Former Members of my Research Group

Postdoctoral Researchers

	Dates	Project	Currently
Francesca R. Crucinio	2021-2022	CoSinES	Lecturer in the Mathematics Department of Kings College London
Juan Kuntz	2020-2023	RSMC	Senior Research Engineer at Polygeist
Alberto Sorrentino	2010-2012	NiMBLE	Associate Professor at Università di Genova
Jure Vogrinc	2022-2023	RSMC	AI Researcher at SymphonyAI Sensa-NetReveal

PhD Students

I've also enjoyed working with a number of other students here, including

Ryan Chan (now Research Software Engineering at the Alan Turing Institute)
Christopher Nam.

Javier Rubio (now Lecturer at University College London).

See the list of my former students at the Mathematics Genealogy Project.

PhD Students

	Year	Thesis	Currently
Letizia Angeli	2020	Interacting Particle Approximations of Feynman-Kac Measures for Continuous-Time Jump Processes	Capital Analyst at Apollo
Susanna E. Brown	2021	Resampling and genealogies in sequential Monte Carlo algorithms	Software Developer at Ghiston
Francesca R. Crucinio	2021	Some Interacting Particle Methods with Non-Standard Interactions	Lecturer in the Mathematics Department of Kings College London
Axel Finke	2015	On Extended State Space Constructions for Monte Carlo Methods	Lecturer in The Department of Mathematics at Loughborough University
Pieralberto Guarniero	2017	The Iterated Auxiliary Particle Filter	Lecturer at Bocconi
James Hodgson	2022	Exact and unbiased simulation of rare events	Scientist at Achilles Therapeutics
Thomas Honnor	2017	Some spatial statistical techniques with applications to cellular imaging	Lecturer in The Department of Statistical Science at UCL
Chatchuea Kimchaiwong	2024	Ensemble Kalman filtering with an alternative representation of uncertainty
Murray Pollock	2013	Some Monte Carlo Methods for Jump Diffusions	Professor of Statistics in the Department of School of Mathematics, Statistics and Physics at Newcastle University
Lewis Rendell	2020	Sequential Monte Carlo variance estimation and global consensus	Data Scientist at Google
Denish Thesingarajah	2021	Node-wise Pseudo-marginal Methods for Spatial Model Selection
Matthew Thorpe	2015	Variational Methods for Geometric Statistical Inference	Associate Professor at the University of Warwick
Måns Unosson	2020	Spatio-temporal Inference for Circadian Gene Transcription in the Mammalian SCN	Senior Data Scientist at Handelsbanken
Yan Zhou	2014	Bayesian Model Comparison via Sequential Monte Carlo	Head of Data Platform at Cubist Systematic Strategies

Visiting PhD Students

	Year	Home Institution
Alaa Amri	2024	Edinburgh

DTC Miniprojects

Projects carried out in 10-12 weeks by students in the first year of various doctoral training centres.

Year	Centre	Student	Project
2011/12	MASDOC	Matthew Thorpe	Multi Target Tracking as Applied to Telecommunications
2012/13	Complexity Science	Christopher Windsor	Optimal Derivative Hedging: A Monte Carlo Approach
2014/15	OxWaSP	Suchen Jin	Neural Block Sampling
2015/16	OxWaSP	Arne Gouwy	Iterative twisted particle filters for optimal control
2015/16	OxWaSP	Dominic Richards	Constrained Monte Carlo
2015/16	MASC	Emily Holt	Predicting the End of a Reaction
2015/16	MASDOC	Letizia Angeli	Feynman-Kac Models for Large Deviation Conditioning Problem
2017/18	OxWaSP	Susanna Brown	Conditional SMC genealogies
2017/18	OxWaSP	Francesca Crucinio	Sequential Monte Carlo Methods for Fredholm Equations of the First Kind
2017/18	OxWaSP	James Hodgson	Estimating Small Probabilities
2018/19	MathSys	Chatchuea Kimchaiwong	Robust Multi-target Tracking
2021/22	Statistics CDT	Rocco Caprio	Convergence of MCMC-PF Algorithms
2021/22	Statistics CDT	Jen Ning Lim	Scaling Particle-based Expectation Maximization
2021/22	Statistics CDT	Liwen Xue	A Block-sampling Particle Filter via Iteration
2022/23	Statistics CDT	Shu Huang	Parameter Inference for SDEs with Non-globally Lipschitz Drift with A SMC Method for Partially Observed Diffusion
2022/23	Statistics CDT	Janique Krasnowska	Genealogy of a Multilevel Splitting Algorithm

