The aim of this blog is to summarize ideas from statistics, probability theory and related fields that I find interesting and that I found worth writing up. Some of these topics arise from my research and others are mathematical puzzles.
I am a DPhil (PhD) student at the Department of Statistics of the University of Oxford, a Data Scientist, and a consultant. My research interests lie at the intersection of probability theory, statistics, and computational methods. In particular, I am interested in constructing and analysing practical algorithms and simulation techniques for complex statistical or machine learning models such as intractable Bayesian models. More on that on my research page. My supervisors are Arnaud Doucet and George Deligiannidis.