Research interests focus on stochastic processes (mainly diffusions) and point processes from modeling, numerical, probabilistic, and statistical perspectives
Particularly interested in the interface between numerics and statistics in simulation-based inference methods, applied primarily to neuroscience, physiology, cognitive psychology, and biology
Recently developed interest in parallel-in-time (PinT) numerical schemes
Works on statistical inference for fully or partially observed stochastic processes
Active researcher in Approximate Bayesian Computation (ABC)