I am an Assistant Professor at the Department of Statistics at the University of Warwick since December 2019. Prior to this I was a University Research Assistant at the Institute for Stochastics, JKU Linz, Austria. Before, I was 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.
My interest is in the study of stochastic processes 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 method.
- Interface between numerics and (computational) statistics
- Stochastic modelling in neuroscience.
- Hitting times (also known as first passage times).
- Dependence measures between point processes.