I am a Research Fellow of the University of Warwick, with a joint appointment between Dept. of Computer Science and Dept. of Statistics. I am based at The Alan Turing Institute, London, working within the London air quality project, led by Theo Damoulas, which is a part of the programme on Data-centric engineering. I am also a member of the Warwick Machine Learning Group. Previously, I have completed my PhD under the supervision of Joaquin Miguez within the Signal Processing Group at Carlos III University of Madrid.

My research interests lie at the intersection of inference and optimization. My current research focus is on stochastic filtering and stochastic optimization, and more generally, my interests span computational statistics and machine learning. My original background is in signal processing. I maintain a research blog called almost stochastic, from where you can get a fair idea about my interests.

Here is my usually up-to-date CV. See works page for preprints, papers, slides, posters, and other things related to my work.

Here are some more links: My Google Scholar, github, LinkedIn, a few Amazon book reviews (hopefully there will be more soon), and my Medium page.

Latest news

14 September 2019: I am visiting the School of Mathematics, University of Edinburgh between 16-19 September 2019. I will also give a talk on Convergence rates for optimised adaptive importance samplers.

Old news.