Hi! I’m an ARC Research Fellow (DECRA) in Statistics.
PhD in Mathematics, 2011
UNSW Sydney
Diplom, Mathematik, 2007
UniversitÃ¤t Ulm
In the internship, you’ll explore the latest machine learning methods such as tree ensemble methods, graphical models and neural networks and compare their performance to what is the current industry standard. A great opportunity to improve your machine learning skills and create valuable insights for the credit risk industry.
Applications close 20 June, 2018.
Apply here: https://aprintern.org.au/2018/05/21/int-0431/
The R package is now available on CRAN. It Models extremes of ‘bursty’ time series via Continuous Time Random Exceedances (CTRE). (See companion paper.)
What effect does the social structure of health systems have on health outcomes?
Models extremes of bursty time series.
Computes Mittag-Leffler probability densities.
Limit theorems and statistical physics
Heavy tails, scaling limits, R packages
Only ^{1}⁄_{2} – ^{2}⁄_{3} of antidepressant users have depression. How do we use statistical learning to predict depression given antidepressant use?