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Personal profile

Research interests

For the most up to date information about my research, supervision and teaching see my home page.

  • Statistical Inference in high-dimensional dynamic stochastic systems
  • Non-linear filtering theory and algorithms
  • Interface between convex optimization, probabilistic modelling and sampling methods
  • Bayesian modelling, hidden Markov models, state-space models, time series



External positions

Faculty Fellow, The Alan Turing Institute

Structured keywords and research groupings

  • Jean Golding


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