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

Welcome to my website!

I am a postdoc researcher in Statistics at the School of Mathematics and Statistics at the University of Glasgow, which I joined in May 2018 to I work with Prof. Dirk Husmeier.
My position is within the SofTMech Centre, an EPSRC centre for Multiscale Soft Tissue Mechanics with applications to heart and cancer.
I work on computer-intensive statistical inference in soft-tissue mechanical models based on partial differential equations. My current project is concerned with Bayesian optimisation and non-parametric Bayesian statistics using Gaussian processes applied to left ventricle modelling.

I am finishing my PhD (expected in 2018) at the Econometrics and OR Department at the VU Amsterdam and Tinbergen Institute. My supervisors are Prof. Siem Jan Koopman and Dr Lennart Hoogerheide.
In my PhD thesis I develop methods for accurate and efficient Bayesian inference for time series analysis, with particular focus on application in econometrics and finance.
I was visiting Prof. Ruth King at the University of Edinburgh, the School of Mathematics during Spring 2017.

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).