Marina Riabiz
Background - Research - Publications - Teaching
Position: PhD Student
E-mail: mr622 [at] cam.ac.uk
Office Location: BN3-02
Thesis Title: 'Bayesian Inference for non-Gaussian Lévy Processes'
Supervisor: Prof. Simon GodsillBackground
I completed my undergraduate Bachelor and Master degrees in Mathematical Engineering at Politecnico di Milano (Italy), specialising in the Applied Statistics Curriculum. My master thesis involved supervised classification of functional data, regarding geometrical features of fibres.Research Interests
Bayesian inference for the alpha-stable distribution: The Matlab code for conditional and marginal MCMC schemes for stable parameters inference can be downloaded here: stable_paremeters_inference.zipSelected Publications
- Riabiz, M., Ardeshiri, T., Kontoyiannis, I., and Godsill, S., 'Nonasymptotic Gaussian Approximation for Linear Systems with Stable Noise'. arXiv:1802.10065v3 (2018)
- Riabiz, M. , and Godsill, S., 'Approximate simulation of linear continuous-time models driven by asymmetric stable Lévy processes'. Proceedings of the 42nd International Conference on Acoustics, Speech, and Signal Processing, 2017 (ICASSP '17), New Orleans, US
- Riabiz, M., Ardeshiri, T., and Godsill, S., (2017). 'A central limit theorem with application to inference in alpha-stable regression models'. Proceedings of the Time Series Workshop at NIPS 2016, in PMLR 55:70-82
- Lemke, T., Riabiz, M., and Godsill, S., 'Fully Bayesian Inference for alpha-Stable Distributions Using a Poisson Series Representation'. Digital Signal Processing, 2015
- Riabiz, M., Lindsten F., and Godsill, S., 'Pseudo-Marginal MCMC for Parameter Estimation in alpha-Stable Distributions'. In Proceedings of the 17th IFAC Symposium on System Identification (SYSID), Beijing, China, 2015
Teaching
- Supervisions for 3F3 (Signal and Pattern Processing), 3F8 (Inference)
- Lab demonstrations for the I1 Lab (Spectrum Analysis), 1B Lab Computing (C++), 3F4 Lab (Data Transmission), 3F3 (Signal and Pattern Processing), SF1 (Data Analysis 3rd Year Project)
- Teaching Assistant for 4F13 (Machine Learning)