
models for sensor networks and monitoring of physical measurements in a building (like temp., humidity, light, etc...)
Distributed bayesian inference and diagnosis, monitoring very large networks of computers to counter threats like virus propagation (with Intel)
Sensor Networks, learning spatial-temporal models of sensors networks and monitoring (with Intel)
Medical Diagnosis, inference and learning of dynamic baysian networks for telemedicine, i.e. remote diagnosis of remote patients. My Phd Thesis (in french) is about telemedicine, data fusion and time-series analysis of at-home dialysis patients data with dynamic bayesian networks.
Multiple target tracking for aircraft identification using their radar trajectory (with D.C.N. (now Thales) and the french Navy)
