Axel Finke

firstname{dot}lastname{at}nus{dot}edu{dot}sg

Profile

I am currently a research fellow working with Alexandre H. Thiery at the Department of Statistics and Applied Probability, National University of Singapore.

Previously, I held research fellow positions with Sumeetpal S. Singh at the Department of Engineering, University of Cambridge and with Alexandros Beskos at the Department of Statistical Science, University College London. For my Ph.D., I was supervised by Adam M. Johansen and Dario Spanò at the University of Warwick.

Research interests

I work on methodology for computationally intensive Bayesian and Frequentist statistics. In particular, I am interested in

• developing and analysing sequential Monte Carlo and Markov chain Monte Carlo methods,

• improving the performance of such algorithms in high-dimensional models,

• applications in epigenetics, ecology, econometrics, finance.

Publications

Please see my Google Scholar profile.

Code

I am in the process of making my C++/RCpp code for various sequential Monte Carlo and particle MCMC methods available on Github. Eventually, these will be available from my monte-carlo-rcpp repository.

Other academic profiles

• researcher ID: orcid.org/0000-0002-8379-3012

• peer-review activity: publons.com/a/600635/