I am a lecturer at University College London, jointly appointed between the Department of Statistical Sciences, and the Institute for Risk and Disaster Reduction. My research interests centre on streaming data analysis, particularly in dynamic, non-stationary contexts. Most of my work involves modelling sequential time series and point processes which can undergo distributional changes - this can include adaptive parameter estimation, anomaly/outlier detection, and procedures for detecting and reacting to gradual drift or abrupt changes.
I also work on various machine learning topics such as classification and clustering, again with a focus on sequential non-stationary environments. Recently, I have become interested in the statistical modelling of graphs and networks, including problems such as community detection and link prediction . I also have an interest in financial modelling and econometrics.