my_name 'dot' my_surname 'at' glasgow 'dot' ac 'dot' uk

Welcome to my website!

I am a research associate in Statistics at the School of Mathematics and Statistics at the University of Glasgow, working with Dirk Husmeier on computer-intensive statistical inference in soft-tissue mechanical models based on partial differential equations. My current post is within the EPSRC funded Closed-Loop Data Science centre, where I work on incorporating feedback effects into healthcare prognostication systems. My previous position at Glasgow was within SofTMech, an EPSRC centre for Multiscale Soft Tissue Mechanics with applications to heart and cancer.

I did my PhD at the Department of Econometrics and OR, Vrije Universiteit Amsterdam, and the Tinbergen Institute. I was working Siem Jan Koopman and Lennart Hoogerheide on developing methods for accurate and efficient Bayesian inference for time series analysis, with a particular focus on applications in econometrics and finance. In Spring 2017 I visited Ruth King at the School of Mathematics, the University of Edinburgh, to work on efficient algorithms for Bayesian inference in state space models.

I hold a Bachelor’s degree in Mathematics from the Faculty of Mathematics, Informatics, and Mechanics, the University of Warsaw, and a Master’s degree in Economics from the Warsaw School of Economics.

My main research interests:

  • Bayesian methods
  • Monte Carlo methods (MCMC, SMC, ABC)
  • Time series analysis (especially state space models)
  • Data analysis (including rare event estimation)
  • Machine learning (e.g. Bayesian optimisation)

Besides, I am interested in code optimization, deep learning and adaptive importance sampling.