Position | Associate Professor |
Phone (external) | +44(0)20 7679 1855 |
Phone (internal) | 41855 |
Email(*) | y.pokern |
Themes | Computational Statistics,ÌýGeneral Theory and Methodology |
*@ucl.ac.uk
Ìý
Biographical DetailsI have been associate professor in Statistics at Ïã¸ÛÁùºÏ²ÊÖÐÌØÍø since 2018. Previously, I was postdoctoral researcher working with Gareth Roberts and Wilfrid Kendall at Warwick University. Before that, I did my PhD in mathematics supervised by Andrew Stuart and a Masters at Paris XI with dissertation at the Max-Planck-Institute for Mathematics in the Sciences, Leipzig.Ìý Research InterestsMy work focuses on inference for diffusion processes including both parametric and nonparametric approaches with a particular interest in hypoelliptic diffusions and diffusions on manifolds. I also pursue Bayesian methodology, including Markov chain Monte Carlo and functional samplers. Recently, I got interested in statistical inference for Electron-Nuclear Double Resonance (ENDOR) Spectroscopy. Present and Past StudentsMr Rajan Alexander,Mr Henrik Wiechers,Ìý Ms Hanqing Cai (subsidiary supervision) , now lecturer at the British University Vietnam Dr Nurul Ain Binti Toha (subsidiary supervision) Dr Shouto Yonekura (subsidiary supervision) , now lecturer (education) at the Ïã¸ÛÁùºÏ²ÊÖÐÌØÍø School of Management , now working on Climate Modelling at Cervest Dr Ah-Yeon Park (subsidiary supervision) Ìý | Ìý |
Selected Publications
- M.N. Bui, Y. Pokern and P. Dellaportas, Inference for partially observed Riemannian Ornstein-Uhlenbeck diffusions of covariance matrices, .
- Coullon, J., & Pokern, Y. Markov chain Monte Carlo for a hyperbolic Bayesian inverse problem in traffic flow modeling. (2022).
- J. Wieditz, Y. Pokern, D. Schuhmacher, S. Huckemann, Characteristic and necessary minutiae in fingerprints, (2021).
- M. Hiller, I. Tkach, H. Wiechers, B. Eltzner, S. Huckemann, Y. Pokern, M. Bennati, Distribution of H-beta Hyperfine Couplings in a Tyrosyl Radical Revealed by 263 GHz ENDOR Spectroscopy, (2021).
- Y. Pokern, B. Eltzner, S. Huckemann, C. Beeken, J. Stubbe, I. Tkach, M. Bennati, M. Hiller, Statistical Analysis of ENDOR Spectra, (2021).
- J. Heng, A. Doucet, Y. Pokern, Gibbs flow for approximate transport with applications to Bayesian computation, (2021).
- O. Papaspiliopoulos, Y. Pokern, G. O. Roberts, A. M. Stuart, Nonparametric estimation of diffusions: a differential equations approach, .
- Y. Pokern, A. M. Stuart, P. Wiberg, Parameter estimation for partially observed hypoelliptic diffusions, .