Julien CORNEBISE, PhD, Mathematical Consultant
Dr. Julien Cornebise
28 Old Brompton Road
London SW7 3SS
E-mail: julien AT cornebise.com
GPG Public key ID: 1024D/2D2BC3F8
News 28th June 2012: ISBA 2012 slides
The slides of my ISBA 2012 presentation Practicalities in Implementing Adaptive Particle MCMC
today June 28th are available for download on my research page
. Please do not hesitate to drop me an email
with feedback or to state your interest: that'll be very useful!
I am currently an independent consultant in Statistics and Applied Mathematics, offering expertise, advices, analysis, and software coding, both on the methodological and algorithmic aspects, in Bayesian and more classical statistics. Some of my current clients include pharmaceutical statistical and bio-statistical firms.
If you want to discuss how I can help you, please contact me, I will be glad to meet. I am also pooling expertise with some great colleagues at Scry Research, a loose-knit group of (mostly US-based) applied academic and industrial statisticians.
I also pursue active academic research, as described below.
CV in PDF provides more details about the following:
- 2011 to April 2012: Postdoctoral Research Associate
in the Department of Statistical Science of University College London (London, UK).
- 2009 to 2011: two-years joint Postdoctoral Fellow at University of British Columbia (Vancouver, Canada) and Statistical and Applied Mathematical Sciences Institute (SAMSI) (North Carolina, USA).
- 2005 to 2009: Ph.D. in Mathematical Sciences at University Paris VI and Telecom ParisTech. Recipient of the Savage Award 2010, category Theory and Methods, from ISBA.
- Before 2005: "Diplome d'Ingénieur" in Computer Science (Highest honors, ranked 1st/250) and, in parallel M.Sc. in Mathematical Statistics (Highest honors, ranked 1st/78).
- Over the course of those years, I have enjoyed leading quite a few responsibilities, and taught quite a few courses.
My expertise and current methdological research lies at the frontier of Computational (Bayesian) Statistics and Applied Probability.
- Approximate Bayesian Computation, for heavy simulation-based inference in cases where the likelihood cannot practically be evaluated.
- Advanced Markov Chain Monte Carlo (MCMC) methods, such as Adaptive MCMC i.e. self-tuning of these algorithms with respect to the data so as to maximize their efficiency, and Particle MCMC for static parameter inference in stochastic dynamic models.
- Sequential Monte Carlo (SMC) methods, especially theory and methods, with still a strong interest on concrete applications. This includes non-exhaustively SMC filtering for Hidden Markov Models, as well as SMC samplers for arbitrary districutions, ABC-SMC.
- Stochastic optimization, such as SAEM, MCEM, and its variants, especially useful in the former two points.
- Applications to biological/pharmaceutical models, in particular mixed-effect models combined with stochastic differential equations.
My additional scientific interests: I am most curious about, or even addicted to, everything involving mathematics or computer science. Although I had to realize years ago that understanding all of the maths is way out of reach, I am eager to discover (even elementarily) as much as I can. Especially - but in no way exclusively - in:
- Algorithmic - aftermath of participation to the wonderful ACM International Collegial Programming Contest,
- Combinatorial optimization-- especially by means of stochastic algorithms,
- or any other domain that can twist your mind to despair while you do not find the answer, and
finally seems horribly obvious once reached.
For more about all this, you are invited to check my publications list.
I have the great
honor of having received the Savage Award from
the International Society for Bayesian
Analysis (ISBA), category Theory and Methods, for my Ph.D. work. The final result were announced
at the Joint Statistical Meeting 2011.
I deposited my manuscript on March 10th, 2009, and defended my Ph.D. on June 25th, 2009.
- Its title is Adaptive Sequential Monte Carlo Methods and you can download the manuscript.
- My advisors were:
not forgetting my informal co-advisor and precious collaborator Dr. Jimmy Olsson (Lund University, Sweden).
- Pr. Eric Moulines, from
STA team of Laboratoire Traitement du Signal et des
Images (TSI), at Telecom ParisTech, and
- Pr. Paul Deheuvels, from Laboratoire de Statistique Théorique et Appliquée (LSTA), in University Pierre and Marie Curie - Paris 6,
- My defense's jury was:
- Pr. Paul DEHEUVELS (Advisor)
- Pr. Eric MOULINES (Advisor)
- Dr. Fabien CAMPILLO (Reviewer)
- Pr. Paul FEARNHEAD (Reviewer)
- Pr. Christophe ANDRIEU (Examiner)
- Pr. Gérard BIAU (President)
- Pr. Arnaud DOUCET (Examiner)
- Pr. Christian ROBERT (Examiner)
- I was funded by a french MNRT ministerial grant from October 2005 to October 2008, then by a CNRS contract from October 2008 to December 2008.
- Additionally, I was a moniteur (T.A.) in University Paris Diderot - Paris 7 from October 2005 to October 2008, as well as occasional chargé de cours (lecturer) at Telecom ParisTech in 2006--2007 and 2007--2008. More on this...
Next place to meet me
Want to chat ? Welcome ! You can either simply e-mail or phone me, so as to meet in my office or in café
- parisian cafés are excellent places to do maths, US and Canada did well too, now trying Londonian ones.
Last modified: 06/28/2012 04:35 AM