News

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2024

2023

2022

  • I will give a talk at the BLAST Working Group at Johns Hopkins University on 7 December. See details here.  Slides.

  • I will give a talk at the Division of Statistics at Linköping University on 6 December. See details here. Slides.

  • In Semester 2, I am teaching Machine Learning and the second part of the course Econometrics at Stockholm University.

  • Yu Yang (co-supervised with Robert Kohn and Scott Sisson) obtained her Ph. D. on 21 October. Congratulations, Dr. Yang!

  • New paper on arXiv (with Yu Yang, Robert Kohn and Scott Sisson): “A Correlated Pseudo-marginal Approach to Doubly Intractable Problems”.

  • New publication (September): Our paper (with Mattias Villani, Robert Kohn and Robert Salomone) “Spectral Subsampling MCMC for Stationary Multivariate Time Series with Applications to Vector ARTFIMA Processes” has been accepted for publication in Econometrics and Statistics.

  • I will give a talk at the School of Mathematics and Statistics at the University of Melbourne on 21 September. See details here. Slides.

  • New publication (August): Our paper (with David Nott and Robert Kohn) “Gaussian Variational Approximation for High-dimensional State Space Models” has been accepted for publication in Bayesian Analysis.

  • I am visiting the University of Technology Sydney from 1 August – 21 September.

  • Slides from my talk at the 73rd ​British Mathematical Colloquium.

  • I am now an Associate Editor of Computational Statistics and Data Analysis.

  • I am an invited speaker in the Statistics section of the 73rd ​British Mathematical Colloquium on 7 June.

  • In Semester 1, I am teaching the second part of the course Econometrics at Stockholm University.

  • I have now (March) joined the Department of Statistics at Stockholm University.

2021

  • Happy to announce that I will join the Department of Statistics at Stockholm University in March 2022 as a Senior Lecturer in Statistics.

  • On 19 December I will present our work on subsampling MCMC for multivariate time series at CMStatistics. Slides from the talk.

  • Excited to teach Bayesian Statistical Learning at the AMSI Summer School 10 Jan – 4 February 2022.

  • Mark Youssef was awarded an AMSI Vacation Research Scholarship and will be supervised by me on the topic “Bayesian Estimation of Stationary Time Series Models With Exogenous Inputs”.

  • I am now co-supervising Yu Yang (UNSW, main supervisors Robert Kohn and Scott Sisson) and Gary Strain (UTS, main supervisor Martin Bell).

  • On 30 September I will present our work on subsampling MCMC for multivariate time series at One World ABC Seminar. Slides from the talk.

  • On 19 August I will present our work on subsampling MCMC for multivariate time series at La Trobe University. Slides from the talk.

  • I will present our work on Gaussian variational inference in ISBA on 28 June. Slides from the talk.

  • I will teach the course “Subsampling MCMC – An approach to speed up MCMC by data subsampling” in the Data Science AMSI Winter School 20-23 July.

  • I will present our new work on subsampling MCMC for multivariate time series in ABC in Svalbard  on 13 April. Slides.

  • New paper on arXiv (with Mattias Villani, Robert Kohn and Robert Salomone): “Spectral Subsampling MCMC for Stationary Multivariate Time Series”.

  • I am now the main supervisor of Thomas Goodwin.

  • New publication (March): Our paper (with Minh-Ngoc Tran, Mattias Villani, Robert Kohn and  Khue-Dung Dang) “The Block-Poisson Estimator for Optimally Tuned Exact Subsampling MCMC” has been accepted for publication in the Journal of Computational and Graphical Statistics.

  • I am a Scientific Programme Committee member of CMStatistics 2021.

  • In Semester 1, I am teaching the course 37151 – Introduction to Statistics. I am also lecturing this subject (remotely) at the Northeastern University at Qinhuandao.

2020

  • Simran Bindra was awarded an AMSI Vacation Research Scholarship and will be supervised by me on the topic “Bayesian Estimation of Flexible Models for Sports Data”.

  • I am organizing the SSA NSW Early Career and Student Statistician event on 19 November.

  • I am co-supervising Virginia He (main supervisor Matt Wand).

  • I will give a virtual talk at the Department of Statistics at the University of Auckland on 8 October on our subsampling MCMC work. Slides.

  • New publication (August): Our paper (with David Gunawan, Khue-Dung Dang, Robert Kohn and Minh-Ngoc Tran) “Subsampling Sequential Monte Carlo for Static Bayesian Models” has been accepted for publication in Statistics and Computing.

  • I will be on annual leave between 6 July – 21 July.

  • I am supervising (my first PhD student as main supervisor!) Zixuan Wang.

  • I will give a virtual talk at the School of Mathematics and Statistics at the University of Melbourne on 28 July on our spectral subsampling MCMC work. Slides.

