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 (ATI) (Second year, jointly with Petros Dellaportas (UCL)) - Working on Fusion.
- James Hodgson (Third year, jointly with Adam Johansen) - Working on the estimation of small probabilities.
- Yuxi Jiang (Second year, jointly with Paul Jenkins) - Working on applications of diffusions in genetics.
- Hector McKimm (Second year, jointly with Gareth Roberts) - Working on Restore / Fusion.
- Current research students:
- 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 16 conferences, and currently organise 2 seminar series / 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.