My research interests are focused on computational statistics, data assimilation, and signal processing. More specifically, I am interested in Bayesian inference in state-space models as well as in Bayesian experimental design. I work on providing new techniques that run recursively (online) with reduced computational complexity (compared to the state-of-the-art methods) to obtain both parameter and state estimates. I'm also interested in the application of these probabilistic methods in different fields of science such as ecology, energy, geoscience, and climate.