Research
Research interests lie in the following areas:
- Markov chains and approximate sampling
- Monte Carlo and Quasi-Monte Carlo methods
- Information based complexity and high-dimensional analysis
- Bayesian statistics and uncertainty quantification
More specific topics:
- Perturbation theory for Markov chains
- Development and convergence properties of slice sampling
- Hidden Markov models
- Robustness of Monte Carlo methods (big data and small noise regimes)
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