Group & Collaborators

Research Group

Giorgios Vasdekis (Postdoc, 2022-), working on locally-balanced Markov chain Monte Carlo
Xitong Liang (PhD, 2019- ), working on Bayesian variable selection, co-supervised with Jim Griffin
Max Hird (PhD, 2020- ), working on adaptive MCMC
Luke Hardcastle (PhD, 2021-), working on Bayesian computation for survival models in Health Economics, co-supervised with Gianluca Baio

I am also secondary supervisor for Rajan Alexander (primary supervisor Yvo Pokern) and Yuga Iguchi (primary supervisor Alex Beskos).

MSc/UG Supervision:

2021/22

2020/21

MSc: Luke Hardcastle (quantifying exercise intensity in ICU patients), Kostas Giannakopoulos (ABC for factor copula models), Yuelin Zhao (robust simulation of SDEs)
UG: Anqi Sui (Machine learning for the microbiome), Ziheng Wang (continuous-time Markov chains)

2019/20

MSc: Max Hird (adaptive MCMC), Mengqing Xi (locally-balanced MCMC)
UG: Jordan Deenichin (Bayesian modelling in football, w/ Gianluca Baio), Xiaowen Huang (Machine learning for the microbiome), Eugenie Henry (modelling sports data)

2018/19

MSc: Eishita Yadav (Bayesian modelling of phylogenies, w/ Ioanna Manolopoulou), Zejing Shao (GAMs for ambulance demand modelling, w/ Christina Pagel), Chengling He (non-reversible MCMC)
UG: Zixin Shu (Machine learning for the microbiome), Daniel Morris (modelling sports data, w/ Gianluca Baio), Ziyi Jin (Markov chains and pseudo spectra, w/ Yvo Pokern)

2017/18

MSc: Akshay Bhatt (Bayesian model averaging), Ruhe Wang (encrypted machine learning), Zhengyu Xie (optimal scaling in MCMC), Ziyi Wang (GAMs for ambulance demand modelling, w/ Christina Pagel)
UG: Alexander Chan (mixing times in MCMC, summer project)

Collaborators

2018 onwards: I have worked with Christophe Andrieu, Anthony Lee & Michael Faulkner at Bristol, Jim Griffin & Gianluca Baio at UCL & Giacomo Zanella at Bocconi University. I also enjoy being part of the fantastic group of computational statisticians in the UCL Statistical Science department.

2015-18 (Postdoc): I worked directly with Christophe Andrieu at Bristol & Gareth Roberts at Warwick. I also collaborated with Michael Faulkner at Bristol and learned a lot from Nick Whiteley, Peter Green, Simon Wood, Jonty Rougier, Matteo Fasiolo, Ben Powell, Sourav Das, Marcelo Pereyra, James Ridgway, Yi Yu & Mathieu Gerber in the fantastic reading group discussions, as well as everyone in the i-like programme: Paul Fearnhead, Chris Holmes, David Firth, Helen Ogden, Murray Pollock, Louis Aslett, Wentao Li, Dootika Vats, Nick Tawn & Luke Kelly.

2012-15 (PhD): I was in the 'geometry for MCMC group' at UCL, working closely with Michael Betancourt, Simon Byrne, Mark Girolami & Alexandros Beskos. I also learned a lot from Krys Latuszynski & Gareth Roberts at Warwick, and worked with Heiko Strathmann, Dino Sejdinovic, Arthur Gretton & Zoltan Szabo at the Gatsby Unit, UCL.

2011-12 (MSc): I worked with Chris Sherlock and his PhD student Tatiana Xifara at Lancaster University.