Axel Finke 
Background - Research - Publications - Conferences
Position: Research Associate
E-mail: af574 [at] cam.ac.uk
Office Location: BN3-06
Background
I am a Research Associate in the Sigproc Group working with Sumeetpal S. Singh. Previously, I was a Ph.D. student at the University of Warwick. There, I was supervised by Adam M. Johansen and Dario Spanò.Research
I am interested in Monte Carlo methods for statistical inference. In particular, I am developing methodology based on- sequential Monte Carlo and Markov chain Monte Carlo methods,
- pseudo-marginal constructions,
- auxiliary-variable/state-space extension techniques.
Publications & Reports
AF & S. S. Singh (2016). Approximate Smoothing and Parameter Estimation in High-Dimensional State-Space Models. arXiv preprint, arXiv:1606.08650. AF, A. M. Johansen & D. Spanò (2014). Static-parameter estimation in piecewise deterministic processes using particle Gibbs samplers. Annals of the Institute of Statistical Mathematics, 66(3), 577–609. Also available as CRiSM Working Paper 14-03, February, 2014. AF, A. L. Hetland, A. Lee & A. M. Johansen. Contribution to the discussion on "Sequential quasi Monte Carlo" by M. Gerber & N. Chopin. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 77(3), 557--558, 2015. AF. On Extended State-Space Constructions for Monte Carlo Methods. Ph.D. Dissertation. University of Warwick. 2015.Conferences & Seminars
2016
- Talk, 4–7 Jan., 6th IMS-ISBA joint meeting, MCMSki IV, Lenzerheide, Switzerland.
2015
- Invited talk, 26–28 Aug., SMC 2015 Workshop, ENSAE, Paris, France.
- Invited talk, 13 Mar., Computational Statistics Seminar, University of Oxford.
2014
- Talk, 14 Oct., Young Researchers' Meeting, University of Warwick.
- Poster, 10–12 Sep., Dynstoch 2014, University of Warwick.
- Talk, 23 Jun., EQUIP Group Meeting, University of Warwick.
- Poster, 22–25 Apr., Monte Carlo Inference for Complex Statistical Models, Isaac Newton Institute for Mathematical Sciences, Cambridge.
- Poster, 6–8 Jan., 5th IMS-ISBA joint meeting, MCMSki IV, Chamonix, France.
2013
- Talk, 6 Dec., Algorithms and Computationally Intensive Inference Seminar, University of Warwick.
- Invited talk, 21 Nov., Probability and Statistics Seminar, School of Mathematics and Statistics, University of Sheffield.
- Talk, 8 Oct., Young Researchers' Meeting, University of Warwick.
- Invited talk, 2–5 Sep., Royal Statistical Society International Conference 2013, Newcastle.
- Invited talk, 10 Jul., Oberseminar, Institut für Ökonometrie und Wirtschaftsstatistik, University of Münster, Germany.
- Talk, 25–28 Mar., 36th Research Students' Conference in Probability and Statistics, Lancaster.
2012
- Invited talk, 1–3 Dec., 5th International Conference of the ERCIM WG on Computing & Statistics, Oviedo, Spain.
- Poster, 19–21 Sep., Recent Advances in Sequential Monte Carlo, University of Warwick.
- Talk, 9–12 Jul., 35th Research Students' Conference in Probability and Statistics, Southampton.
- Talk, 12 Jun., Young Researchers' Meeting, University of Warwick.