Hello. I am a PhD student under the supervision of Joaquin Miguez within the Signal Processing Group at Carlos III University, Madrid, Spain.

My current research focus is on sequential Monte Carlo (SMC) algorithms. More specifically, I am interested in developing algorithms to tackle the filtering problem in high-dimensions and under model misspecification using SMC. More generally, my interests span computational statistics and machine learning. 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 the works page for preprints, papers, slides, posters, and other things related to my work.

Latest news

10 April 2017: Between 10-13 April 2017, I am attending to the Spring School and Workshop on Volatility Dynamics and Option Prices and Econometrics of Intraday Data organised by the Bernoulli Center at EPFL in Lausanne, Switzerland.

Old news.