Previously to becoming ICREA Research Professor I had been Research Associate at Lancaster and Oxford University, Assistant Professor at Warwick University, and Professor at UPF. I am currently the director of the Masters in Data Science and the Data Science Center at Barcelona GSE. I have extensively published in the top journals in Statistics, have served as Associate Editor for several journals and as of January 2018 as Deputy Editor for Biometrika. I has delivered more than 80 invited talks, and given courses at ENSAE in Paris, the Berlin Mathematical School, the Department of Mathematics at University of Copenhagen, and the Engineering Department at Osaka University. In 2010 I was awarded the Royal Statistical Society's Guy Medal in Bronze, which is arguably the highest distinction in Statistics in Europe.
I develop modern statistical methodology appropriate for problems that arise in Economics, Finance, the Social Sciences and Biology. A unifying theme in my research is the statistical estimation of highly structured stochastic models from partially informative observations using computational methods. The work I do is at the intersection of Statistics, Machine Learning, Applied Probability and Applied Mathematics. I am interested in phenomena that exhibit temporal dependence that can be modelled using stochastic processes, e.g. stochastic differential equations, hidden Markov models, state-space models, and cross-sectional dependence, which can be modelled using networks and partial differential equations. I like Bayesian statistics. My research has focused on the development of new algorithms for statistical inference in such settings, and the theoretical analysis of their properties. In particular, I have worked extensively on Monte Carlo methods.