I am an Assistant Professor in the School of Data Science at The Chinese University of Hong Kong, Shenzhen.
Previously, I was a Research Fellow in Statistics in the Department of Statistics at the University of Warwick. In January 2024, I defended my PhD thesis, which I completed under the supervision of Professor Aleksandar Mijatović at the University of Warwick.
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:
Superdiffusive limits for Bessel-driven stochastic kinetics (with Conrado Da Costa, Aleksandar Mijatović and Andrew Wade), Submitted, 2024. [ArXiv]
Non-asymptotic bounds for forward processes in denoising diffusions: Ornstein-Uhlenbeck is hard to beat (with Aleksandar Mijatović), to appear in Annals of Applied Probability, [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), Annals of Probability 53(1): 175-222 (2025), [ArXiv]