Research


My research is centred on the development and application of approaches in machine learning, statistical inference and high-performance computing to address domain challenges under the broad umbrella of predictive analytics. Below is a (non-exhaustive) list of my areas of interest.

Machine learning & applied statistics

  • Non-parametric Bayesian methods
  • Estimation theory and sampling
  • Deep learning techniques

Operational research & public policy

  • Geopatial analysis and simulations
  • Military and humanitarian risk
  • Quantitative criminology

Computational finance & economics

  • FinTech and market microstructure
  • Efficiency in financial markets
  • Econometric forecasting

Cosmology & astrostatistical models

  • Large-scale structure and lensing
  • Galaxy formation and evolution
  • Cosmological parameters
 

Previous research visits and retreats