Prof Christophe Andrieu
Head of Statistics Group
Department of Mathematics
University Walk, Clifton, Bristol BS8 1TW, U.K.
- MEng Telecommunications Engine
- EPSRC Advanced Research Fellowship (2005-2010)
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
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.