Personal information
Biography
I am a Postdoctoral Researcher at the Helsinki Institute for Information Theory, Department of Statistics, Aalto University, Finland. I am currently working on a project for developing new Simulator-based Inference Methods based on Approximate Bayesian Computation (ABC).
Before joining the HIIT I did my PhD in Statistics at the University of Auckland, New Zealand, where I developed a new Information theoretic Criterion, the Renormalized Maximum Likelihood, that is especially tailored to work well with multivariate auto-regressive models. I also developed new algorithms for inferring the conditional independence graph for multivariate auto-regressive models using convex optimization. The algorithms were later on extended to be used in the case of existing latent variables, as well as in the case of directed graphs (Granger causality).