  • New publication (June): Our paper “Bayesian Inference on the Keller-Segel Model” (with Thomas Goodwin, Christian Evenhuis and Stephen Woodcock) has been accepted for publication in the ANZIAM Journal.

  • In Semester 2, I will teach the course 37151 – Introduction to Statistics.

  • New publication (June): Our paper (with Robert Salomone, Robert Kohn, Mattias Villani and Minh-Ngoc Tran) “Spectral Subsampling MCMC for Stationary Time Series” has been accepted for presentation and for publication in the conference proceedings of the 37th International Conference on Machine Learning (ICML 2020).

  • I will give a virtual talk at the Department of Econometrics and Business Statistics at Monash University on our work that extends subsampling MCMC to stationary time series models on 4 June. Slides.

  • New publication (April): Our paper “Predicting Seagrass Decline due to Cumulative Stressors” (with Matthew P. Adams, Edwin J. Y. Koh, Maria P. Vilas, Catherine J. Collier, Victoria M. Lambert, Scott A. Sisson, Eve McDonald-Madden, Len J. McKenzie and Katherine R. O’Brien) has been accepted for publication in Environmental Modelling and Software.

  • I am a committee member of the Bayesian Statistics section of the Statistical Society of Australia.

  • I am co-supervising Thomas Goodwin, jointly with Stephen Woodcock  (main supervisor) and Christian Evenhuis.

  • Our paper (with David Gunawan, Khue-Dung Dang, Robert Kohn and Minh-Ngoc Tran) “Subsampling Sequential Monte Carlo for Static Bayesian Models” has been revised.

  • I am giving a Zoom talk at ACEMS technical seminar series on 24 March. Slides.

  • I am the new seminar organiser of the School of Mathematical and Physical Sciences. If you are in the Sydney area and would like to give a seminar, please contact me (after the COVID-19 outbreak settles).

  • Our paper (with David Nott and Robert Kohn) “Gaussian Variational Approximation for High-dimensional State Space Models” has been revised.

  • Our paper (with Robert Salomone, Robert Kohn, Mattias Villani and Minh-Ngoc Tran) “Spectral Subsampling MCMC for Stationary Time Series” has been significantly revised.

  • My first student KD Dang (co-supervised with Robert Kohn) obtained her Ph. D. on 11 February. Both assessors acclaimed her work. Congratulations, Dr. Dang!

  • In Semester 1, I will teach the course 37151 – Introduction to Statistics.

  • Slides from my talk at Örebro University.

  • I will give a talk entitled “Subsampling MCMC: Bayesian inference for large data problems” at Örebro University on 16 January.

2019

2018

  • New publication (December): Our paper (with Ming Xu, Robert Kohn and Scott A. Sisson)  “Variance Reduction Properties of the Reparameterization Trick” has been accepted  for poster presentation and for publication in the conference proceedings of the 22nd International Conference on Artificial Intelligence and Statistics (AISTATS 2019).

  • Our paper (with Khue-Dung Dang, Robert Kohn, Minh-Ngoc Tran and Mattias Villani). “Hamiltonian Monte Carlo with Energy Conserving Subsampling” has been significantly revised.
    Major change 1: Compares against SGLD and SG-HMC.
    Major change 2: Implements the block-Poisson estimator in a HMC context.

  • Slides from my talk at the ACEMS workshop.

  • I am a member of the Program Committee of the 12th International Conference on Monte Carlo Methods and Applications (MCM 2019).

  • I was awarded an Outstanding Achievement Recognition Award by the Australian Research Council Centre of Excellence for Mathematical and Statistical Frontiers.

  • I am reviewing for ICML 2019.

  • Our paper (with Ming Xu, Robert Kohn and Scott A. Sisson): “Variance reduction properties of the reparameterization trick” has been revised to fit an 8 pages conference format.

  • On 30 November I will give a talk at the ACEMS workshop “Advances and challenges in Monte Carlo methods” at the University of Queensland.

  • New paper on arXiv (with Ming Xu, Robert Kohn and Scott A. Sisson): “On Some Variance Reduction Properties of the Reparameterization Trick”.

  • New publication (September): Our paper (with Mattias Villani, Robert Kohn, Minh-Ngoc Tran and Khue-Dung Dang) “Subsampling MCMC – An Introduction for the Survey Statistician” has been accepted for publication in Sankhya A.

  • New paper on arXiv (with Mattias Villani, Robert Kohn, Minh-Ngoc Tran and Khue-Dung Dang): “Subsampling MCMC – A Review for the Survey Statistician”.

  • During Semester 2, I will teach the course ECON1203 – Business and Economics Statistics.

  • Slides from my talk in ISBA 2018.

