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James Hodgson

I am a 4th year PhD student under the supervision of Adam Johansen (Warwick) and Murray Pollock (Newcastle). I am part of the OxWaSP program, run jointly between The Universities of Oxford and Warwick.

My research interests are in rare event estimation, in particular developing methods for the unbiased estimation of rare event probabilities. I am also interested in Sequential Monte Carlo methods more broadly, and in techniques for the exact simulation of stochastic processes.