I am a Postdoctoral Researcher in the Bayesian Workflow Group under Prof. Aki Vehtari at Aalto University (Computer Science). I have finished my PhD recently at Heriot-Watt University (Econometrics) where my thesis has been nominated for the MacFarlane prize and voted best thesis within Social Sciences. My research focuses on developing novel econometric and statistical methods for safe modelling of big data in macroeconomics and finance. In particular, I combine modelling techniques from the machine learning and Bayesian statistics literature for interpretable and scalable time-series and quantile regression analysis. My work has been published in leading journals in econometrics, forecasting and statistics, including the Journal of Business and Econonmic Statistics, the International Journal of Forecasting and Bayesian Analysis (see my GS page for all). I’ve contributed also to working paper series of policy institutions such as the Bank of England and the National Institute of Economic and Social Research.

My research interests cover broadly Bayesian Statistics and their application in social science research. I’ve had the opportunity of applying my work as a PhD researcher at the Bank of England (Current Economic Conditions Division).

I am the course manager of one of the largest Bayesian statistics courses in the world, Bayesian Data Analysis.

I am a reviewer for several journals including International Journal of Forecasting, Electronic Journal of Statistics and Statistica Sinica, among many more.

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