I am an associate professor at University College London (UCL).  In my research I use tools from probability and mathematical analysis to study algorithms in Statistics and Machine Learning.  The field is often called CSML (computational statistics and machine learning).  I also do some more applied/methdological work in probabilistic modelling, particularly for health applications (see my research page for more).

 

I currently hold an EPSRC New Investigator Award entitled 'Robust and scalable Markov chain Monte Carlo for heterogeneous models'. See here for more details.

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In 2021 I was honoured to become the first UK recipient of the Blackwell--Rosenbluth award from the International Society for Bayesian Analysis. Press release here.

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I joined the department of Statistical Science in January 2018, after being a postdoctoral researcher at the University of Bristol, under Christophe Andrieu, as part of the i-like project, and before that a PhD student in Statistical Science at UCL, supervised by Mark Girolami and Alex Beskos. 

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I believe in Stigler's law of eponymy, and that the concept of multiple discovery/simultaneous invention is more closely aligned with the reality of scientific research than the heroic theory of invention that is dominant in popular culture. That being said, I still have a romantic view of academic life and strive for originality in my work.

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NEWS

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Dec 2023. New preprint 'Quantifying the effectiveness of linear preconditioning in Markov chain Monte Carlo' together with my student Max Hird. Well done Max!

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Dec 2023.  Our paper 'Structure learning with adaptive random neighbourhood informed MCMC' has been accepted for publication in NeurIPS2023. 

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Jun 2023. Our paper 'Sampling algorithms in statistical physics: a guide for statistics and machine learning' has been accepted for publication in Statistical Science.

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Sep 2022. Our paper 'Optimal design of the Barker proposal and other locally-balanced Metropolis--Hastings algorithms' has been accepted for publication in Biometrika.

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Aug 2022. New preprint 'Sampling algorithms in statistical physics: a guide for statistics and machine learning' (in collaboration with Michael Faulkner at University of Bristol).

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Aug 2022. Our work on Bayesian variable selection has been accepted for publication in Statistics and Computing. Congratulations Xitong!

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Aug 2022. Georgios Vasdekis has joined our group as a postdoctoral researcher.

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Nov 2021. I am hiring a postdoctoral researcher to work on MCMC theory and methodology.  The job advert is here: https://worldsbestpostdoc.com. Informal enquiries welcome, closing date 3rd Jan 2022.

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Oct 2021. My PhD student Xitong Liang has arXived a new preprint on MCMC for Bayesian variable selection, written together with myself and Jim Griffin. Avaiable here: https://arxiv.org/abs/2110.11747

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Oct 2021.  I am honoured to receive one of the inaugural Blackwell--Rosenbluth awards from the International Society for Bayesian Analysis. Press release: https://j-isba.github.io/blackwell-rosenbluth.html

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Oct 2021.  I am delighted to receive an EPSRC New Investigator Award to develop robust and scalable Monte Carlo methods for heterogeneous models.  As part of the grant I will be hiring a postdoctoral researcher, informal enquiries welcome.  More info: https://gow.epsrc.ukri.org/NGBOViewGrant.aspx?GrantRef=EP/V055380/1

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