Research Interests:

I am a second-year Ph.D. student at the University of Warwick, under the supervision of Professor Stefan Grosskinsky and Adam Johansen. Currently, I am working on rare event simulations based on Feynman-Kac models in the contest of Statistical Mechanics. More broadly, I am interested in:

• Statistical methods for large deviation simulations;
• Interacting particle systems;
• Sampling Algorithms and Sequential Monte Carlo Methods.

Education:

• PhD in Mathematics & Statistics at the University of Warwick (2017-present);
• Enrichment Scheme at the Alan Turing Institute (2018-2019) [link];
• Master in Mathematics & Statistics at the University of Warwick (2016-2017);
• Master in Mathematics at the University of Padua (2014-2016);
• Bachelor in Mathematics at the University of Padua (2011-2014);
• Certificate from Scuola Galileiana di Studi Superiori in Padua* (2011-2017).

* Scuola Galileiana is a “school of excellence” devoted to the higher education of outstanding graduate students. As in the case of “Scuola Normale Superiore di Pisa”, students are required to attend three extra-curricular courses per year and to maintain a high GPA throughout their studies.

Pubblications:

• Angeli, Letizia, Stefan Grosskinsky, and Adam M. Johansen. "Limit theorems for cloning algorithms." arXiv preprint arXiv:1902.00509 (2019).
• Angeli, Letizia, Stefan Grosskinsky, Adam M. Johansen, and Andrea Pizzoferrato. "Rare event simulation for stochastic dynamics in continuous time." arXiv preprint arXiv:1810.00693 (2018).

Dissertations:

• "Feynman-Kac Models for Large Deviations Conditioning Problem in Continuous Time", [pdf]
  Final dissertation for Scuola Galileiana di Studi Superiori, 2017.
  Supervisors: Stefan Grosskinsky, Adam Johansen.
• ''Feynman-Kac Models for Large Deviations Conditioning Problem in Discrete Time", [pdf]
  Final dissertation for MSc in Mathematics & Statistics, 2017.
  Supervisors: Stefan Grosskinsky, Adam Johansen.
• ''Cloning Algorithm for Pure Jump Processes Conditioned on Large Deviations'',
  Final dissertation for MSc in Mathematics, 2016.
  Supervisors: Stefan Grosskinsky, Paolo dai Pra.
  
  

Other Experiences:

• Mathematics of Batteries, 2017.
  Research Study Group within the scope of MSc in Mathematics and Statistics, in collaboration with Jaguar Land Rover. The objective of the team was to identify a method for the prediction of the outgoing voltage of a car battery.
  Topics: System identification, numerical analysis, neural networks.
  Programming Language: Matlab.
• Mimprendo Padova, Jan-July 2014. (First Prize)
  It is an academic contest in collaboration with some Padua’s companies. My team developed a project in
  cooperation with a software house, Zucchetti S.p.a., and my aims were to develop an algorithm for making dynamical quizzes based on statistical hypothesis testing and to provide a mathematical proof of its validity.
  Topics: Hypothesis testing, algorithm optimisation.
  Programming Language: Python.
• International Summer School of Mathematics for Young Students. (fully funded)
  August 2012, Lion and July 2011, Bremen.
  
• Italian Mathematical Olympiads.
  2011, gold medal. 2010, silver medal. 2009, silver medal.
  

Contact:

mail: L.Angeli@warwick.ac.uk