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About Me:

I am a PhD student at the University of Edinburgh working on sequential Bayesian inference. My project title is “Sequential Bayesian inference for spatio-temporal probabilistic models of changes in global vegetation and ocean properties using Earth Observation data“. I am part of the SENSE CDT which is funded in part by NERC and UKSA. I am supervised by Dr Víctor Elvira.

My research focuses on inference of a high dimensional sufficient state from lower dimensional noisy observations.

I am currently working on software for Bayesian filtering of state-space models, working repo is here: It is very much a work in progress and should not be considered usable in any real capacity.

Current research topic: Spasity detection in LG state space models, with extensions to nonlinear nongaussian models coming later. Next area will likely be a parameterisation of nonlinear SSMs (so that I can mechanically extract their form rather than specifying), which will be miles hard hopefully.

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