Current research
I am an Assistant Professor in the Department of Statistics of the University of Warwick.
My research interests include:
- Representation of uncertainty motivated by the use of a combination of possibility and probability theory to model both epistemic and aleatoric uncertainty (see [12, 14] and [S3, S4]), with applications to robust inference ([17] and [S7]), high-dimensional inference, reinforcement learning and multi-target tracking ([24] and [S6])
- Bayesian Statistics and Monte Carlo methods, in particular multilevel Monte Carlo methods for the approximation of filtering and smoothing distributions related to differential equations with randomness (see [11, 13, 22] and [S5])
I am also on the Editorial Board of Statistics and Computing and of the AIMS journal Foundations of Data Science.
Current and past PhD students
- Zeng Jiajie (2016-2020): Computational Methods for Multiple Target Tracking (with Ajay Jasra)
- Jake Thomas (2019-2023): Reinforcement learning (RL) via possibility theory
- Chatchuea Kimchaiwong (2019-2023): Possibilistic Ensemble Kalman Filtering (with Adam Johansen)
- Ting Zhu (2021-2025): Multi-agent RL – agent modelling other agents (with Giovanni Montana)
- Sharlin Utke (2021-2025): A relational approach to multi-agent RL (with Giovanni Montana)
Recent collaborators
- Adrian Bishop (UTS, Australia)
- Daniel E. Clark (Telecom Sud Paris, France)
- Pierre Del Moral (INRIA Bordeaux, France)
- Emmanuel D. Delande (CNES, France)
- Jeremy Heng (ESSEC Business School, Singapore)
- Moriba K. Jah (University of Texas, US)
- Ajay Jasra (KAUST, Saudi Arabia)
- Dann Laneuville (Naval Group, France)
- Branko Ristić (RMIT, Australia)
- Sumeetpal S. Singh (University of Wollongong, UK)
- Murat Üney (University of Liverpool, UK)
Events
- I am the main organiser of the 50th anniversary conference of the Department of Statistics at the University of Warwick, to be held on September 7-9, 2022
- I was the co-chair of the First International Summer School on Finite Set Statistics, held in Edinburgh July 22-26, 2013 (Lecture notes).
Links
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