a 'dot' borowska 'at' vu 'dot' nl

Welcome to my website!

I am a PhD candidate at the Econometrics and OR Department at the VU Amsterdam and Tinbergen Institute. My supervisors are Siem Jan Koopman and Lennart F. Hoogerheide. I was visiting Ruth King at the University of Edinburgh, the School of Mathematics during Spring 2017.

I am on the 2018 job market. Please check my CV and my Job Market Project!

My main research interests:

  • Bayesian methods
  • Time series analysis
  • State space models
  • Sequential Monte Carlo

Besides, I am interested in machine learning, code optimization, adaptive importance sampling and risk evaluation (rare events estimation).