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Cantab Capital Institute for the Mathematics of Information

Research Interests: Nonparametric inference including Bayesian nonparametrics, statistical
inverse problems (especially discretely observed stochastic processes)
and ∞-MCMC methods

Publications

Efficient nonparametric inference for discretely observed compound Poisson processes
AJ Coca
– Probability Theory and Related Fields
(2018)
170,
475
Adaptive nonparametric estimation for compound Poisson processes robust to the discrete-observation scheme
AJ Coca

Research Group

Cantab Capital Institute for the Mathematics of Information

Room

D1.11

Telephone

01223 766536