I'm interested in Probabilistic Artificial Intelligence and Statistical Machine Learning with a particular focus on Probabilistic Graphical Models, Bayesian Inference, Time-Series modeling and also Bayesian non-parametrics models. The domains of applications are robotics, finance, natural language processing, medical analysis, search engine and information retrieval and target tracking.
I currently work on several domains but all closely related to problems in high-dimensions, with special interests in non-parametric learning and inference and variational methods.

Alongside my research interests, I have a passion for implementing models (most of the time in Matlab or C++). I'm currently working on a set of open-source libraries for inference and learning with probabilistic graphical models. I also maintain and improve a library for linear algebra computations,part of the Boost C++ project. Please check my research and open-source pages for more information.

Professional activities

Probabilistic Machine Learning and AI found applications in many industries. After working as a research scientist for several companies accros the world, I profitably switched to the world of finance and still continue applying and researching in my favourite domain to create new applications for the financial world.