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.
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.
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.
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.
Sep 2022. Our paper 'Optimal design of the Barker proposal and other locally-balanced Metropolis--Hastings algorithms' has been accepted for publication in Biometrika.
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).
Aug 2022. Our work on Bayesian variable selection has been accepted for publication in Statistics and Computing. Congratulations Xitong!
Aug 2022. Georgios Vasdekis has joined our group as a postdoctoral researcher.
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.
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
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
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