I am a second year PhD student in the Department of Statistics at the University of Warwick and work under the supervision of Prof. Chenlei Leng. I received my bachelor's and master's degree in mathematics from the University of Heidelberg, Germany.
Aside from statistics and mathematics, I am interested in cyber security, machine learning and distributed ledger technology. If you would like to have a chat about these things, feel free to get in touch.
Together with Tata Steel I am working on process optimisation and machine learning topics for steel manufacturing. We developed a guided analytics framework that allows the statistically untrained users to use state of the art statistical methods to extract optimal configurations for manufacturing parameters.
I am also interested in devising new methods for analysing large complex data sets that are high-dimensional or networked in nature. Currently I am researching a novel model for sparse networks that combines methods from stochastic network theory with those of high-dimensional data analysis.
Slides for these talks can be made available upon request.
- 29 May 2019: Web Crawling with R: How to extract the hyperlink network of personal webpages of the Warwick Stats Department, Westmidlands R User Group, Warwick.
- 04 April 2019: A guided analytics framework for process optimisation in steel manufacturing, International Conference on Applied Probability and Statistics, Hanoi.
- 28 November 2018: A guided analytics framework for process optimisation in steel manufacturing, Steel Talks, Warwick.
- 02 October 2018: Measure Theory in 60 minutes. Or Wilfrid is almost surely smarter than me,
Young Researcher's Meeting.
- 30 June 2017: A Central Limit Theorem for Martingales, Part of the Dynamical Models for Networks seminar series, Heidelberg.
- 06 June 2017: Geodesic Principal Component Analysis, Part of the Statistics of non-Euclidean Data seminar series, Heidelberg.
- 17 January 2017: Model Selection and Risk Bounds for non-parametric density estimation in the presence of dependent data, Part of the Statistics of Dependent Data seminar series, Heidelberg.
- 22 June 2016: A Conditional Capital Shortfall Measure of Systemic Risk, Part of the Financial Time Series seminar series, Heidelberg.
Email: s dot stein at warwick dot ac dot uk
Address: Department of Statistics, University of Warwick, Coventry, CV4 7AL, UK.