top of page

Research

​

I tend to divide my research time equally between doing mathematics with a pencil and paper, testing ideas numerically by doing some programming, and learning about different application areas.  The below summarises my current interests.​​

​

Bayesian Computation

This is my primary field of research.  I have dedicated a lot of my research to better understanding some Markov chain Monte Carlo algorithms (MCMC), such as:

​

  • Hamiltonian (HMC) and Langevin (MALA, ULA) Monte Carlo

  • Non-reversible Markov processes and MCMC methods

  • Intelligent MCMC on discrete state spaces (for e.g. variable selection)

  • Pre-conditioning & Adaptive MCMC

​

Recently a colleague and I developed a new gradient-based algorithm called The Barker Proposal. You can read more about it on my publications page.

​

​

Health Data Science

I work across application areas within health and biology. Some past/current projects are:

​

  • Inference and model selection for survival data in health economics

  • Analysis and modelling of human microbiome data

  • Modelling demand for children's ambulances services (in collaboration with Great Ormond Street hospital and UCL Clinical Operational Research Unit)

  • Modelling Rate of Oxygen efficiency in mechanically-ventilated ICU patients (together with Great Ormond Street hospital)

​

© 2023 by Samuel Livingstone. Proudly created with Wix.com

bottom of page