Research background

I'm interested in Bayesian statistics, dynamical systems (particularly identifying them from limited and/or noisy data), time series analysis, Gaussian processes, Monte Carlo methods, information theory and machine learning. 

Most of my work involves implementing and testing algorithms numerically, for which I mainly use Python, R and MATLAB.  I plan to write about some of the specific tools I use on my blog.

 

Research topics

Here you can learn about some of my research interests and the papers I've published.


blackboard
Far better an approximate answer to the right question, which is often vague, than an exact answer to the wrong question, which can always be made precise.
— John Tukey, "The future of data analysis". Annals of Mathematical Statistics 33 (1), (1962), page 13.