|Phone (external)||+44(0)20 7679 1858|
|Themes||Computational Statistics, General Theory and Methodology, Stochastic Modelling and Time Series|
I have been a lecturer in Statistics at UCL since January 2018. Before that I was a postdoctoral researcher with Christophe Andrieu at the University of Bristol, as part of the 'i-like: intractable likelihood' project, and before that I was a PhD student at UCL, supervised by Mark Girolami and Alex Beskos. In a previous life I worked as a transport planner specialising in demand and revenue forecasting.
My primary research area is Bayesian computation, with a particular focus on Monte Carlo methods. I am also interested privacy-preserving statistical methods, and the general development of mathematical/statistical models for interesting applications.
- The Geometric Foundations of Hamiltonian Monte Carlo, with Michael Betancourt, Simon Byrne and Mark Girolami, Bernoulli 23 (4A), 2257-2298.
- Gradient-free Hamiltonian Monte Carlo with efficient kernel exponential families, with Heiko Strathmann, Dino Sejdinovic, Zoltan Szabo and Arthur Gretton, Advances in Neural Information Processing Systems, 955-963.
- Information-geometric Markov chain Monte Carlo methods using diffusions, with Mark Girolami, Entropy 16 (6), 3074-3102.
- Langevin diffusions and the Metropolis-adjusted Langevin algorithm, with T Xifara, C Sherlock, S Byrne and M Girolami Statistics & Probability Letters 91, 14-19
- Kinetic energy choice in Hamiltonian/hybrid Monte Carlo, with Michael Faulkner and Gareth Roberts, submitted.
- On the geometric ergodicity of Hamiltonian Monte Carlo, with Michael Betancourt, Simon Byrne and Mark Girolami, submitted.
- Geometric ergodicity of the Random Walk Metropolis with position-dependent proposal covariance, submitted.