I am an Assistant Professor at the Department of Statistics at the University of Warwick since December 2019. Before I was a University Research Assistant at the Institute for Stochastics, JKU Linz, Austria (2014-2019) and Postdoc at the Department of Mathematical Sciences, University of Copenhagen, where I obtained my PhD in Probability Theory and Statistics under the supervision of Professor Susanne Ditlevsen in 2013.
- Together with other colleagues from Warwick and abroad, I am organising the One World ABC Seminar, fortnightly seminars on approximate Bayesian computation (ABC), inference and methods.
- Together with Jure Vogrinc, I am organising the Algorithms & Computationally Intensive Inference Seminars, running on Fridays on Microsoft Teams.
Preprints and Publications
My interest is in the study of stochastic processes (mostly diffusions) and point processes from a modelling, numerical, probabilistic and statistical point of view. In particular, I am currently interested in the interface between numerics and statistics when considering simulation-based methods applied to problems arising mainly, but not exclusively, in neuroscience, physiology, cognitive psychology and biology.
- Statistical inference for (fully/partially observed) stochastic processes.
- Statistical inference for point processes.
- Approximate Bayesian Computation (ABC) method.
- Interface between numerics and (computational) statistics
- Stochastic modelling in neuroscience.
- Hitting times (also known as first passage times).
- Dependence measures between point processes.
Students interested in working in one of the above topics are encouraged to contact me. A list of supervised PhD projects, BSc and MSc dissertations is available here.
"Office hours" (via MS Teams). Term 2:
Mondays, 1-2 pm
Tuesdays, 9-10 am
Fridays, 2-3 pm
Just give me a call on MS Teams – instructions are here (link). If I am already in a call, then drop me a message in Teams chat and I will call you back.
Contact me firstname.lastname@example.org