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 (First year, jointly with Petros Dellaportas) - Working on Fusion.
- James Hodgson (Second year, jointly with Adam Johansen) - Working on the estimation of small probabilities.
- Divakar Kumar (Final year, jointly with Gareth Roberts) - Working on ReScaLE (Regenerating ScaLE, implemented using alternate algorithms for simulating Quasi-Stationary Distributions).
- Marcin Mider (Final year, jointly with Paul Jenkins and Gareth Roberts) - Working on diffusion bridge simulation.
- Current dissertation students:
- Adam Fairhurst (MMORSE) - Working on distributed approaches to statistical modelling.
- Scott Hamilton (MMathStat) - Working on extreme value theory applied to catastrophe insurance.
- Rahul Mathur (MMORSE) - Working on applications of cryptography within statistics.
- Reece Mears (Data Science) - Working on simulation based approaches to textual decryption.
- Tina Goldarreh (MMORSE) - Working on perfect simulation with application to finance.
- 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 14 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.