2024: Co-authored 'Learning variational autoencoders via MCMC speed measures' with Marcel Hirt and Vasileios Kreouzis, published in Statistics and Computing
2023: Co-authored 'Bayesian Tensor Factorisations for Time Series of Counts' with Zhongzhen Wang and Ioannis Kosmidis, published in Machine Learning
2023: Co-authored 'Reservoir computing for macroeconomic forecasting with mixed frequency data', published in International Journal of Forecasting
2023: Co-authored 'Bayesian online change point detection with Hilbert space approximate Student-t process' with Jeremy Sellier, published in ICML 2023
2023: Co-authored 'Doubly-online changepoint detection for monitoring health status during sports activities' with Mattia Stival and Mauro Bernardi, published in Annals of Applied Statistics
2023: Co-authored 'Flexible marked spatio-temporal point processes with applications to event sequences from association football' with Santhosh Narayanan and Ioannis Kosmidis, published in Journal of the Royal Statistical Society Series C
2023: Co-authored 'Inference for partially observed Riemannian Ornstein-Uhlenbeck diffusions of covariance matrices' with Mai Ngoc Bui and Yvo Pokern, published in Bernoulli
2023: Co-authored 'Missing data patterns in runners’ careers: do they matter?' published in Journal of the Royal Statistical Society Series C
2023: Co-authored 'Scalable and Interpretable Marked Point Processes' with Aristeidis Panos and Ioannis Kosmidis, published in AISTATS 2023
2023: Co-authored 'Sparse Spectral Bayesian Permanental Process with Generalized Kernel' with Jeremy Sellier, published in AISTATS 2023
Research Experience
Involved in multiple research projects, including:
Dynamic pricing
Poisson processes for identity systems and cyber security
Reservoir Computing for Macroeconomic Modelling
Detecting anomalies in the VAT network (identifying abnormal data events and fraudulent behavior)
Forecasting with large macroeconomic and financial datasets
Probabilistic fault detection and power forecasting in wind parks using SCADA data from wind turbines
Recovering utilities from observational data (inverse reinforcement learning in consumer behavior modeling)