Research Group

Current Students

I am currently supervising the following great team of PhD students:

  • Oscar Key, PhD student within the CDT in Foundational AI at UCL, Department of Computer Science (started September 2020). Main supervisor. Second supervisor: Prof. Marc Deisenroth. Project: Robustness of Gaussian processes

  • Zhuo Sun, PhD student in Statistics at UCL, Department of Statistical Science (started September 2019). Main supervisor. Second supervisor: Dr. Jinghao Xue. Project: Control Variates for Monte Carlo Methods.

  • Kaiyu Li, PhD student in Statistics at UCL, Department of Statistical Science (Started September 2019). Second supervisor. First supervisor: Prof. Serge Guillas. Project: Bayesian quadrature and multi-level Monte Carlo.

research group


I also have honorary PhD students i.e. PhD students with which I work with regularly and mentor, but that are not based at UCL:

  • George Wynne, PhD student in Mathematics at Imperial College London, Department of Mathematics (since September 2018). Co-supervised with Dr. Andrew Duncan (Imperial) and Prof. Mark Girolami (Cambridge). Project: Theory for Gaussian processes.

  • Takuo Matsubara, PhD student in Statistics at Newcastle University and The Alan Turing Institute (since September 2019). Main supervisor: Prof. Chris J. Oates (Newcastle). Projects: Bayesian neural networks and Stein discrepancies.

Past Students doing Research

I have previously supervised a number of students currently doing research:

  • Johanna Meier, MSc Data Science thesis (UCL, 2020), title: “Scalable Inference for Generative Models using Quasi-Monte Carlo”. Now PhD student at Leibniz Universitat Hannover under the supervision of Prof. Philipp Sibbertsen.
  • Charline le Lan, MSc Statistics thesis (Imperial College London, 2018), title: “Neural Networks for Variance Reduction in MCMC”. Now PhD student at the University of Oxford under the supervision of Prof. Yee Whye Teh.
  • Xiaoyue Xi, MSc Statistics thesis (Imperial College London, 2017), title: “Bayesian Monte Carlo in Computer Graphics”. Received best MSc thesis award. Now PhD student at Imperial College under the supervision of Dr. Oliver Ratmann.