I am a fourth year PhD student at the University of Cambridge, Department of Engineering, Signal Processing and Communications group. My research interest lies in the Bayesian approach to statistical inference.
So far I have worked on alpha-stable distributions, a class of heavy-tailed distributions that describe phenomena with extreme values. The main challenge is the lack of closed-form mathematical expressions. I have first proposed a method to estimate the latter, based on algorithms for intractable likelihood problems. I am currently working on modeling time series driven by such alpha-stable noise.
Machine Learning ; Statistical Signal Processing ; Bayesian Inference