Education

MEng Telecommunications Engineering

Paris (1993)

MEng Signal and Image Processing

PhD Signal Processing

Paris (1998)

Honours

• EPSRC Advanced Research Fellowship (2005-2010)

Publications

Stability of stochastic approximation under verifiable conditions (2005)
C. Andrieu, É. Moulines and P. Priouret
SIAM Journal on Control and Optimisation vol: 44 , Issue: 1 , Pages: 283 - 312

On the ergodicity properties of some adaptive MCMC algorithms (2006)
C. Andrieu and E. Moulines
Annals of Applied Probability vol: 16 , Issue: 3

Full list of publications

Research Interests

I am a statistician with a background in electrical engineering. My work is mainly focused on the development of algorithms that are mostly probabilistic in nature in order to solve computational problems ranging from engineering to biology. My work involves creating new algorithms to meet the ever increasing complexity of models considered in various scientific fields, but also their rigourous mathematical analysis - this proves to be a fun way of doing probability which has the advantage of being potentially directly applicable to real problems.

Research Themes

• Applied Probability
• Bayesian Modelling & Analysis
• Monte Carlo Computation
• Optimisation under Uncertainty
• Statistical Signal Processing
• Time Series