Welcome to Remi's page


Research interests

  • Econometrics
    • Clustering and latent features models
    • Bayesian Econometrics
    • Sequential Monte Carlo (SMC) / Markov Chain Monte Carlo (MCMC) simulation
  • Empirical Industrial Organization
    • Demand Prediction
  • Quantitative Marketing
    • Discrete Choice
    • Behavioral Models

Current work

"Bayesian Non Parametric Inference For Discrete Choice Experiments Using Multi-Dimensional Clustering",
with William J. McCausland (extended abstract).

"Optimal Bayesian Inference for Experiments with Sequential-Monte Carlo Methods" (In progress)

"Inference with Hamiltonian Sequential Monte Carlo Simulators" (Paper Sept 2016 , C++/CUDA code)

"Big Data for Demand Estimation: a Bi-Clustering Approach"
with Gourieroux C. (In progress)

"Correcting for Sequential Dependence in Experiments: an Application to Cumulative Prospect Theory" (In progress)

Contact information

Department of Economics
150 St George Street
Toronto, ON M5S 3G7