Research
Research Interests
My research has been focused on the blend of numerical & applied mathematics with computational statistics. Broadly speaking, I am interested in the development and analysis of stochastic, and data-driven, algorithms used within various fields of statistics and mathematics.
More specifically my focus on research is through the following fields:
Uncertainty quantification
Inverse problems (Statistical and deterministic)
Monte Carlo methods
Data assimilation (Kalman filtering and particle filtering)
Statistical learning theory
Collaborators
Wagner Barreto-Souza (UCD, Ireland)
ElHoucine Bergou (UMP6, Morocco)
Simon Cotter (Manchester, UK)
Emmanuel Delande (Austin, USA)
Youssef Diouane (Montreal, Canada)
Charlie Elliott (Warwick, UK) (PhD supervisor)
Philip Herbert (Sussex, UK)
Hakon Hoel (Oslo, Norway)
Jeremie Houssineau (NUT, Singapore)
Marco Iglesias (Nottingham, UK)
Ajay Jasra (CUHK-SZ, China)
Sari Lasanen (Oulu, Finland)
Quanjun Lang (Duke, USA)
Shuai Lu (Fudan, China)
Fei Lu (John Hopkins, USA)
Kody Law (Manchester, UK)
Benedict Leimkhuler (Edinburgh, UK)
Toni Karvonen (Helsinki, Finland)
Stefan Klus (Heriot Watt, UK)
Daniel Paulin (Edinburgh, UK)
Petteri Piiroinen (Helsinki, Finland)
Lassi Roininen (LUT, Finland)
Hamza Ruzayqat (KAUST, Saudi Arabia)
Daniel Sanz-Alonso (Chicago, USA)
Andrew Stuart (Caltech, USA) (PhD supervisor)
Claudia Schillings (Berlin, Germany)
Sumeetpal Singh (Wollongong, Australia)
Jarkko Suuronen (LUT, Finland)
Tomas Soto (LUT, Finland)
Xin Tong (NUS, Singapore)
Matti Vihola (Jyvaskyla, Finland)
Xiong Wang (John Hopkins, USA)
Simon Weissemann (Mannheim, Germany)
Frank Werner (Wurzburg, Germany)
Peter Whalley (Zurich, Switzerland)
Georgios Zouraris (Crete, Greece)
Upcoming Talks/Visits
Applied Inverse Problems Conference, Rio de Janeiro, Brazil
"TBD", July 2025
IMS Conference on Efficient Sampling Algorithms for Complex Models, Singapore, July 2025
"Unbiased Kinetic Langevin Monte Carlo Methods", July 2024
"Unbiased MCMC with the underdamped Langevin dynamics", June 2024
Inverse Problems: Modelling and Simulation, Malta
"Dynamics regularization on the iterated regularized Gauss-Newton method", May 2024
Sequential Monte Carlo Annual Workshop, Edinburgh, UK
"Multilevel Bayesian Deep Neural Networks", May 2024
University of Warwick Algorithms and Computationally intensive Inference Seminar
"Unbiased Langevin Monte Carlo", May 2024
University of Bristol Statistics Seminar
"Unbiased Langevin Monte Carlo", March 2024
SIAM Conference on Uncertainty Quantification, Trieste, Italy
"Recent Advancements of Cauchy & α-Stable Processes in Inversion", February 2024
One World Stochastic Numerics and Inverse Problems Online Seminar
"Dynamics regularization on the iterated regularized Gauss-Newton method", February 2024
Heriot Watt University Probability Seminar
"Unbiased Langevin Monte Carlo", February 2024