基本信息
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职业迁徙
个人简介
My interests lie in applied and computational statistics. A lot of my work is motivated by problems in Bayesian modeling. More precisely:
Simulation algorithms and the computation of high-dimensional integrals. This encompasses Markov chains Monte Carlo, Gibbs and Hamiltonian Monte Carlo sampling, and approximate methods such as embedded Laplace approximations.
Automatic differentiation, meaning the computation of derivatives to supports gradient based algorithms. Emphasis on the differentiation of implicit functions, such as solutions to differential equations.
Hierarchical and latent Gaussian models, the geometry of their posteriors, and how this interacts with simulation algorithms.
Bayesian modeling workflows with applications in pharmacometrics, epidimeology, and physics.
Ising and Spin glass models, graph models, and more generally high-dimensional discrete spaces.
Simulation algorithms and the computation of high-dimensional integrals. This encompasses Markov chains Monte Carlo, Gibbs and Hamiltonian Monte Carlo sampling, and approximate methods such as embedded Laplace approximations.
Automatic differentiation, meaning the computation of derivatives to supports gradient based algorithms. Emphasis on the differentiation of implicit functions, such as solutions to differential equations.
Hierarchical and latent Gaussian models, the geometry of their posteriors, and how this interacts with simulation algorithms.
Bayesian modeling workflows with applications in pharmacometrics, epidimeology, and physics.
Ising and Spin glass models, graph models, and more generally high-dimensional discrete spaces.
研究兴趣
论文共 32 篇作者统计合作学者相似作者
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Diana Cai,Chirag Modi, Loucas Pillaud-Vivien,Charles C. Margossian,Robert M. Gower,David M. Blei,Lawrence K. Saul
CoRR (2024)
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arxiv(2023)
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CoRR (2023)
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arXiv (Cornell University) (2023)
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arXiv (Cornell University) (2023)
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arXiv (Cornell University) (2023)
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arXiv (Cornell University) (2023)
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