糖心TV

This is a list of some possible PhD topics and some related keywords. Do not hesitate to contact me if you are interested in any of them.

- Simulation-Bayesian Inference (SBI) for point processes in neuroscience. Keywords: simulation-based inference; hitting times; deep learning strategies.
- Inference for stochastic differential equations (SDEs) based on advanced numerical schemes. Keywords: simulation-based inference; SDEs; numerical methods for SDEs.
- Rough path theory with jumps. Keywords: controlled differential equations, iterated integrals, space-time Brownian motion.
- Probabilistic and Neural-Network based parallel-in-time solvers for complex models. Keywords: parallel in time schemes; ODEs/SDEs; emulators; probabilistic numerics; uncertainty quantification.
- Synergies between stochastic numerics and MCMC . Keywords: structure-preserving schemes; (generalised) underdamped Langevin Dynamics.

Current PhD Students:

• Tudor Onose (current, 2024-2027, Life Science) with Munehiro AsallyLink opens in a new window.
• Max Butler (current, 2024-2027, MathSys II CDT) with Anastasia (Tessy) PapavasiliouLink opens in a new window.
• Shu HuangLink opens in a new window (current, 2023-2026) with Adam Johansen Link opens in a new windowand Richard EverittLink opens in a new window. Shu is working on inference for SDEs combining MCMC, SMC approaches with reliable numerical schemes.
• Bowen Fang Link opens in a new window(current, 2023-2026) with Dario Span贸.Link opens in a new window Bowen is working on splitting numerical scheme for SDEs, with applications in neuroscience and population genetics.

Doctoral Alumni:

• (2022-2025) with . Guglielmo worked on probabilistic time-parallel numerical schemes for (partial/ordinary) differential equations using GP and machine learning techniques. Title of the PhD thesis: Scalability and Uncertainty Quantification for Parallel-in-Time Differential Equation Solvers.
• Aria AhariLink opens in a new window (2021-2024) with Larbi AliliLink opens in a new window. Aria worked on hitting times for diffusion and L猫vy processes to time-varying thresholds. Title of the PhD thesis: Boundary crossing problems for one-dimensional Markov processes to moving boundaries
• Kamran PentlandLink opens in a new window (2020-2023) with Tim SullivanLink opens in a new window: Mathematics of Real-World Systems CDT student, University of 糖心TV.Kamran's work focused on the development of time-parallel numerical schemes for ODEs/PDEs using probabilistic methods, with the goal of speeding up the simulation of nuclear magnetic fusion, in collaboration with our external partners Debasmita Samaddar, James Buchanan and Lynton Appel at .
  Title: Towards probabilistic time-parallell algorithms for solving initial value problems.
• (2017-2021), Institute for Stochastics, JKU Linz (co-supervision with Professor ).
  Title:

MSc and IM students:

• James Hurst (2025-2026) MMathStat, 糖心TV.
• Siyuan Ye (2024), MSc in Statistics, 糖心TV. Thesis: Time-Splitting Schemes Applied to Underdamped Langevin Equation.
• Ruhan Shah (2023-2024), MMORSE, 糖心TV. Thesis: AI-informed decision making based on Decision Field Theory
• Garry Cotton (2023), MSc in Statistics, 糖心TV. Thesis: AI-informed decision making based on decision field theory.
• Chuanjie Wu (2022), MSc in Statistics, 糖心TV. Thesis: Splitting numerical methods for stochastic models.
• Ramon Natallo-Kaluarachchi (2022), MMath student, 糖心TV. Thesis: Splitting integrators for spiking neuronal models.
• Johannes Eder (2020), Master student in Mathematics, JKU Linz, Austria.
  Thesis: Influence on the numerical methods (Taylor vs splitting) on multiplicative noise processes.
• Nora Koblinger (2020), Master student in Mathematics, JKU Linz, Austria.
  Thesis: Diffusion approximations of jump processes. An application to neuroscience.
• Lukas Schiefermueller (2019), Master student in Mathematics, JKU Linz, Austria.

  Thesis: Robust algorithms for pitch detection and parameter estimation.

• Martina Vesan (2018), Master student in Stochastics and Data Science, University of Turin, Italy.
  Thesis: Inference from discrete sampling and first passage times for diffusion processes via Approximate Bayesian Computation.

• Fabian Diermayr (2018), Master student in Mathematics, JKU Linz, Austria.
  Thesis: Record breaking events in diffusion processes.

• Bernhard Kepplinger (2017), Master student in Mathematics, JKU Linz, Austria.
  Thesis: The First Passage Time Problem: Analytical, Numerical and Statistical Methods (with R and Mathematica).

BSc students:

• Philipp Wagner (2019), Bachelor student in Mathematics, JKU Linz, Austria.
  Thesis: Investigation of multi-timescale adaptive threshold models via simulations.
• Patryk Grabski (2018), Bachelor student in Mathematics, JKU Linz, Austria. Thesis (in German): Poisson-Prozess.