## Breadcrumb

Professor of Statistics

# Biographical Sketch

- Research Professor, Department of Statistics, Oxford (2014 - present)
- University Lecturer, Department of Statistics, Oxford, and Fellow at Keble College, Oxford (2000 – 2014)
- Senior Research Fellow, King’s College, Cambridge (1998 – 2000)
- Adjunct Assistant Professor, Department of Mathematics, UCLA, Los Angeles (1996 – 1998)
- Lecturer, Department of Mathematics, USC, Los Angeles (1994 – 1996)
- Ph.D. in Mathematics, University of Zurich, Title: A weak law of large numbers for empirical measures via Stein’s method. Advisor: Prof. A.D. Barbour, D.Phil (1994)

# Research Interests

- Applied probability
- Computational biology
- Stein’s method
- Networks
- Word count statistics

Have you heard about the phenomenon that everyone is six handshakes away from the President? The six degrees of separation hypothesis relates to a model of social interactions that is phrased in terms of a network – individuals are nodes, and two individuals are linked if they know each other. Networks pop up in a variety of contexts, and recently much attention has been given to the randomness in such networks. My main research interest at the moment are network statistics to investigate such networks in a statistically rigorous fashion. Often this will require some approximation, and approximations in statistics are another of my research interests. It turns out that there is an excellent method to derive distances between the distributions of random quantities, namely Stein’s method, a method I have required some expertise in over the years. The general area of my research falls under the category Applied Probability and many of the problems and examples I study are from the area of Computational Biology (or bioinformatics, if you prefer that name).

Statistical Inference for Networks

Models for Protein-Protein Interaction Networks

Shortest Paths in Random Intersection Graphs

Steins Method and Stochastic Analysis of Rademacher Functionals

Statistics for Alignment-free Sequence Comparison

Statistical Inference for Networks [need doc]

A Short Introduction to Steins Method – lecture slides [need doc]

# Publications

**Co-trading networks for modeling dynamic interdependency structures and estimating high-dimensional covariances in US equity markets**.”

**Stein’s Method for Poisson-Exponential Distributions**.”

**On RKHS Choices for Assessing Graph Generators via Kernel Stein Statistics**.”

**GNNRank: Learning global rankings from pairwise comparisons via directed graph neural networks**”, in

*Proceedings of the 39th International Conference on Machine Learning (PMLR22)*. Proceedings of Machine Learning Research, pp. 8581 – 8581.

**Trade Co-occurrence, Trade Flow Decomposition, and Conditional Order Imbalance in Equity Markets**.”

**Normal approximation for the posterior in exponential families**.”