Back to blogging

I'm not (quite) dead and intend to go back to posting stuff every now and then. Last July, I've also started a new job, as an assistant professor in the Department of Statistics at Harvard University, after having spent two years in Oxford. At some point, I might post something on the cultural difference between the European English and American communities of statisticians. In the coming weeks, I'll tell you all about a new paper entitled Coupling of Particle Filters, co-written with Fredrik Lindsten and Thomas B. Schön from Uppsala University in Sweden. We are excited about this coupling idea because it's simple and yet brings massive gains in many important aspects of inference for state space models (including both parameter inference and smoothing).