About

Monte Carlo methods have revolutionnised statistical computation by allowing for efficient simulation from probability distributions, and efficient numerical integration against these distributions. Two recent research projects that the group has been involved in include:

1. Hamiltonian Monte Carlo methods.
2. Control variates and functionals.

Collaborators

• Chris Oates (Newcastle University)
• Michael Betancourt (Columbia University)
• Sam Livingstone (University College London)
• Alexandros Beskos (University College London)
• Ben Calderhead (Imperial College London)
• Andrew Stuart (California Institute of Technology)
• Shiwei Lan (California Institute of Technology)
• Tan Bui-Tanh (University of Texas at Austin)
• Mike Christie (Heriot-Watt University)