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Previous Students

PhD Students

  Year Thesis Currently
Axel Finke 2015 On Extended State Space Constructions for Monte Carlo Methods

PDRA in The Department of Statistics and Applied Probability at the National University of Singapore

Pieralberto Guarniero 2017 The Iterated Auxiliary Particle Filter

Senior Teaching Fellow in The Department of Statistics at Warwick

Thomas Honnor 2017 Some spatial statistical techniques with applications to cellular imaging Teaching Fellow in The Department of Statistical Science at UCL
Murray Pollock 2013 Some Monte Carlo Methods for Jump Diffusions Assistant Professor in the Department of Statistics at Warwick
Matthew Thorpe 2015 Variational Methods for Geometric Statistical Inference PDRF at Cambridge
Yan Zhou 2014 Bayesian Model Comparison via Sequential Monte Carlo  

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

Christopher Nam (now working for Amazon).
Javier Rubio (now PDRF at LSHTM).

Masters/First-year DTC 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 DTC Project Christopher Windsor Optimal Derivative Hedging: A Monte Carlo Approach
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
2014/15 DTC Project Suchen Jin Neural Block Sampling
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

MMORSE Jiayang Sun

Combining Weighted Samples with Application to Monte Carlo for "Big Data" Problems

2016/17

DTC Project Dominic Richards

Constrained Monte Carlo

2016/17 DTC Project Arne Gouwy Iterative twisted particle filters for optimal control
2016/17 DTC Project Emily Holt Predicting the end of a reaction
2016/17 DTC Project Letizia Angeli Feynman-Kac Models for Large Deviation Conditioning Problem
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

2017/18

DTC Project Susanna Brown

Conditional SMC genealogies

BSc

  Type Student Project
2016/17 BSc Data Science Thomas Thorpe Arithmetic Coding in Reverse
2017/18 BSc Data Science Zsigmond Hammer Goodness of Fit Testing for Big Data

If any of the students listed here would like their project dissertations made available then they should send a .pdf to a dot m dot johansen at warwick dot ac dot uk along with confirmation that they would like it made publically accessible.