Dr Hai-Dang Dau

Postdoctoral Researcher

About Me

I started working on a PhD thesis under the supervision of Nicolas Chopin in 2019. This PhD project focuses on various aspects of Sequential Monte Carlo methods (particle filters, and beyond). I graduated from Ecole Polytechnique (2015-2019) with an engineering degree specialized in Applied Mathematics and Data Science. Before that, I studied Mathematics at Hanoi University of Natural Sciences (2012-2015).

Research Interests

Sequential Monte Carlo methods

  • Particle filtering
  • Particle smoothing
  • Parameter estimation
  • SMC Samplers

Markov Chain Monte Carlo methods

  • Design of samplers
  • Theoretical guarantees

Bayesian Inference


Contact Details

Email: hai-dang.dau@stats.ox.ac.uk