Introduction
Research Interests
My research focuses on developing and understanding numerical methods for challenging inference, optimisation and control problems. I am particularly interested in computational Statistics and statistical learning using simulation methods such as particle methods, Sequential Monte Carlo, Markov Chain Monte Carlo.
Background
I am currently a Reader in
Statistics at the
Dept. of Mathematics, Imperial College London. Before I held various research positions in University College London (
Dept. of Statistical Science), here at Imperial at the
Control and Power Group (
Dept. of Electrical and
Electronic Engineering) as well as at the
Control Group in
Cambridge
University Engineering Dept, where i did my undergraduate studies and PhD at the
Signal Processing Group.
Other
Click here to find out about the Greek Stochastics Meetings. This year's workshop will take place on 16-19 July in Folegandros and the topic is on Statistics in Health, click here for details.
Here is a
link for the material I used for the LTCC course on Advanced Computational Methods in Statistics when I used to teach it.
Workshops
Greek Stochastics
Together with the rest of the Greek Stochastics team we organise a workshop every year in Greece on a different topic in Statistics and Applied Probability.
Other
Other past meetings @Imperial:
2018: Workshop on Particle Methods and Data Assimilation, 8th-10th May 2018. Click
here for details and links to some slides.
2015: Christmas Workshop on Sequential Monte Carlo and related methods, 21-23 December 2015. The details can be found
here.