I am a Visiting Assistant Professor in the Department of Mathematics at the Royal Institute of Technology. My main areas of research are probability theory and mathematical statistics, specifically large deviations and stochastic numerical methods.
Prior to returning to KTH I was a postdoc at the Division of Applied Mathematics, Brown University, partially supported by the National Science Foundation (NSF), under the mentorship of Paul Dupuis. I received my Ph.D. in Applied and Computational Mathematics in June 2014 with Henrik Hult as my advisor.
- August 30, 2017. A revised version of our paper Min-max representations of viscosity solutions of Hamilton-Jacobi equations and applications in rare-event simulation is now available.
- June 22, 2017. Our paper Moderate deviation principles for importance sampling estimators of risk measures has now appeared in print and is available online from the Journal of Applied Probability.
- April 6, 2017. Our paper Thermodynamic integration methods, infinite swapping and the calculation of generalized averages is now available online from the Journal of Chemical Physics.
- Feb. 21, 2017. I will be giving a TED-style talk during KTH Finance Society's FinTech Evening (March 1). The broad topic will be FinTech and current research topics in mathematical statistics.
- Feb. 11, 2017. Our paper A large deviations analysis of certain qualitative properties of parallel tempering and infinite swapping is now available online from Applied Mathematics and Optimization.