Group & Collaborators
Research Group
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Xitong Liang (PhD, 2019- ), working on Bayesian variable selection, co-supervised with Jim Griffin
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Max Hird (PhD, 2020- ), working on adaptive MCMC
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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).
Former members:
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Giorgios Vasdekis (Postdoc, 2022-24). Now a lecturer at Newcastle University, UK.
MSc/UG Supervision:
2023/24
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MSc: Karan Garg (Hamiltonian Monte Carlo for multi-scale models)
2022/23
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MSc: Aayush Malik (Markov chain mixing times), Sara Guo (MCMC using couplings), Jonathan Wu (adaptive MCMC)
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UG: Evangelos Giorgiadis (Machine learning for the microbiome), Ruiyang Zhang (unadjusted Barker algorithm)
2021/22
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MSc: Alexander Luo (adaptive MCMC)
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UG: Luke Lawlor (Machine learning for the microbiome)
2020/21
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MSc: Luke Hardcastle (quantifying exercise intensity in ICU patients), Kostas Giannakopoulos (ABC for factor copula models), Yuelin Zhao (robust simulation of SDEs)
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UG: Anqi Sui (Machine learning for the microbiome), Ziheng Wang (continuous-time Markov chains)
2019/20
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MSc: Max Hird (adaptive MCMC), Mengqing Xi (locally-balanced MCMC)
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UG: Jordan Deenichin (Bayesian modelling in football, w/ Gianluca Baio), Xiaowen Huang (Machine learning for the microbiome), Eugenie Henry (modelling sports data)
2018/19
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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)
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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
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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)
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UG: Alexander Chan (mixing times in MCMC, summer project)
Collaborators
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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.
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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.
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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.
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2011-12 (MSc): I worked with Chris Sherlock and his PhD student Tatiana Xifara at Lancaster University.