I am a PhD candidate and junior researcher in Bayesian computation under the supervision of Prof. Krzysztof Latuszynski and Prof. Gareth Roberts. My goal is to contribute to the development of computational methodology that enables exact Bayesian inference for complex inference problems in the sciences and AI. I also bring an applied perspective to my work due to my background in Economics and my industry experience as a Data Scientist. That perspective informs my interest in translating methodological research into plug-and-play tools that are accessible to other researchers.
Areas of research
- Monte Carlo sampling methods for intractable models, e.g. diffusion processes.
- Bayesian data integration for spatio-temporal inference problems, e.g. election forecasting and real estate pricing.
J. Garcia Montalvo, O. Papaspiliopoulos and T. Stumpf-Fetizon, Bayesian forecasting of electoral outcomes with new parties’ competition, European Journal of Political Economy, 2019. doi: 10.1016/j.ejpoleco.2019.01.006
ST404 Applied Statistical Modelling (T2 2018-19)
- ST333 Applied Stochastic Processes (T1 2019-20)
17DS04 Bayesian Machine Learning in Social Sciences (Barcelona GSE, T3 2016-17)
14D001 Statistical Modelling and Inference (Barcelona GSE, T2 2016-17)