I am currently an Assistant Professor based within the Department of Statistics at the University of Warwick, and a Turing Fellow based within the Alan Turing Institute at the British Library. Prior to this I was a Research Fellow on 'Intractable Likelihood: New Challenges from Modern Applications' (a project held jointly between Bristol, Lancaster, Oxford and Warwick universities), and completed my Ph.D. at Warwick (under the supervision of Adam Johansen and Gareth Roberts). Before entering academia I worked for a number of years as an actuary for Cigna in the US (Philadelphia) and Spain (Madrid), and continue to hold a passing interest in actuarial and other financial topics.
I'm currently highlighting the following:
Current Research Interests
- Computational statistics
- Monte Carlo methodology
- Perfect simulation
- Risk modelling
- Stochastic differential equations
- Please see my teaching pages for details of lecturing responsibilities, and office hours.
- Prospective research students should feel free to contact me. Ideas for possible projects can be found here.
- Current Ph.D. students:
- Ryan Chan (Second year, jointly with Petros Dellaportas) - Working on Fusion.
- James Hodgson (Third year, jointly with Adam Johansen) - Working on the estimation of small probabilities.
- Marcin Mider (Final year, jointly with Paul Jenkins and Gareth Roberts) - Working on diffusion bridge simulation.
- Hector McKimm (First year, jointly with Gareth Roberts) - Working on Restore / Fusion.
- Current research students:
- Denis Akkavim (MMathStat, jointly with Sigurd Assing) - Working on malware classification.
- Charly Andral (Summer Intern / ENSAE, France) - Working on applications of cryptography in statistical settings.
- Xuemaio Dai (MMORSE) - Working on life insurance investment guarantees.
- Matthew Exact (MMORSE) - Working on weather index insurance products.
- Anisha Ghose (MMORSE) - Working on credit risk modelling.
- Adam Howes (MSc) - Working on Markov Melding.
- Alwin Hughes (Summer URSS) - Working on applications of cryptography in statistical settings.
- Shuhan Liu (MSc) - Working on inference for point processes.
- Reece Mears (Summer ATI) - Working on simulation based approaches to textual decryption.
- Connor Richardson (MMathStat) - Working on life insurance investment guarantees.
- Victor Rodionov (MSc) - Working on Bayesian forecasting of mortality.
- Lu Wang (MSc) - Working on life insurance investment guarantees.
- Information about former students.
- Details of publications can be found here.
Conferences, Seminars and Reading Groups
- Please see my organisation pages for details of conferences, seminar series and reading groups I have organised. To date I have organised 15 conferences, and currently organise 2 seminar series and reading groups.
- Please see my travel pages for details of upcoming conference attendance (and previous attendance).
- "Confusion: A Confidential Fusion Approach to Statistical Secret Sharing" - Alan Turing Institute - £40k (PI) - 2018-20
- "Rutherford Strategic International Fellowship" - £12k (PI, with Flávio Gonçalves (UFMG) as CI) - 2018-19.
- "LMS Invited Lecture Series" for Prof. Art Owen (Stanford), held at the University of Warwick - London Mathematical Society - £10k (with Christian Robert (Dauphine)) - 2018.
- Additional funding raised of £12k from Google, Amazon and CRiSM.
- "Prospective, Retrospective Monte Carlo" - Brazil Partnership Fund (Santander) - £10k (PI, with Flávio Gonçalves (UFMG) and Krzysztof Łatuszyński (Warwick) as CIs) - 2014-16.
*NB: This is me 30 years in the future, in contrast with most academics who use an image 30 years out of date. For my real likeness come to my office hours (below)*