Pablo Ramses Alonso Martin

Final year PhD student in Probability and Statistics. My research interests span across Stochastic Analysis and its applications in statistics and more broadly in time-evolving systems. My doctoral work focuses on the estimation of effective dynamics for fast-slow systems of SDEs with fractional dynamics under the supervision of Prof. Anastasia Papavasiliou and Dr. Horatio Boedihardjo.

Education

2021 - 2022 University of Warwick: MSc in Statistics.
Thesis: "Piece-wise Deterministic Markov Processes and applications to Bayesian Neural Networks" - Supervised by Dr Rito Dutta.
2016 - 2020 University of Oviedo: Degree in Mathematics.

Thesis: "Local Regression" - Supervised by Prof. Ignacio Montes.Link opens in a new window

Publications

Statistical Inference for Homogenization Limits Driven by Wiener of Hermite Processes. P.R. Alonso-Martin. ArXiV Preprint (2026)
Statistical Inference for Fractional Diffusions. P.R. Alonso-Martin, H. Boedihardjo, A. Papavasiliou. ArXiV Preprint. To appear as part of an Edited Volume on Anomalous Diffusions (2026).
Statistical Inference for the Rough Homogenization Limit of Fractional Ornstein-Uhlenbeck Processes, P.R. Alonso-Martin, H. Boedihardjo and A. Papavasiliou. Electronic Communications in Probability (2025).
Distortion models for estimating human error probabilities, P.-R. Alonso-Martin, I. Montes and E. Miranda,Safety Science, 157, (2023).

Talks

July 2026, TU Berlin (Germany): Berlin Summer School in Applied Stochastic Analysis. "Statistical Inference for Homogenization Limits Driven by Hermite or Wiener Processes".
March 2026, Warwick (UK): Applied Probability Seminar. "Fractional Slow/Fast Systems: Effective Dynamics and Parameter Estimation".
September 2025, EPFL (Switzerland): Young Researchers in Stochastic Analysis and Stochastic Geometry Analysis. "Inference for Rough Homogenized Equations".
September 2024, Cambridge (UK): Modelling and Applications of Anomalous Diffusions. "Statistical Inference for the Rough Homogenization Limit of Multiscale Fractional Ornstein-Uhlenbeck Processes".
January 2024, Oxford (UK): 18th Oxford-Berlin Young Researchers Meeting on Applied Stochastic Analysis. "Modelling the long-term dynamics of a multiscale diffusion driven by fractional Brownian Motion ".
December 2022, Warwick (UK): Algorithms & Computationally Intensive Inference seminars."Efficient Bayesian model averaging for Neural Networks via Gibbs Boomerang".
June 2021, Granada (Spain - Remote): International Symposium for Imprecise Probability: Theories and Applications (ISIPTA) 2021. (Short Talk) "Distortion Models for the Probability of Rare Events: an Application on Human Reliability".

Teaching

2026/2027: ST118 Probability 1, ST229 Probability for Mathematical Statistics.
2025/2025: ST118 Probability 1*.
2023/2024: ST118 Probability 1*, ST227 Stochastic Processes*, ST410 Designed Experiments w Advanced Topics.
2022/2023: ST202 Stochastic Processes.

(*): For these courses I was nominated by students to the best teaching assistant prize in the Department of Statistics.

Other experience

2021 Getronics: Machine Learning Intern.

Contact

Pablo.Alonso-Martin@warwick.ac.uk

MSB4.14