# Sebastian Schmon

I am a DPhil (PhD) student at the Department of Statistics of the University of Oxford. My research interests lie at the intersection of probability theory, statistics and computational methods. In particular, I am interested in constructing and analysing practical algorithms and simulation techniques for complex statistical or machine learning models such as intractable Bayesian models. More on that on my research page. My supervisors are Arnaud Doucet and George Deligiannidis.

### Research

#### Implicit Priors for Knowledge Sharing in Bayesian Neural Networks

with Jack Fitzsimons and Stephen Roberts

*4th Neurips workshop on Bayesian Deep Learning 2019*

```
@Article{bernrace,
author = {Jack K Fitzsimons and Sebastian M Schmon and Stephen J Roberts},
title = {Implicit Priors for Knowledge Sharing in Bayesian Neural Networks},
journal = {4th Neurips workshop on Bayesian Deep Learning},
year = {2019},
}
```

#### Bernoulli Race Particle Filters

with Arnaud Doucet, George Deligiannidis

*The 22nd International Conference on Artificial Intelligence and Statistics, AISTATS 2019*

```
@Article{bernrace,
author = {Sebastian M Schmon and George Deligiannidis and Arnaud Doucet},
title = {Bernoulli Race Particle Filters},
journal = {AISTATS},
year = {2019},
}
```

#### Large Sample Asymptotics of the Pseudo-Marginal Method

with Arnaud Doucet, George Deligiannidis and Mike Pitt

*https://arxiv.org/abs/1806.10060*

```
@Article{SchmonDeligiannidisDoucet2018a,
author = {Sebastian M Schmon and George Deligiannidis and Arnaud Doucet and Michael K Pitt},
title = {Large Sample Asymptotics of the Pseudo-Marginal Algorithm},
journal = {https://arxiv.org/abs/1806.10060},
year = {2018},
}
```

#### Estimating the density of ethnic minorities and aged people in Berlin:

##### Multivariate kernel density estimation applied to sensitive georeferenced administrative data protected via measurement error

with Marcus Groß, Ulrich Rendtel, Timo Schmid and Nikos Tzavidis

*Journal of the Royal Statistical Society: Series A (Statistics in Society) 180.1 (2017): 161-183*

```
@article{gross2017,
title={Estimating the density of ethnic minorities and aged people in Berlin: multivariate kernel density estimation applied to sensitive georeferenced administrative data protected via measurement error},
author={Gro{\ss}, Marcus and Rendtel, Ulrich and Schmid, Timo and Schmon, Sebastian and Tzavidis, Nikos},
journal={Journal of the Royal Statistical Society: Series A (Statistics in Society)},
volume={180},
number={1},
pages={161--183},
year={2017},
publisher={Wiley Online Library}
}
```

### Talks & Presentations

#### Bernoulli Race Particle Filters

##### AISTATS 2019

I presented this work at AISTATS 2019 in Okinawa (poster) and Babylon Health in London (slides).

#### Large Sample Asymptotics of the Pseudo-Marginal Method

##### ISBA 2018, BayesComp 2018

### Past Teaching

### University of Oxford

- Applied Probability, 3rd year Mathematics (Michaelmas 2015)
- Advanced Simulation, 4th year Mathematics and MSc Statistics (Hilary 2016, 2017, 2018)
- Graphical Models, 4th year Mathematics and MSc Statistics (Michaelmas 2016, 2017, 2018)
- Prelims: Probability, 1st year Mathematics (Michaelmas 2016)
- Part A: Probability, 2nd year Mathematics (Michaelmas 2016)
- Part A: Statistics, 2nd year Mathematics (Hilary 2017)

### Free University Berlin

- Statistics for Economists (2012, 2013, 2014), Introduction to probability and random variables, summary statistics, graphical data analysis
- Statistical Inference (2012) Point estimation, large sample properties and limiting theorems, confidence sets and tests, linear regression
- Statistical Modelling (2013) Generalised linear models, computational issues and implementation, application to economics.

### Curriculum Vitae

Since 2015 |
DPhil candidate in StatisticsUniversity of Oxford |

2015 |
M.Sc., Master of Science in StatisticsHumboldt Universität zu Berlin (with Distinction) |

2015 |
B.Sc., Bachelor of Science in MathematicsFreie Universität Berlin |

2013 |
B.Sc., Bachelor of Science in EconomicsFreie Universität Berlin |

### Contact:

Sebastian SchmonDepartment of Statistics

University of Oxford

24-29 St Giles'

Oxford

OX1 3LB

United Kingdom