¹û¶³Ó°Ôº

* @ucl.ac.uk

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• Biographical Details

• Research Interests

• Current &ÌýPast PhD Students

• Current &ÌýPast Post-Doctoral Researchers

• Publications

• Submitted Manuscripts

• Grants &ÌýAwards

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Ìý

Biographical Details

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Since 2022: Professor in Statistics,ÌýDepartment of Statistical Science, ¹û¶³Ó°Ôº.

2017-23: ,Ìý.

2015-22: ReaderÌýin Statistics, Department of Statistical Science, ¹û¶³Ó°Ôº.

2020-21: Visiting Associate Professor, , Singapore.

2014-15: Visiting Researcher, , , .

2013-14: Associate Professor, , , Singapore.

2012-13: Senior Lecturer in Statistics, Department of Statistical Science,Ìý¹û¶³Ó°Ôº.

2008-12: Lecturer in Statistics, Department of Statistical Science, ¹û¶³Ó°Ôº.

2007-08: Research Fellow, , , .

2005-08: Research Fellow, under EPSRC grant, , .Ìý

2002-05: PhD in Statistics, supervisor Professor , , .

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Research Interests

• Bayesian Statistics
• Computational StatisticsÌýÌý
• Filtering
• Econometrics
• Biostatistics
• Graphical Models
• Financial Statistics
• Inverse Problems
• Epigenetics
• Population Models

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Current &ÌýPast PhD Students

• Since 2021: Yuga Iguchi, ¹û¶³Ó°Ôº |ÌýFunded by the .Ìý
• Since 2020: Christopher Stanton, ¹û¶³Ó°Ôº |ÌýFunded by EPSRC DTP, ¹û¶³Ó°Ôº Studentships Award.
• Since 2018:ÌýWarrick Poklewski-Koziell (Part-Time), ¹û¶³Ó°Ôº |Ìýfunded byÌý.
• 2016-20: , ¹û¶³Ó°Ôº & Alan Turing Institute |ÌýFunded by theÌýÌý|ÌýCurrentÌýposition: Lecturer (with Tenure) in Statistics, .
• Since 2015:ÌýNeil Foster (Part-Time), ¹û¶³Ó°Ôº |Ìýfunded by ¹û¶³Ó°Ôº & Channel 4.
• 2012-16:Ìý (Co-Supervisor), ¹û¶³Ó°Ôº |ÌýFunded by Xerox |ÌýCurrent position: Associate ProfessorÌýin Statistics, DepartmentÌýof Statistical Science, ¹û¶³Ó°Ôº.
• 2009-14: , ¹û¶³Ó°Ôº |ÌýFunded by EPSRC DTP, ¹û¶³Ó°Ôº Studentships Award |ÌýCurrent position: Senior Consultant - Data Science, QuantumBlack, McKinsey & Company, London.

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Current &ÌýPast Post-Doctoral Researchers

• 2020-21: Ìý(Co-Supervisor) |ÌýFunded by internal Departmental resources | Current position: Postdoctoral Researcher, .
• 2016-17: , ¹û¶³Ó°Ôº |ÌýFunded by Leverhulme Trust PrizeÌý|ÌýCurrent position: Lecturer in Statistics, .
• 2013-14: , National University of Singapore |ÌýFunded by internal Departmental resources | Current position: Associate ProfessorÌýin Statistics, .
• 2012-13: , ¹û¶³Ó°Ôº |ÌýFunded by EPSRC First GrantÌý|ÌýCurrent position:ÌýSenior Lecturer in Statistics, .

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Publications

* For an up-to-date complete list of publications, see my Google Scholar webpage:

