Alexander Buchholz


Statistics Ph.D. Student
ENSAE Paris | CREST | University Paris Saclay





About me

I'm a PhD Student in Statistics at the Center for research in economics and statistics (CREST), Paris and currently in the last year of my studies. My supervisor is Nicolas Chopin. From October 2017 to April 2018 I visited Pierre E. Jacob at the Department of Statistics at Harvard University. After graduate studies in economics, mathematics and statistics under the double degree program of Humboldt University Berlin and ENSAE ParisTech, I am currently writing a PhD thesis in applied mathematics at the University Paris Saclay. The topic is on high dimensional Bayesian computation, with a focus on improving Monte Carlo simulations for models with numerous parameters to be inferred. My research has applications in statistics and machine learning. Below you can find a list of past and current projects.

My research interest lies in Monte Carlo methods and approximate inference in general and in particular Hamiltonian Monte Carlo, sequential Monte Carlo, quasi Monte Carlo, approximate Bayesian computation and variational inference.

Teaching

I've had the pleasure of assisting in teaching several courses, here are some.

Education

Working Papers

Publications

2018

Talks

Invited Presentations

Research Presentations

Poster Presentations