I completed my PhD in Statistical Science at UCL in 2019.
My supervisors were:
- Dr Yvo Pokern
- Dr Alexandros Beskos
- Professor Richard Chandler
In my final year undergraduate project I investigated the implementation of Bayesian computational methods for parametric drift inference over stochastic differential equations.
My PhD research continued with an extension towards non-parametric inference with applications in modelling two-dimensional animal movement.
- Bayesian inference and model selection for multi-dimensional diffusion process models with non-parametric drift and constant diffusivity, Doctoral thesis, UCL, https://discovery.ucl.ac.uk/id/eprint/10076641/.
- Multi-dimensional diffusion processes, non-parametric inference, Markov chain Monte Carlo (MCMC) methods, hypothesis testing and model selection.