He obtained his PhD from the University of Paris XI (Orsay) in 1997. He previously held academic positions at Cambridge University, Melbourne University, The Institute of Statistical Mathematics in Tokyo and the University of British Columbia where he was a Canada Research Chair in Stochastic Computation.

Research interests

Professor Arnaud Doucet’s research concerns numerical methods for the analysis of complex data sets. In particular, he has contributed to the development and study of sequential Monte Carlo and Markov chain Monte Carlo methods.