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 Sebastian, a researcher in computational statistics and machine learning, a Data Scientist, and a consultant. I obtained my DPhil (PhD) from the Department of Statistics of the University of Oxford. My research interests lie at the intersection of probability theory, statistics, and computational methods. In particular, I am interested in constructing and analyzing practical algorithms and simulation techniques for complex statistical or machine learning models such as intractable Bayesian models. You can find out more about my research on my research page: schmons.github.io.
Sebastian Schmon, PhD