Joe Cainey | Statistics Group | Department of Mathematics

Me!

I'm a 4th year Statistics Ph.D. student at the University of Bristol under the supervision of Prof. Chistophe Andrieu. I work on Monte Carlo statistical methods, particularly Markov chain Monte Carlo. I completed my undergraduate MMath degree at the University of Bath. I'm in the picture to your right.

Research

I'm interested in all aspects of Monte Carlo algorithms, but particularly Markov Chain Monte Carlo (MCMC) and Sequential Monte Carlo (SMC). My current work, with Christophe Andrieu, is focused on pseudomarginal algorithms. While I was at Bath, I briefly worked on Automatic Differentiation, and devised a proof of concept implementation of forward and reverse mode AD for the statistical package R. One day I'll find it again and put a link to my work here. It's messy and pretty basic stuff, but it does work though - trust me!

Speaking

I spoke at Ignite Bristol 6 on Wednesday 14 September 2011, talking about the mathematics of roulette. There's a youtube video here. I'm next speaking on my research at the Mingle conference in October.

Tutorials

I am tutoring two groups in Linear Algebra & Geometry, Probability and Statistics.