|Phone (external)||+44(0)20 7679 1855|
|Themes||Computational Statistics, General Theory and Methodology|
I have been associate professor in Statistics at UCL since 2018. Previously, I was postdoctoral researcher working with Gareth Roberts and Wilfrid Kendall at Warwick University. Before that, I did my PhD in mathematics supervised by Andrew Stuart and a Masters at Paris XI with dissertation at the Max-Planck-Institute for Mathematics in the Sciences, Leipzig.
My work focuses on inference for diffusion processes including both parametric and nonparametric approaches with a particular interest in hypoelliptic diffusions and diffusions on manifolds. I also pursue Bayesian methodology, including Markov chain Monte Carlo and functional samplers. Recently, I got interested in statistical inference for Electron-Nuclear Double Resonance (ENDOR) Spectroscopy.
Present and Past Students
Mr Rajan Alexander,Mr Henrik Wiechers,
Ms Hanqing Cai (subsidiary supervision)
Dr Mai Ngoc Bui, now postdoctoral research fellow in early cancer detection at UCL Institute of Epidemiology & Health
Dr Nurul Ain Binti Toha (subsidiary supervision)
Dr Shouto Yonekura (subsidiary supervision)
Dr Tjun Yee Hoh, now lecturer in mathematics at Coventry University
Dr Jeremie Coullon, now working on Climate Modelling at Cervest
Dr Ah-Yeon Park (subsidiary supervision)
- Coullon, J., & Pokern, Y. Markov chain Monte Carlo for a hyperbolic Bayesian inverse problem in traffic flow modeling. Data-Centric Engineering, 3, E4 (2022).
- J. Wieditz, Y. Pokern, D. Schuhmacher, S. Huckemann, Characteristic and necessary minutiae in fingerprints, JRSS C, 24 pages (2021).
- M. Hiller, I. Tkach, H. Wiechers, B. Eltzner, S. Huckemann, Y. Pokern, M. Bennati, Distribution of H-beta Hyperfine Couplings in a Tyrosyl Radical Revealed by 263 GHz ENDOR Spectroscopy, Applied Magnetic Resonance (2021).
- Y. Pokern, B. Eltzner, S. Huckemann, C. Beeken, J. Stubbe, I. Tkach, M. Bennati, M. Hiller, Statistical Analysis of ENDOR Spectra, Proceedings of the National Academy of Sciences of the United States of America 118(27) (2021).
- J. Heng, A. Doucet, Y. Pokern, Gibbs flow for approximate transport with applications to Bayesian computation, JRSS B, 83(1) (2021).
- O. Papaspiliopoulos, Y. Pokern, G. O. Roberts, A. M. Stuart, Nonparametric estimation of diffusions: a differential equations approach, Biometrika, 99, 3 (2012).
- Y. Pokern, A. M. Stuart, P. Wiberg, Parameter estimation for partially observed hypoelliptic diffusions, JRSS B, 71, 1 (2009).