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
December 2020: APTS Statistical Computing (lab)
S. Brown, O. Johnson, A. Tassi (2018). Reliability of broadcast communications under sparse random linear network coding. IEEE Transactions on Vehicular Technology, 67(5), 4677-4682. [arxiv]
S. Brown, P. A. Jenkins, A. M. Johansen, J. Koskela (2021). Simple conditions for convergence of sequential Monte Carlo genealogies with applications. Electronic Journal of Probability, 26(1), 1-22. [arxiv]
My submission "Genealogies in Cakeland" (pictured below) won in the bake-off category Best Representation of Research at the 2019 Warwick Research Harambee.
Asymptotic genealogies of sequential Monte Carlo algorithms, Probability & Statistics Seminar, University of Kansas (online), February 2021
Asymptotic genealogies of sequential Monte Carlo algorithms, Algorithms & Computationally Intensive Inference, Warwick (online), December 2020
Asymptotic genealogies of sequential Monte Carlo algorithms, Bayesian Young Statisticians' Meeting: Online, November 2020
Recent progress in genealogies of sequential Monte Carlo algorithms, International Conference on Computational and Methodological Statistics, London, December 2019
Email: S.Brown.18 at warwick.ac.uk
Office: Statistics MSB 4.14