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Letizia Angeli

Research Interests:

I am a first-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.


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