• 2020 - present: Lecturer in Statistics, Loughborough University, UK.
  • 2017 - 2020: Postdoctoral Research Associate, National University of Singapore, Singapore.
  • 2016 - 2017: Postdoctoral Research Associate, University College London, UK.
  • 2015 - 2016: Postdoctoral Research Associate, University of Cambridge, UK.


  • 2011 - 2015: PhD Statistics, University of Warwick, UK.
  • 2010 - 2011: MSc Statistics, University of Warwick, UK.
  • 2007 - 2010: BSc Economics, University of Muenster, Germany.

Research Interests

I work on Bayesian and frequentist statistical modelling, machine learning and data science.

Most of my research centres on computational tools for this purpose, for example

  • sequential Monte Carlo methods (a.k.a. "particle filters"),
  • Markov chain Monte Carlo methods,
  • variational inference.

My work aims to extend and combine these methods in novel ways to make them more amenable to the complex (e.g. high-dimensional) models nowadays often preferred by practitioners.

I am also keen on collaborating on real-world applications of such methods, for example in molecular biology, ecology, econometrics/finance, engineering and sports science.

PhD Students

  • Jonah Drake

Postgraduate Courses:

  • MAP500: Introduction to Data Science

Undergraduate Courses:

  • MAC265: Game Theory