Roles and subjects
Professor of Statistics
I got my PhD at Université Paris 6 in 1997, was Maître de conférence at Université Paris 5 from 1998 to 2004 and Professor at Université Paris Dauphine since 2004. From 2009 to 2014 I was on leave at ENSAE, were I hole a position of professor of statistics.
I have been in the past a member of the board of ISBA (International society of Bayesian Analysis), a member and chair of the prize committee, chair of the Savage award committee, secretary of the O’Bayes section at ISBA. I have been since 2012 program secretary of the IMS society.
I am a fellow of ISBA and IMS, gave a Medallion lecture at IMS in 2017 and obtained the Ethel Newbold prize in 2015.
I work on Bayesian statistics, studying the interractions between Bayesian and frequentist approaches. In particular I have worked on frequentist properties of Bayesian nonparametrics methods in large or infinite dimensional models.
I also work on some Monte Carlo algorithms to implement Bayesian procedures and I have worked on the elicitation of prior distributions using expert knowledge. Part of my research has been motivated by some applications in the areas of food risk, environmental statistics and reliability.
Subject notes for courses taught at Jesus College:
See also Professor Rousseau’s personal website.