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Vinayak Niraj

Me

I'm a first-year PhD student at the Department of Statistics at the University of Warwick, working under the supervision of Prof. Aleksandar Mijatovic. My research interests lie in Stochastic processes, Stochastic Analysis, Rough Path Theory, and its applications in ML. We'll be working on developing an understanding of Stochastic Gradient Descent on domains with Heavy Tails. That means we're working on creating ML methods that help us learn rare events better. Currently, we're exploring the properties of Denoising Diffusion Probabilistic Models and the SDEs involved. I'm supported by the Statistics Centre for Doctoral Studies (CDT) studentship for the duration of my PhD.

Before coming to Warwick, I did my B.S. in Maths at the Indian Institute of Science (IISc). My bachelor's thesis was on "Regularisation of ODEs by Noise", and was done under the supervision of Prof. Srikanth Iyer (IISc), which was in continuation to the work I had done under Prof. Pierre Portal (Australian National University) as part of a research internship. The project focused on the question: What kind of noise do we add to an ill-posed ODE to make it well-posed?

Outside of academia, my main hobby has been theatre. I like playing the piano once in a while and listening to Indian classical fusion music.