• ,Ìýwith van den Boom, W., De Iorio, M., Bayesian Analysis, 2023.
• , with Ruzayqat, H., Crisan, D., Jasra, A., Kantas, N., Journal of Computational Physics, 2022.
• , with Paulin, D., Jasra, A., Crisan, D., Statistics and Computing, 2022.
• , with van den Boom, W., De Iorio, M., Journal of Computational and Graphical Statistics, 2022.
• , with Ruzayqat, H., Er-Raiy, A., Crisan, D., Jasra, A., Kantas, N., SIAM/ASA Journal on Uncertainty Quantification, 2022.
• , with van den Boom, W., Jasra, A., De Iorio, M., Eriksson, J., Statistics and Computing, 2022
• , with Graham, M., Thiery, A., Journal of the Royal Statistical Society, Series B, 2022.
• , with Yonekura, S. Journal of Computational and Graphical Statistics, 2022.
• , with Kamatani, K., Journal of Computational and Graphical Statistics, 2022
• , with Crisan, D., Jasra, A., Kantas, N., Ruzayqat, H., SIAM Journal ofÌýScientific Computing, 2021.
• , with Yonekura, S., Singh, S.,ÌýStochastic Processes and their Applications,Ìý2021.
• , with Ye, L., De Iorio, M., Hao, J.,ÌýStatistics andÌýComputing,Ìý2020.
• , with Finke, A.,ÌýKing, R., Dellaportas, P.,Ìý Journal of Agricultural, Biological, and Environmental Statistics,Ìý2019.
• , with Paulin, D., Jasra, A., Crisan D.,ÌýJournal of Foundations of Computational Mathematics,Ìý2019.
• , with Llopis, F., Kantas, N., Jasra, A.,ÌýSIAM Journal of Scientific Computing,Ìý2018.
• , with Heine, K., Jasra, A., Balding, D., De Iorio, M.,ÌýProceedings of Royal Society A,Ìý2018.
• , with Jasra, A., Law, K., Marzouk, Y., Zhou, Y.,ÌýSIAM/ASA Journal of Uncertainty Quantification,Ìý2018.
• , with Roberts, G., Thiery, A., Pillai, N.,ÌýAnnals of Applied Probability,Ìý2018.
• , with Paulin, D., Jasra, A., Crisan, D.,ÌýAdvances in Applied Probability, 2018.
• , with Crisan, D., Jasra, A., Kamatani, K., Zhou, Y.,ÌýAdvances in Applied Probability,Ìý2017.
• , with Girolami, M., Lan, S., Farell, P., Stuart, A.,ÌýJournal of Computational Physics, 2017.
• , with Jasra, A., Law, K., Tempone, R., Zhou, Y.,ÌýStochastic Processes and their Applications, 2017.
• , with Guo, X., Siddiqui, A.,ÌýComputational Management Science,Ìý2016.
• , with Jasra, A., Kantas, N., Thiery, A.,ÌýAnnals of Applied Probability, 2016.
• , with Dureau, J., Kalogeropoulos, K., Biometrika, 2015.
• , with Jasra, A., Persing, A., Heine, K., De Iorio, M.,ÌýJournal of Computational Biology,Ìý2015.
• , with Jasra, A., Muzaffer, E., Stuart, A., Statistics and Computing, 2015.
• , withÌýPersing, A., Jasra, A., Beskos, A., De Iorio, M., Balding D., Journal of Computational Biology, 2015.
• , Statistics and Probability Letters, 2014.
• , with Crisan, D., Jasra, A., Whiteley N.,ÌýAdvances in Applied Probability, 2014.
• , with Kantas, N., Jasra, A.,ÌýSIAM/ASA Journal of Uncertainty Quantification,Ìý2014.
• , with Crisan, D., Jasra, A.,ÌýAnnals of Applied Probability, 2014.
• , witth Sermaidis G., Papaspiliopoulos, O., Roberts, G., Fearnhead, P.,ÌýScandinavian Journal of Statistics, 2013.
• , with Kalogeropoulos, K., Pazos, E.,ÌýStochastic Processes and their Applications, 2013.
• , with Pillai, N., Roberts, G., Sanz-Serna, J.-M., Stuart, A.,ÌýBernoulli,Ìý2013.
• , with Peluchetti, S., Roberts, G.,ÌýBernoulli, 2012.
• , with Pinski, F., Sanz-Serna, J.-M., Stuart, A., Stochastic Processes and their Applications,Ìý2011.
• , with Pillai, N., Roberts, G., Sanz-Serna, J.-M., Stuart, A., American Institute for Physics, Conference Proceedings, 2010.
• , with Roberts, G., Stuart, A.,ÌýAnnals of Applied Probability,Ìý2009.
• , with Papaspiliopoulos, O., Roberts, G., Annals of Statistics,Ìý2009.
• , with Stuart, A., 6th International Congress onÌýIndustrial and Applied Mathematics, 2009.
• , with Roberts, G., Stuart, A., Voss, J., Stochastics and Dynamics,Ìý2008.
• , withÌýPapaspiliopoulos, O., Roberts, G.,ÌýMethodology and Computing in Applied Probability, 2008.
• , with Stuart, A., 8th International Conference on Monte Carlo and Quasi-Monte Carlo Methods, 2008.
• , with Papaspiliopoulos, O.,ÌýRoberts, G.,ÌýBernoulli,Ìý2006.
• (with Discussion), with Papaspiliopoulos, O., Roberts, G., Fearnhead, P., Journal of the Royal Statistical Society: Series B (Statistical Methodology),Ìý2006.
• , withÌýRoberts, G., Methodology and Computing in Applied Probability,Ìý2005.
• , with Roberts, G.,ÌýAnnals of Applied Probability, 2005.

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Submitted Manuscripts

• , with Franzolini, B.,Ìý De Iorio, M., Koziell, W., Grzeszkiewicz, K., forthcoming at the Annals of Applied Statistics, 2023.
• , with Iguchi, Y., Graham, M., under revision for Bernoulli, 2023.
• withÌýGiles, D., Graham, M., Giordano, M., Koskela, T., Guillas, S., under revision for Geoscientific Model Development, 2023Ìý
• , withÌýRuzayqat, H., Crisan, D., Jasra, A., Kantas, N., submitted to the Quarterly Journal of the Royal Meteorological Society, 2023.
• ,Ìýwith Iguchi, Y., Graham, M., submitted to the Stochastic Processes and their Applications, 2023.

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Grants &ÌýAwards

• Co-Investigator |Ìý Grant, PI: Prof , ¹û¶³Ó°Ôº, 2019-21 |ÌýTitle: |ÌýValue, £225,000.

• Principal Investigator |Ìý, 5 years, 1 Post-Doc, 2015-20 |Ìý1 of 5 prizes awarded in Mathematics & Statistics from the Leverhulme Trust in 2014 |ÌýValue, £100,000.

• Co-Investigator |ÌýEPSRC Standard Grant, 5 years, PI: Prof , ¹û¶³Ó°Ôº,1 Post-Doc, 2013-18 |Ìý: Advanced Stochastic Computation for Inference from Tree, Graph & Network Models |ÌýEPSRC Contribution, £408,546.

• Principal Investigator |ÌýEPSRC First Grant, 1 year, 1 Post-Doc, 2012-13 |Ìý: Sequential Monte Carlo Methods for Applications in High Dimensions |ÌýEPSRC Contribution, £98,868.