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Dr Andi Wang

Dr Andi Wang

Dr Andi Wang
MMath, BA

Senior Research Associate

Area of research

Computational Statistical Inference for Engineering and Security

Office GA.07
Fry Building,
Woodland Road, BS8 1UG
(See a map)

Research summary

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, in particular continuous-time methods.
  • Adaptive methods.
  • Stochastic processes.
  • Quasi-stationarity.

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 ...

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Biography

See also my personal page.

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.

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". My research concerned several topics, all centered around continuous-time Monte Carlo methods.
 
We started off studying quasi-stationary Monte Carlo methods, building on the pioneering work of Pollock et al. (2016). Quasi-stationarity concerns ...

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Recent publications

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View complete publications list in the University of Bristol publications system

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