My
research
supervisors are Scott Sisson and Yanan Fan, and my research is focussed
on Trans-Dimensional Sampling methodology “ Markov Chain Monte Carlo
techniques - MCMC /
RJMCMC, Sequential
Monte Carlo Methods, Particle
Filters, Interacting Particle
System approximations of Feynman-Kac flows. In the past I have been
involved with development of Sequential Monte Carlo Samplers with
applications to model order and parameter estimation and optimisation,
Trans-Dimensional Sequential Monte Carlo methods, Asymptotic Bias for
Sequential Monte Carlo Methods and analysis of mixtures using the SMC
framework. I have been very interested in the theoretical and
methodological aspects of SMC techniques. My current focus is two fold
1) on general frameworks for Trans-Dimensional sampling techniques with
potential applications in a financial setting.