Yves F. AtchadeI'm Associate Professor of Statistics at the University of Michigan Ann Arbor, Department of Statistics. My research interests lie in the broad area of statistical computing and modeling. The unifying theme is the development of computational methods to meet the needs in statistical modeling and the probabilitic analysis of these algorithms. I'm also always interested in scientific problems where these methods and models can be helpful.
- A central theme of my research is Monte Carlo methods; particularly methodological and theoretical aspects of adaptive Markov chain Monte Carlo (MCMC). The following review paper (in pdf) gives an introduction to adaptive MCMC. I'm currently interested in innovative approaches for combining MCMC and sequential Monte Carlo (SMC) algorithms.
- I'm currently also working on statistical models and algorithms for dealing with high-dimensional networks. In the long run, the goal is to make inference about large networks, as they arise for instance in biology and social sciences.
- I also have growing interest in data assimilation and data fusion problems in soil and environmental sciences.