- 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.
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.
- Jonah Drake
- MAP500: Introduction to Data Science
- MAC265: Game Theory