I am a Postdoctoral researcher at the Department of Statistics at the University of Warwick.
Previously, I completed my PhD in Statistics at the University of Warwick in 2024, supervised by Aleksandar Mijatović.
My research interest lie in probability theory and its applications.
Probability:
I specialize in stochastic analysis and Markov processes, focusing on:
Stochastic differential equations
Reflected Brownian motion
Ergodicity of Markov processes
Anomalous diffusions.
Applications:
The applied side of my research centres on the stability and convergence of stochastic algorithms, with particular emphasis on:
Markov Chain Monte Carlo
Denoising Diffusion Probabilistic Modelling
Research:
Non-asymptotic bounds for forward processes in denoising diffusions: Ornstein-Uhlenbeck is hard to beat (with Alekdandar Mijatović), Submitted, 2024. [ArXiv]
Superdiffusive limits for Bessel-driven stochastic kinetics (with Conrado Da Costa, Aleksandar Mijatović and Andrew Wade), Submitted, 2024. [ArXiv]
Subexponential lower bounds for f -ergodic Markov processes (with Alekdandar Mijatović), to appear in Probability Theory and Related Fields (2024), 58pp., [ArXiv]
Brownian motion with asymptotically normal reflection in unbounded domains: from transience to stability (with Aleksandar Mijatović and Andrew Wade), to appear in Annals of Probability (2024), 55., [ArXiv]