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Hector McKimm

I am now a Research Assistant in Statistics at Imperial College London. I am working with the California-Harvard Astrostatistics Collaboration (CHASC), a group of statisticians and astronomers at Imperial College London, Harvard University, the Harvard Smithsonian Center for Astrophysics and the University of California at Irvine and Davis. I will be using Bayesian statistics to analyse telescope data to learn about the stars and universe.

I recently submitted my PhD thesis, "Monte Carlo Methods based on Novel Classes of Regeneration-enriched Markov processes", supervised by Gareth Roberts and Murray Pollock. I was on the Oxford-Warwick Statistics Programme (OxWaSP), a Centre for Doctoral Training (CDT) run by the Universities of Oxford and Warwick.

Before starting my PhD I studied Mathematics at Durham University, where I was a part of St Mary's College.

Warwick Statistics, 50th year Anniversary Conference

At this conference, it was interesting to learn about the large alumni network that Warwick's Statistics Department now has.

Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing

Enjoyed this conference in Linz, Austria in July 2022.

End-to-end Bayesian learning

Attended a conference on Bayesian Statistics at CIRM, Marseille, 25-29 October 2021. Participated in the poster session, presenting ongoing work on "Hamiltonian Jump Processes Adjusted with Regenerations".

Seminars and Reading Groups 2021/22
  • Stochastic Finance ("Algorithmic and High Frequency Trading"; Cartea, Jaimungal, Penalva.)
  • Applied Probability
  • Young Researchers' Meeting, YRM (presenting "Adaptive Simulation of Regeneration-enriched Brownian Motion" on 30/11/21)
Data Study Group at The Alan Turing Institute and Leeds Institute for Data Analytics

Worked on a challenge to explore and quantify the effect of weather on sales at ASDA.

Seminars and Reading Groups 2020/21
  • Bayesian Computation (led a discussion on "Approximate Bayesian inference for latent Gaussian models by using Integrated Nested Laplace Approximations" by Rue, Martino and Chopin)
  • Algorithms & Computationally Intensive Inference
  • Young Researchers' Meeting, YRM (presented work on "Regeneration-enriched Hamiltonian Dynamics")
  • Markov processes and their long-term behaviours
Engage@Turing

I was accepted onto the 2021 Enrichment scheme at The Alan Turing Institute. The scheme was cancelled due to the coronavirus pandemic, but was been replaced by the Engage@Turing programme.

Discussion Meeting Contribution

Written contribution to the Royal Statistical Society's Discussion Meeting of "Quasi-stationary Monte Carlo and the ScaLE algorithm" by Pollock et al.

COVID-19

From April to July 2020 I had a part-time role in the University of Warwick's COVID-19 Modelling Group, a member of the Scientific Pandemic Influenza Group on Modelling (SPI-M), which advises the Scientific Advisory Group for Emergencies (SAGE). During this period, the group published two papers which I co-authored.

  • The impact of school reopening on the spread of COVID-19 in England. Keeling MJ et al, 2021. Phil. Trans. R. Soc. B 376: 20200261. (Link).
  • Predictions of COVID-19 dynamics in the UK: short-term forecasting and analysis of potential exit strategies. Keeling MJ et al, 2021. PLoS Comput Biol 17(1): e1008619. (Link).
Teaching

In 2020 I tutored a first year Probability module: ST111/ST112.