Hi! I am a postdoctoral research associate at the Mathematical Institute, University of Oxford. I am
funded by DataSıg
(EPSRC Programme Grant EP/S026347/1).
Previously, I was postdoc at the Department of Mathematics, Imperial College
London, where I also obtained my PhD. Here is my CV and here is my PhD thesis.
The focus of my current postdoc is on the applications of path signatures to machine
learning. I continue to be interested in many questions in pure mathematics (rough paths, probability theory, differential geometry,
algebraic combinatorics). More specifically, my research interests are:
- Machine learning techniques that use path signatures and neural differential equations. In this context,
I am particularly interested in the potential for dimensionality reduction.
- The behaviour of rough integration theories on smooth manifolds.
- Malliavin calculus for gaussian processes, and other theories of stochastic integration for non-semimartingales.
- Applications of algebraic combinatorics to rough analysis (e.g. Hopf algebras and branched rough paths).
Papers and preprints