  • Slides from my talk in EcoSta 2018.

  • Conference season is approaching! Come and see me present:
    – Gaussian Variational Approximation for High-dimensional State Space Models at EcoSta 2018 on 21 June, 08:30-10:10.
    – The Block-Poisson Estimator for Optimally Tuned Exact Subsampling MCMC at ISBA 2018 on 28 June, 17:30-19:00.

  • New paper on arXiv (with David Gunawan, Robert Kohn, Khue-Dung Dang and Minh-Ngoc Tran): “Subsampling Sequential Monte Carlo for Static Bayesian Models”.

  • Our paper (with David Nott and Robert Kohn): “Gaussian Variational Approximation for High-dimensional State Space Models” has been revised.

  • Our article “Speeding up MCMC by Delayed Acceptance and Data Subsampling” has now appeared in Journal of Computational and Graphical Statistics.

  • I am reviewing for NIPS 2018.

  • New version of our paper (with Minh-Ngoc Tran, Mattias Villani, Robert Kohn and Khue-Dung Dang)  “The Block-Poisson Estimator for Exact Subsampling MCMC”, which has the new title “The Block-Poisson Estimator for Optimally Tuned Exact Subsampling MCMC”.

  • Our paper (with Minh-Ngoc Tran, Mattias Villani, Robert Kohn and Khue-Dung Dang). “The Block-Poisson Estimator for Exact Subsampling MCMC” has been significantly revised.
    Note 1: Title has been changed from “Exact Subsampling MCMC”.
    Note 2: Methodological content of  The Block-Pseudo Marginal Sampler is now part of this paper.
    Note 3: New co-author Khue-Dung Dang.

  • On 6 April I will present our work on “Gaussian Variational Approximation for High-dimensional State Space Models” (arXiv) in the Mathematics of Biological Systems Management Symposium at the University of Melbourne. Slides from the talk.

  • New publication (February): Our paper (with Robert Kohn, Mattias Villani, and Minh-Ngoc Tran) “Speeding up MCMC by Efficient Data Subsampling” has been accepted for publication in the Journal of the American Statistical Association.

  • New paper on arXiv (with David Nott and Robert Kohn): “Gaussian Variational Approximation for High-dimensional State Space Models”.

  • During Semester 1, I will teach the course ECON1203 – Business and Economics Statistics.

  • I will be on annual leave between 2 January – 21 January.

2017

  • Our paper (with Robert Kohn, Mattias Villani, and Minh-Ngoc Tran) “Speeding up MCMC by Efficient Data Subsampling” has been revised.

  • On 30 November I presented some ongoing work (with David Nott and Robert Kohn) on Gaussian variational approximations at The Sydney Time Series & Forecasting Symposium. Paper soon to be ArXiv:ed.

  • Breaking news: I (my Bayesian alter ego) am on Twitter: MQBayes.

  • On 13 November I will present a poster on our paper (with Minh-Ngoc Tran, Robert Kohn and Mattias Villani) “The Block Pseudo-Marginal Sampler” at Bayes on the Beach.

  • On 2 November I gave a talk at the ACEMS yearly retreat on our project “Enabling Bayesian inference for big data”. Slides from the talk.

  • New paper on ArXiv (with Khue-Dung Dang, Robert Kohn, Minh-Ngoc Tran and Mattias Villani): “Hamiltonian Monte Carlo with Energy Conserving Subsampling”.

  • Our paper (with Mattias Villani, Robert Kohn, and Minh-Ngoc Tran) “Speeding up MCMC by Efficient Data Subsampling” has been revised.

  • I am assisting Robert Kohn in the course Econometric Theory and Methods.

  • On 16 June I will present our Exact Subsampling MCMC paper at the 1st International Conference on Econometrics and Statistics (EcoSta 2017). Slides from the talk.

  • On 12 May I will present our Exact Subsampling MCMC paper at the University of Sydney Business School’s seminar series. Slides from the talk.

  • I am reviewing for NIPS 2017.

  • New (and my first!) publication (March): Our paper (with Minh-Ngoc Tran, Mattias Villani and Robert Kohn) “Speeding up MCMC by Delayed Acceptance and Data Subsampling” has been accepted for publication in the Journal of Computational and Graphical Statistics.

  • Our paper (with Minh-Ngoc Tran, Robert Kohn and Mattias Villani) “The Block Pseudo-Marginal Sampler” has been revised. Note: Title has been changed from “Block-Wise Pseudo-Marginal Metropolis-Hastings”.

  • I am a Program Committee Member for ICML 2017.

  • New version of our paper (with Minh-Ngoc Tran, Mattias Villani and Robert Kohn) “Exact Subsampling MCMC”.

  • I have now (9 January) joined the School of Economics, UNSW Business School.

2016