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