Academic Background
I obtained my PhD at Université Paris 6 in 1997, I was then 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 secunded at ENSAE.
I have been associate editor of a number of journals such as: Annals of Statistics, Bernoulli, JASA, Electronic Journal of Statistics and over the last two years I have been co- editor of Bayesian Analysis.
I have also participated to the statistical community through various activities in ISBA (International society of Bayesian Analysis) and in the IMS (Institute of Mathematical Statistics).
I am a fellow of ISBA and IMS, gave a Medallion lecture at IMS in 2017 and obtained the Ethel Newbold prize in 2015.
Undergraduate Teaching
Applied mathematics.
Postgraduate Teaching
Statistics.
Research Interests
I work on Bayesian statistics, studying the interactions between Bayesian and frequentist approaches. In particular I have worked on frequentist properties of Bayesian nonparametric 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.
Links
Subject notes for courses taught at Jesus College:
See also Professor Rousseau’s personal website.