I am a Lecturer in Statistics at Queen Mary University of London. I am interested in developing efficient Markov Chain Monte Carlo methods, high-dimensional time series analysis, network science, online Bayesian learning and empirical market microstructure.
From September 2017 to May 2020, I was a Research Fellow of the Alan Turing Institute, mentored by Arnaud Doucet and a Junior Research Fellow, Campion Hall, Oxford. I graduated with a PhD in Statistics from the Department of Statistical Sciences, University of Toronto in June 2016, where my supervisor was Radford M. Neal.
Office: G-26, School of Mathematical Sciences, Mile End Road, London, E1 4NS