[4] Rousseau studied statistics and economics at ENSAE ParisTech, starting in pure mathematics but changing fields after taking a statistics class "because of all the interactions it has with other fields".

[1] She completed a doctorate in 1997 at Pierre and Marie Curie University.

Her dissertation, Asymptotic properties of Bayes estimates, was supervised by Christian Robert.

[6] In 2015 Rousseau won the inaugural Ethel Newbold Prize of the Bernoulli Society for Mathematical Statistics and Probability.

[1] In 2019, she was awarded a European Research Council (ERC) Advance Grant for her project "General theory for Big Bayes".