I am currently an Assistant Professor within the Department of Statistics at the University of Warwick. Prior to this I was a Research Fellow on the £2.4M EPSRC programme grant ''Intractable Likelihood: New Challenges from Modern Applications (i-like)'' (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 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:
- 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 13 conferences, and currently organise 4 seminar series and reading groups.
- Please see my travel pages for details of upcoming conference attendance (and previous attendance).
- "Rutherford Strategic International Fellowship" - £12k (PI, with Flávio Gonçalves (UFMG) as CI) - 2018-2019.
- "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) - 2014-2016.