​

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 Monte Carlo (HMC)

• Variants of Langevin dynamics (such as MALA)

• Non-reversible Markov processes and MCMC methods

• Other gradient, geometry and informed ideas in 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)

​

I am looking to expand into different application areas within health and beyond, so feel free to get in touch if you have an exciting modelling problem.