What is your field of research – briefly described?

I have developed estimation methods for random effects models or mixed models, in particular non-linear mixed models defined by differential systems. These models are widely used to quantify phenomena observed over time in several individuals. In particular, I have worked extensively on population pharmacokinetic and pharmacodynamics modelling, a crucial step in the drug development process. I am also interested in estimation methods for diffusion processes defined by stochastic differential equations.  I have also studied Hamiltonian Damping type diffusions that can model the motion of a particle or an individual. I have proposed new estimation methods whose theoretical properties I study, I develop algorithmic codes based on particle filters or numerical scheme of approximations of the diffusion, and I use these models to analyze real problems, for example in neuroscience or in the ecology of movement.

 

What are the research challenges in your field?

The challenges in the field of process statistics are numerous. The data we are now able to collect (in marine ecology, for example) are increasingly rich, and require increasingly complex models to understand them, and therefore increasingly precise statistical inference methods.

 

Why is this research area particularly interesting?

I find this field of research rich and stimulating, because stochastic processes are mathematical tools for understanding the variability of the world and robustness to environmental variations. I find them particularly well suited to modeling complex phenomena, for example, to better understand the effects of human activity.

 

What do you expect from your membership in the Royal Academy?

I have created and I am co-head of an international research network between France and Denmark in mathematics (MaDEF), funded by the French CNRS institute. This network encourages and finances collaborations between French and Danish mathematicians in order to consolidate the links between the two scientific communities.

I expect from my membership in the Royal Academy to enhance my knowledge of Danish scientific research, and the diversity and excellence of Danish researchers, and thus help strengthen ties with the French scientific community.

 

Tell us a bit about the person behind the researcher.

I am a very social, caring, and attentive person. I like things to be fair and well done. I like to involve people in a collective. I’m curious to discover new things, and always ready to participate in a new project that brings people together.