Monte Carlo Computation

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Location
Building 9, Level 2, Hall 1, Room 2322

Abstract

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Brief Biography

Ajay Jasra received his Ph.D. degree in statistics from Imperial College London in 2005. Since 2011 he has been a tenured associate professor at the Department of Statistics and Applied Probability at the National University of Singapore (NUS). Between 2005-2008 he has held various post-doctoral positions at the University of Oxford, the University of Cambridge and the Institute of Statistical Mathematics in Tokyo. He was also Chapman Fellow of Mathematics at Imperial College London in that period. Between 2008-2011 he was assistant professor, with tenure, at Imperial College London.

In under 10 years, Dr. Jasra has over 60 publications in the eld of computational statistics and applied probability, receiving over 2500 citations. He has advised over 15 Ph.D. and Post-doctoral researchers, both at NUS and Imperial College London. His core work is on the methodology and theory of particle filters and Markov chain Monte Carlo. He has worked on numerous applications, including computational biology, target tracking, nance, economics and control engineering. He has also interacted with various industries, most notably hedge funds in the city of London.