Research output per year
Research output per year
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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Research output
- 4 Article (Academic Journal)
-
Regeneration-enriched Markov processes with application to Monte Carlo
Wang, A., Pollock, M., Roberts, G. O. & Steinsaltz, D., 1 Apr 2021, In: Annals of Applied Probability. 31, 2, p. 703-735Research output: Contribution to journal › Article (Academic Journal) › peer-review
Open Access -
Subgeometric hypocoercivity for piecewise-deterministic Markov process Monte Carlo methods
Andrieu, C., Dobson, P. & Wang, A. Q., 4 May 2021, (Accepted/In press) In: Electronic Journal of Probability.Research output: Contribution to journal › Article (Academic Journal) › peer-review
5 Downloads (Pure) -
An approximation scheme for quasi-stationary distributions of killed diffusions
Wang, A., Roberts, G. O. & Steinsaltz, D., 27 Mar 2020, In: Stochastic Processes and their Applications. 130, 5, p. 3193-3219Research output: Contribution to journal › Article (Academic Journal) › peer-review
Open Access