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Position Title/Affiliation
Assistant Professor in Statistics
Position Being Sought 2023
BNP Program Chair
Candidate Statement 2023
I am a member of the statistics group at the Department of Mathematics at King’s College London, UK. I completed my PhD in 2009 under the supervision of Professor Stephen Walker. I have worked on Bayesian non-parametric statistics since then. My interests include univariate and multivariate density estimation using Bayesian non-parametric priors, development of Bayesian nonparametric models for multivariate time series analysis, and computational methods for nonparametric models. In terms of applications areas I am interested in portfolio allocation and financial risk management, macroeconomic forecasting, and more recently in socioeconomic mobility, and income distribution modelling.
I have been a member of ISBA since 2006. I was the first treasurer of the Bayesian nonparametrics section and served on the scientific committee of the Bayesian nonparametric networking event which was held in Cyprus in April 2022.
With the advent of Machine Learning and AI, it is important to build on and develop the theoretical foundations of Bayesian non-parametric methods as well as the extensions and development of related computational methods that can be applied in a high-dimensional setting. This is an exiting time for our field, full of opportunities to promote our work on a variety of application areas including climate modelling and ecology, finance and economics, and epidemiology.
I feel that Program Chair is a great opportunity to showcase these developments.
I would be honoured to serve as Program Chair for the BNP section of ISBA.
I have been a member of ISBA since 2006. I was the first treasurer of the Bayesian nonparametrics section and served on the scientific committee of the Bayesian nonparametric networking event which was held in Cyprus in April 2022.
With the advent of Machine Learning and AI, it is important to build on and develop the theoretical foundations of Bayesian non-parametric methods as well as the extensions and development of related computational methods that can be applied in a high-dimensional setting. This is an exiting time for our field, full of opportunities to promote our work on a variety of application areas including climate modelling and ecology, finance and economics, and epidemiology.
I feel that Program Chair is a great opportunity to showcase these developments.
I would be honoured to serve as Program Chair for the BNP section of ISBA.
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