Masters Students

Year	Type	Student	Project
2008/09	MSc	Heng Aaron Yeung	Variance Reduction in Importance Sampling
2008/09	MSc	James Singleton	Variance Reduction in Importance Sampling
2009/10	MSc	Ayhen Yuksel	MCMC and Particle Filtering for Stochastic Volatility Models
2009/10	MSc	Yan Zhou	Bayesian Model Selection with Application to Positron Emission Tomography Compartmental Models
2010/11	MMORSE	Ho Tang	Simultaneous Localization and Mapping
2010/11	MMORSE	Keegan Kang	Simultaneous Localization and Mapping
2010/11	MSc	Antony Medford	Approximate Bayesian Computation - How Approximate is Best
2010/11	MSc	Axel Finke	Multiple Particle Filter Smoothing
2011/12	MSc	Yuezhang Liu	Importance tempering revisited
2012/13	MMORSE	Edwin Yan Ma	Approximate Bayesian Computation - How Approximate is Best
2012/13	MMORSE	Richard Hopps	Approximate Bayesian Computation - How Approximate is Best
2012/13	MMORSE	Yeqian Dong	Bayesian Inference and the Parametric Bootstrap
2012/13	MSc	Xiaojin Liu	Timetabling Interdisciplinary University Course
2012/13	MSFM	Chloe Harper	Hedge Fund Return Replication
2013/14	MMORSE	David Whitcombe	Simulated Annealing
2013/14	MMathStat	Iain Carson	Overcatting Without Seymour
2015/16	MMORSE	Yushen Ma	Tempering Strategies for Sequential Monte Carlo
2015/16	MMORSE	Dominic Richards	Tempering Strategies for Sequential Monte Carlo
2015/16	MSc	Emil Lalov	Further Investigation of the Block-Tempered Particle Filter
2016/17	MSc Project	Piotr Wiercinski	Predicting the end of a reaction
2016/17	MSc Project	Dimitri Zografos	Particle Efficient Importance Sampling
2017/18	MMORSE	Kaiyan Li	Combining Weighted Samples with Application to Monte Carlo for "Big Data" Problems
2018/19	MMORSE	Bartu Gupta	Investigating the Hyvarinen Score for Model Selection
2018/19	MMORSE	Callum Latimer	Coupling Constructions and Unbiased MCMC
2018/19	MMathStat	Han Zhang	State-space methods for Real-time End of Reaction Forecasting
2019/20	MMathStat	Emma O'Hare	Linking Process Parameters and Crystal Properties
2019/20	MSc	Theodore Ntounias	Using MCMC Methods to Quantify Gerrymandering in US Congressional Maps
2019/20	MSc	Yixuan Yao	Algorithm Comparison against SMC methods and Alive Particle Filter in simulating Quasi Stationary Distribution
2020/21	MSc	Rocco Caprio	Topics in Robust Filtering
2020/21	MSc	Daniel Kingswell	Forecasting Formula One Grand Prix with State Space Models
2021/22	MSc	Alexander Kent	Limit Theorems for Sequential Adaptive Markov Chain Monte Carlo Methods
2021/22	MSc	Benjamin Taylor	How Can MCMC Kernels be Most Effectively Employed in an SMC Algorithm?
2022/23	MMORSE	Rafael Bilbao-Lopez	Hedge Fund Replication Using Kalman Filters
2022/23	MMathStat	Subhaan Amir	The Effectiveness of Kalman Filtering on Hedge Fund Replication

Undergraduate Projects

Third Year Data Science Projects

Year

Student

Project

2016/17

Thomas Thorpe

Arithmetic Coding in Reverse

2017/18

Zsigmond Hammer

Goodness of Fit Testing for Big Data

2018/19

Zilin Zhang

Goodness of Fit Testing for Big Data

2020/21

Srinivas Billa

Is Forex Trading Just Luck?

2020/21

Rabin Kandel

Comparison of models used to forecast price movements in financial markets

2022/23

Angelina Feng

Statistical exploration and comparison of various AI algorithms in solving Wordle

Research Interns

URSS / Warwick Statistics Research Internship Students

Year	Student	Project
2023	Sumit Bagchi	State Augmentation in Bayesian Decision Making
2023	Aryan Kotwal	Sequential Quasi Monte Carlo Expectation Maximisation Smoothing

If any of the students listed here would like their project dissertations/reports/posters made available then they should send a .pdf to along with confirmation that they would like it made accessible.