I am a researcher in Machine Learning and Mathematical Statistics with particular current interests in Deep Learning and Bayesian methods. In my research, I
- build models that capture uncertainty and learn from data,
- develop statistical procedures for hypothesis testing, estimation, and decision making,
- apply such models and procedures to problems in Engineering and Finance.
At present, I work on machine learning for Autonomous Driving at Veoneer Inc. as well as conduct academic research in the group of Prof Thomas Schön at the Department of Information Technology, Uppsala University. Also, I am associated with the Centre for Interdisciplinary Mathematics at Uppsala University. Over the years, I have gained varied academic teaching experience including lecturing at master's level. I completed a PhD in Mathematics with a focus on Mathematical Statistics and Financial Mathematics at Uppsala University as well as undergraduate and master's studies in Mathematics at Oxford University.
In June 2017, I defended my PhD thesis 'Optimal Sequential Decisions in Hidden-State Models' at the Department of Mathematics, Uppsala University. The opponent was Prof. Huyên Pham, Paris 7. In the thesis, I determined and investigated optimal statistical decision procedures for problems arising in Finance, Engineering, and Statistics. Besides research, during my PhD years, I relished being a lecturer for the Master's program in Financial Mathematics and a class tutor for undergraduate courses.