About Me

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I am a DPhil candidate in the Department of Statistics at the University of Oxford. I am also part of the CDT programme OxWaSP between Oxford and Warwick, currently in the third year of my studies. My supervisor is Professor Chris Holmes.

I am a member of St Peter's College and a Clarendon scholar.

My research interests lie around Bayesian statistics and Markov Chain Monte Carlo (MCMC) methods. Currently I am working on a hypothesis testing method for survival analysis in a Bayesian framework, with a potential application to clinical trials.

The aim of my previous project was to construct an MCMC algorithm for targeting multimodal distributions.

Besides, I enjoy data visualisation and programming in R.

Research

Preprints

  • E. Pompe, C. Holmes, K. Latuszynski. A Framework for Adaptive MCMC Targeting Multimodal Distributions. arXiv

Talks and poster presentations

Projects

Bayesian hypothesis testing

Bayesian hypothesis testing for survival analysis

Ongoing work with J. Rousseau and C. Holmes on a new approach to hypothesis testing based on mixture models, which could be an interesting alternative to the popular Bayes factors.

Multimodal distribution

Adaptive MCMC for Multimodal Distributions

We propose a new MCMC-based adaptive approach to sampling from multimodal target distributions and prove its ergodic properties (joint work with C. Holmes and K. Latuszynski).

Hidden Markov model

Curse of dimensionality for Sequential Monte Carlo methods versus Gibbs sampling

We show theoretically and empirically that the Gibbs sampler outperforms SMC samplers in many settings by overcoming the curse of dimensionality (with P. Rebeschini and G. Morina).

Scatterplot

Inconsistency of the Dirichlet process mixtures for the number of components

[Harrison & Miller, 2014] show that when data comes from a finite mixture, the posterior distribution of the number of clusters does not concentrate at the true value under the Dirchlet prior. We investigate these results and generalise their certain aspects (joint work with J. Noble).

Teaching

Before joining Oxford, I was working as a teaching assistant in Mathematical Analysis at the University of Warsaw (for 4 semesters).
I was also in charge of organizing two editions of a nationwide math contest for students aged 13-16 in Poland, with over 500 participants each time.

Non-work activities

Since 2016 I have been an active member of Oxford University Dancesport Club (OUDC). In the academic year 2018/2019 I joined Oxford University Strategic Studies Group (OUSSG).

I also attend Oxford R User Group meetings.

Contact me

Email

emilia.pompe at stats.ox.ac.uk

Post

Office 1.14
Department of Statistics
University of Oxford
24-29 St Giles
Oxford OX1 3LB, UK