Council Member of the Royal Statistical Society Member of the Institute of Mathematical Statistics
learning in games
sequential Monte Carlo
Areas of expertise
Mathematical methods for coordinating independent agents through learning. In particular, reinforcement learning and fictitious play techniques to ensure convergence to appropriate behaviour when there is minimal information available to the agents.
Bayesian mixture modelling
The Dirichlet process in Bayesian semi-parametric models. Bayesian clustering using mixture models. Mixture models for latent variables. Markov chain Monte Carlo techniques.
Sequential Monte Carlo
Applying sequential Monte Carlo algorithms to real statistical problems. Developing adaptive sequential Monte Carlo algorithms.