About
I am a Lecturer (equivalent to Assistant Professor) in the Department of Statistical Science at University College London. I am also a Group Leader at The Alan Turing Institute, the UK’s national institute for Data Science and AI, where I am affiliated to the Data-Centric Engineering programme. There, I lead research on the Fundamentals of Statistical Machine Learning.
My research focuses on building statistical and machine learning methods which enable the use of large-scale models in the physical, environmental and engineering sciences. I focus on both foundational and computational problems. On the foundational side, I develop methods to merge large-scale models with data, focusing on robustness to model misspecification. On the computational side, I focus on algorithms which can make use of the structure of these complex models to vastly reduce the associated computational challenges. My work has been recognised through a Best Paper award at AISTATS, a Discussion Paper in the journal Statistical Science, an Amazon Research Award, and an honorary mention for the Savage Award amongst others.
Prior to joining UCL, I did my undergraduate degree (MMORSE, 2010-2014) and PhD (2014-2018) at the University of Warwick, the latter as part of the joint centre for doctoral training between the departments of Statistics at Warwick and Oxford. I then spent a year as a postdoctoral researcher, first in the Department of Mathematics at Imperial College London, then in the Department of Engineering at the University of Cambridge.
For more details on my work, see my Publications page or my Google Scholar profile. Alternatively, you can catch me at one of my Presentations. If you are a student/postdoc interested in working with me, see also this page.
News
My research group has recently done very well, with three papers accepted at ICML 2023, and two papers accepted at UAI 2023. These span topics including robust changepoint detection, likelihood-free inference, variance reduction for Monte Carlo methods (paper 1, paper 2), and probabilistic numerics.
Our paper on “Multilevel Bayesian quadrature” was awarded an oral presentation (top 6% of accepted papers) at AISTATS 2023!
My PhD student Zhuo Sun was awarded the Costas Goutis award from the Department of Statistical Science at UCL.
I am taking part in the Newton Institute programme on The mathematical and statistical foundation of future data-driven engineering at the University of Cambridge from January-June 2023.
My PhD student Masha Naslidnyk received a Student Paper Award from the section on Bayesian Statistical Science of the American Statistical Association for her work on robust inference for Gaussian processes.