Dr Andi Wang

DPhil, MMath, BA

    • BS8 1UG

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    Personal profile

    Research interests

    I am a post doc working with Christophe Andrieu and Anthony Lee, as part of the CoSInES project. I started this role in October 2019.

    My research interests include

    • Monte Carlo methods, particularly continuous-time methods
    • Bayesian inference
    • Quasi-stationarity
    • Scalable methods
    • Adaptive methods

    I completed my PhD at Oxford, 2015-2019, on the OxWaSP program, under the supervision of Prof. David Steinsaltz and Prof. Gareth Roberts. My thesis was titled "The theory of regeneration and killing in continuous-time Monte Carlo sampling".

    Prior to that I did my undergraduate and master's degree in Cambridge, 2011-2015, the Mathematical Tripos (including Part III). I was awarded the Thomas Bond Sprague Prize in Part III.

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