My name is Marcin and I am a postdoctoral researcher at Max Planck Institute for Mathematics in the Sciences. My research focuses on developing efficient, robust and scalable statistical methods for various problems involving stochastic processes. I completed my PhD under the supervision of Dr Paul Jenkins, Dr Murray Pollock and Prof Gareth Roberts as part of the OxWaSP programme—a centre for doctoral training (CDT) programme run jointly by the University of Warwick and the University of Oxford. Previously, I studied at the University of Warwick, where I obtained a degree of Bachelor of Science and Master of Mathematics, Operational Research, Statistics and Economics (MORSE).
Professional Interests
- Computational methods for stochastic processes
- MCMC methods
- Simulation of conditioned diffusions (diffusion bridges)
- Inference for stochastic processes
- Stochastic analysis
- Bayesian statistics
- Machine learning
Education
- PhD in Statistics, 2019 (currently awaiting my viva) (University of Warwick, UK)
- BSc, Master of MORSE, 2015 (University of Warwick, UK)