I am a fourth year OxWaSP student supervised by Dr Adam Johansen and Dr Jere Koskela. I am working on theoretical aspects of sequential Monte Carlo (SMC) algorithms. My current focus is on describing the particle genealogies induced by various resampling schemes.
Before coming to Warwick, I studied Mathematics at the University of Bristol.
2018/19 Term 1: ST301 Bayesian Statistics
2018/19 Term 2: ST111 Probability
2019/20 Term 1: ST333 Applied Stochastic Processes
2019/20 Term 2: ST111 Probability
Brown, S., Johnson, O., & Tassi, A. (2018). Reliability of broadcast communications under sparse random linear network coding. IEEE Transactions on Vehicular Technology, 67(5), 4677-4682.
Brown, S., Jenkins, P. A., Johansen, A. M., & Koskela, J. (2020+). Simple conditions for convergence of sequential Monte Carlo genealogies with applications. arXiv pre-print: 2007.00096.
My submission "Genealogies in Cakeland" (pictured below) won in the bake-off category Best Representation of Research at the 2019 Warwick Research Harambee.
Recent progress in genealogies of sequential Monte Carlo algorithms, International Conference on Computational and Methodological Statistics, London, December 2019
Resampling in sequential Monte Carlo, Young Researchers' Meeting, Warwick, November 2019
Population genetics for sequential Monte Carlo algorithms, Workshop on Modelling and Inference in Population Genetics, Warwick, December 2019
Genealogies of sequential Monte Carlo algorithms, LMS Research School on Random Structures: from the Discrete to the Continuous, Bath, July 2019
Genealogies of sequential Monte Carlo algorithms, Workshop on Machine Learning, Computational Statistics and Applications, Berlin, March 2019
Email: S.Brown.18 at warwick.ac.uk
Office: Statistics MSB 4.14