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Mr Andi WangMMath, BA

Senior Research Associate

Andi Wang

Mr Andi WangMMath, BA

Senior Research Associate

Member of

Research interests

I am a post doc working with Christophe Andrieu and Anthony Lee, as part of the CoSInES project. I started this role in October 2019.

My research interests include

  • Monte Carlo methods, in particular continuous-time methods.
  • Adaptive methods.
  • Stochastic processes.
  • Quasi-stationarity.

I completed my PhD at Oxford, 2015-2019, on the OxWaSP program, under the supervision of Prof. David Steinsaltz and Prof. Gareth Roberts. My thesis was titled "The theory of regeneration and killing in continuous-time Monte Carlo sampling".

Prior to that I did my undergraduate and master's degree in Cambridge, 2011-2015, the Mathematical Tripos (including Part III). I was awarded the Thomas Bond Sprague Prize in Part III.

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Postal address:
School of Mathematics
University Walk
Clifton
Bristol
United Kingdom