Biography & Research

I am currently a 3rd year PhD student in Statistics, supervised by Krzysztof Łatuszyński (Warwick) and Ewan Cameron (Oxford). I am part of a CDT programme between the University of Warwick and the University of Oxford (OxWaSP).

I am especially interested in Computational Statistics and, in particular, in Monte Carlo methods and Perfect Simulation techniques. Currently, I am working on finding efficient ways to construct Bernoulli Factory algorithms (and beyond), as well as applying them in different areas of Statistics.

Besides Statistics and Mathematics, I really enjoy programming!

Talks & Posters

  • From a Bernoulli Factory to a Dice Enterprise
  • Poster at BayesComp 2018


University of Warwick

Università degli studi di Torino

OxWaSP Projects

During the 1st year of my PhD, I attended 8 different modules and produced for each of them a report and a presentation in a team with other people from my cohort.
Moreover, I worked for about four months on two different mini-projects.

1st Term

  1. Computational Statistics and Statistical Computing
    Critique of Stein Variational Gradient Descent: A General Purpose Bayesian Inference Algorithm
    Team: Dominic Richards
  2. Probability & Approximation
    Poisson Approximation and the Chen-Stein Method
    Team: Virginia Aglietti, Petya Kindalova
  3. Stochastic Simulation
    The Data Augmentation Algorithm
    Team: Petya Kindalova, Emilia Pompe
  4. Scalable Methods & Analysis of Large Complex Data
    Efficient Implementation of the DECO Algorithm
    Team: Jack Carter, Sam Davenport, Jeremias Knoblauch

2nd Term

  1. Machine Learning
    Survival analysis for prostate cancer patients
    Team: Jack Carter, Tamar Loach
  2. Bayesian Inference
    Approximate Bayesian Computation
    Team: Virginia Aglietti, Tamar Loach, Emilia Pompe
  3. Applied Statistics
    The impact of preterm birth and small gestational age on cognitive and motor abilities
    Team: Virginia Aglietti, Jack Carter
  4. Time Series and Stochastic Processes
    Hidden Markov Models for personal activity data streams
    Team: Jack Carter, Arne Gouwy

3rd Term

  1. 1st Mini-project
    Model Selection via Nested Sampling and Bernoulli Factories
    Supervisors: Ewan Cameron, Krzysztof Łatuszyński
  2. 2nd Mini-projec
    On-line Filtering and Smoothing in High Dimensional Hidden Markov Models
    Supervisors: Adam Johansen, Patrick Rebeschini