Interests
- Monte Carlo methods, e.g., MCMC, SMC, & PDMP
- Diffusion Models, Neural Networks, & Kernel Methods
- Bayesian Statistical Modelling, especially in Political Science & Biostatistics
My ultimate interest lies in stochastic dynamics of computation.
Currently, I work on emerging sampling algorithms, such as Piecewise Deterministic Monte Carlo methods (PDMPs) and Denoising Diffusion Models (DDMs).
Before pursuing my Ph.D., I was trained in mathematics at the University of Tokyo, with an emphasis on Stochastic Processes and Functional Analysis.

Software
I maintain the Julia package PDMPFlux.jl, and also contribute to the R package YUIMA.