# Letizia Angeli

#### 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);
- 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