Hai Dang DAU
PhD student in Statistics
- Address : Center for Research in Economics and Statistics,
5 avenue Henry Le Chatelier, Palaiseau - Office: 3015
- E-mail: hai-dang.dau AT ensae DOT fr
Short Biography
I started working on a PhD thesis under the supervision of Nicolas Chopin in 2019. This PhD project focuses on various aspects of Sequential Monte Carlo methods (particle filters, and beyond). I graduated from Ecole Polytechnique (2015-2019) with an engineering degree specialized in Applied Mathematics and Data Science. Before that, I studied Mathematics at Hanoi University of Natural Sciences (2012-2015).
Research Interests
-
Sequential Monte Carlo methods
Particle filtering
Particle smoothing
Parameter estimation
SMC Samplers -
Markov Chain Monte Carlo methods
Design of samplers
Theoretical guarantees -
Bayesian Inference