I am a statistician working on Generalized Additive Models (GAMs) at the University of Bristol. Broadly, my research aims at developing new statistical methodology and software (mainly R packages) for tackling interesting scientific and industrial problems. I am particularly interested in forecasting applications in the electricity industry, and this part of my work is performed in collaboration with Électricité de France (EDF) R&D. My other research interests are intractable likelihoods and importance sampling.
I am currently to supervising the following PhD students:
Beside doing research, I enjoy teaching short courses on GAM modelling, so if you are interested in organizing one don’t hesitate to contact me.