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).

Sequential Monte Carlo methods

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

Markov Chain Monte Carlo methods

• Design of samplers
• Theoretical guarantees

Bayesian Inference