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Dr Alexandros Beskos

PositionReader in Statistics
Phone (external)02076798352
Phone (internal)48352
Email(*)a.beskos
Personal webpagehttps://www.ucl.ac.uk/statistics/people/alexandrosbeskos
ThemesComputational Statistics, Stochastic Modelling of Complex Systems

* @ucl.ac.uk

Alexandros Beskos…

 

 

Biographical Details

Since 2015: Reader in Statistics, Department of Statistical Science, UCL.

Since 2017: Research Fellow, Alan Turing Institute.

2020-21: Visiting Associate Professor, Yale-NUS College, Singapore.

2014-15: Visiting Researcher, Engineering Department, Signal Processing & Communications Laboratory, University of Cambridge.

2013-14: Associate Professor, Department of Statistics & Applied Probability, National University of Singapore, Singapore.

2012-13: Senior Lecturer in Statistics, Department of Statistical ScienceUCL.

2008-12: Lecturer in Statistics, Department of Statistical Science, UCL.

2007-08: Research Fellow, Centre for Research in Statistical Methodology (CRiSM), Department of Statistics, University of Warwick.

2005-08: Research Fellow, under EPSRC grant, Mathematics Institute, University of Warwick

2002-05: PhD in Statistics, supervisor Professor Gareth Roberts, Department of Mathematics and Statistics, Lancaster University.

 

Research Interests

  • Bayesian Statistics
  • Computational Statistics 
  • Machine Learning 
  • Stochastic Volatility 
  • Financial Statistics
  • Inverse Problems
  • Filtering
  • Econometrics
  • Biostatistics
  • Graphical Models
  • Epigenetics
  • Population Models

 

Current & Past PhD Students

  • Since 2020: Christopher Stanton, UCL; funded by EPSRC DTP, UCL Studentships Award.
  • Since 2018: Warrick Poklewski-Koziell (Part-Time), UCL; funded by Centre for Doctoral Training in Financial Computing & Data Science.
  • 2016-20: Shouto Yonekura, UCL & Alan Turing Institute; funded by Alan Turing Institute | Current position: Lecturer (with Tenure) in Statistics, Chiba University, Japan.
  • Since 2015: Neil Foster (Part-Time), UCL; funded by UCL & Channel 4.
  • 2012-16: Samuel Livingstone (Co-Supervisor), UCL; funded by Xerox | Current position: Lecturer in Statistics, Department of Statistical Science, UCL.
  • 2009-14: Erik Pazos, UCL; funded by EPSRC DTP, UCL Studentships Award | Current position: Senior Consultant - Data Science, QuantumBlack, McKinsey & Company, London.

 

Current & Past Post-Doctoral Researchers

 

Publications

* For an up-to-date complete list of publications, see my Google Scholar webpage:

https://scholar.google.co.uk/citations?user=EZGoin0AAAAJ&hl=en

 

Submitted Manuscripts

 

Grants & Awards

  • Co-Investigator | Alan Turing Institute Grant, PI: Prof Serge Guillas, UCL, 2019-21 | Title: Real-Time Advanced Data assimilation for Digital Simulation of Numerical Twins on HPC (RADDISH) | Value, £225,000.

  • Principal Investigator | Leverhulme Trust Prize, 5 years, 1 Post-Doc, 2015-20 | 1 of 5 prizes awarded in Mathematics & Statistics from the Leverhulme Trust in 2014 | Value, £100,000.

  • Co-Investigator | EPSRC Standard Grant, 5 years, PI: Prof Maria De Iorio, UCL,1 Post-Doc, 2013-18 | EP/K01501X/1: Advanced Stochastic Computation for Inference from Tree, Graph & Network Models | EPSRC Contribution, £408,546.

  • Principal Investigator | EPSRC First Grant, 1 year, 1 Post-Doc, 2012-13 | EP/J01365X/1: Sequential Monte Carlo Methods for Applications in High Dimensions | EPSRC Contribution, £98,868.