Alexandros Beskos

Biographical Details

• Since 2015: Reader in Statistics, Department of Statistical Science, UCL.
• Since 2017: Research Fellow, Alan Turing Institute.
• 2020-21: Visiting Associate Professor, Yale-NUS College, Singapore.
• 2014-15: Visiting Researcher, Engineering Department, Signal Processing & Communications Laboratory, University of Cambridge.
• 2013-14: Associate Professor, Department of Statistics & Applied Probability, National University of Singapore, Singapore.
• 2012-13: Senior Lecturer in Statistics, Department of Statistical Science, UCL.
• 2008-12: Lecturer in Statistics, Department of Statistical Science, UCL.
• 2007-08: Research Fellow, Centre for Research in Statistical Methodology (CRiSM), Department of Statistics, University of Warwick.
• 2005-08: Research Fellow, under EPSRC grant, Mathematics Institute, University of Warwick.
• 2002-05: PhD in Statistics, supervisor Professor Gareth Roberts, Department of Mathematics and Statistics, Lancaster University.

Research Interests

• Bayesian Statistics
• Computational Statistics
• Machine Learning
• Stochastic Volatility
• Financial Statistics
• Inverse Problems
• Filtering
• Econometrics
• Biostatistics
• Graphical Models
• Epigenetics
• Population Models

Current & Past PhD Students

• Since 2020: Christopher Stanton, UCL; funded by EPSRC DTP, UCL Studentships Award.
• Since 2018: Warrick Poklewski-Koziell (Part-Time), UCL; funded by Centre for Doctoral Training in Financial Computing & Data Science.
• 2016-20: Shouto Yonekura, UCL & Alan Turing Institute; funded by Alan Turing Institute | Current position: Lecturer (with Tenure) in Statistics, Chiba University, Japan.
• Since 2015: Neil Foster (Part-Time), UCL; funded by UCL & Channel 4.
• 2012-16: Samuel Livingstone (Co-Supervisor), UCL; funded by Xerox | Current position: Lecturer in Statistics, Department of Statistical Science, UCL.
• 2009-14: Erik Pazos, UCL; funded by EPSRC DTP, UCL Studentships Award | Current position: Senior Consultant - Data Science, QuantumBlack, McKinsey & Company, London.

Current & Past Post-Doctoral Researchers

• Since 2020: Marcel Hirt (Co-Supervisor); funded by internal Departmental resources.
• 2016-17: Axel Finke, UCL; funded by Leverhulme Trust Prize | Current position: Lecturer in Statistics, Loughborough University.
• 2013-14: Alexandre Thiery, National University of Singapore; funded by internal Departmental resources | Current position: Assistant Professor (with Tenure) in Statistics, National University of Singapore.
• 2012-13: Nikolas Kantas, UCL; funded by EPSRC First Grant | Current position, Senior Lecturer in Statistics, Imperial College.

Grants & Awards

Co-Investigator | Alan Turing Institute Grant, PI: Prof Serge Guillas, UCL, 2019-21 | Title: Real-Time Advanced Data assimilation for Digital Simulation of Numerical Twins on HPC (RADDISH) | Value, £225,000.

Principal Investigator | Leverhulme Trust Prize, 5 years, 1 Post-Doc, 2015-20 | 1 of 5 prizes awarded in Mathematics & Statistics from the Leverhulme Trust in 2014 | Value, £100,000.

Co-Investigator | EPSRC Standard Grant, 5 years, PI: Prof Maria De Iorio, UCL,1 Post-Doc, 2013-18 | EP/K01501X/1: Advanced Stochastic Computation for Inference from Tree, Graph & Network Models | EPSRC Contribution, £408,546.

Principal Investigator | EPSRC First Grant, 1 year, 1 Post-Doc, 2012-13 | EP/J01365X/1: Sequential Monte Carlo Methods for Applications in High Dimensions | EPSRC Contribution, £98,868.